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P2SAMAPA
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etf-hrformer-model

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  1. latest_equity.json +62 -62
latest_equity.json CHANGED
@@ -1,27 +1,27 @@
1
  {
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- "generated_at": "2026-05-27T20:33:04Z",
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  "best_historical_mode": "expanding",
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- "hero_mode": "expanding",
5
  "signal": {
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  "entry_date": "2026-05-25",
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  "target_48_date": "2026-07-29",
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  "data_date": "2026-05-22",
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- "recommended_etf": "IWM",
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- "predicted_return": 0.1181,
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  "predicted_returns": {
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- "SPY": 0.1074,
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- "QQQ": 0.1077,
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- "XLK": 0.1044,
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- "XLF": 0.0914,
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- "XLE": 0.1001,
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- "XLV": 0.0876,
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- "XLI": 0.0905,
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- "XLY": 0.0549,
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- "XLP": 0.0629,
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- "XLU": 0.0433,
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- "XME": -0.0061,
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- "GDX": 0.0487,
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- "IWM": 0.1181
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  },
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  "strategy": "daily_rebalance"
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  },
@@ -30,22 +30,22 @@
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  "entry_date": "2026-05-25",
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  "target_48_date": "2026-07-29",
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  "data_date": "2026-05-22",
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- "recommended_etf": "IWM",
34
- "predicted_return": 0.1181,
35
  "predicted_returns": {
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- "SPY": 0.1074,
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- "QQQ": 0.1077,
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- "XLK": 0.1044,
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- "XLF": 0.0914,
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- "XLE": 0.1001,
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- "XLV": 0.0876,
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- "XLI": 0.0905,
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- "XLY": 0.0549,
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- "XLP": 0.0629,
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- "XLU": 0.0433,
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- "XME": -0.0061,
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- "GDX": 0.0487,
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- "IWM": 0.1181
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  },
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  "strategy": "daily_rebalance"
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  },
@@ -53,47 +53,47 @@
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  "entry_date": "2026-05-25",
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  "target_48_date": "2026-07-29",
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  "data_date": "2026-05-22",
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- "recommended_etf": "XME",
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- "predicted_return": 0.0631,
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  "predicted_returns": {
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- "SPY": -0.0256,
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- "QQQ": -0.0258,
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- "XLK": -0.1883,
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- "XLF": -0.0524,
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- "XLE": 0.0279,
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- "XLV": -0.0838,
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- "XLI": -0.1187,
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- "XLY": -0.0153,
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- "XLP": 0.051,
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- "XLU": 0.0085,
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- "XME": 0.0631,
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- "GDX": 0.0577,
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- "IWM": -0.0223
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  },
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  "strategy": "daily_rebalance"
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  }
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  },
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  "historical_performance": {
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- "annualised_return": 0.0965,
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- "sharpe_ratio": 0.3709,
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- "max_drawdown": -0.5145,
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- "annualised_vol": 0.2601,
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- "total_return": 3.3646
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  },
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  "mode_comparison": {
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  "expanding": {
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- "annualised_return": 0.0965,
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- "sharpe_ratio": 0.3709,
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- "max_drawdown": -0.5145,
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- "annualised_vol": 0.2601,
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- "total_return": 3.3646
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  },
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  "shrinking": {
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- "annualised_return": 0.0187,
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- "sharpe_ratio": 0.0724,
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- "max_drawdown": -0.6158,
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- "annualised_vol": 0.2583,
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- "total_return": 0.3451
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  }
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  }
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  }
 
1
  {
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+ "generated_at": "2026-05-28T07:41:46Z",
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  "best_historical_mode": "expanding",
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+ "hero_mode": "shrinking",
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  "signal": {
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  "entry_date": "2026-05-25",
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  "target_48_date": "2026-07-29",
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  "data_date": "2026-05-22",
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+ "recommended_etf": "GDX",
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+ "predicted_return": 0.2225,
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  "predicted_returns": {
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+ "SPY": -0.1078,
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+ "QQQ": -0.1291,
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+ "XLE": -0.0604,
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+ "XLV": -0.0113,
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+ "XLU": 0.0107,
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+ "XME": -0.193,
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+ "GDX": 0.2225,
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+ "IWM": -0.0325
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  },
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  "strategy": "daily_rebalance"
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  },
 
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  "entry_date": "2026-05-25",
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  "target_48_date": "2026-07-29",
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  "data_date": "2026-05-22",
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+ "recommended_etf": "XLF",
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+ "predicted_return": 0.0916,
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  "predicted_returns": {
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+ "SPY": 0.0717,
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+ "QQQ": 0.0764,
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+ "XLK": 0.0824,
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+ "XLF": 0.0916,
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+ "XLE": 0.0635,
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+ "XLV": 0.0363,
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+ "XLI": 0.0473,
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+ "XLY": -0.0418,
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+ "XLP": -0.0001,
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+ "XLU": 0.0099,
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+ "XME": -0.2057,
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+ "GDX": -0.167,
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+ "IWM": 0.0894
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  },
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  "strategy": "daily_rebalance"
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  },
 
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  "entry_date": "2026-05-25",
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  "target_48_date": "2026-07-29",
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  "data_date": "2026-05-22",
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+ "recommended_etf": "GDX",
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+ "predicted_return": 0.2225,
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  "predicted_returns": {
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+ "QQQ": -0.1291,
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+ "XLK": -0.1709,
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+ "XLF": -0.049,
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+ "XLE": -0.0604,
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  },
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  "strategy": "daily_rebalance"
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  }
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  },
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  "historical_performance": {
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+ "annualised_return": 0.1392,
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+ "sharpe_ratio": 0.4968,
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+ "max_drawdown": -0.4251,
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+ "annualised_vol": 0.2801,
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+ "total_return": 7.042
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  },
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  "mode_comparison": {
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  "expanding": {
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+ "annualised_return": 0.1392,
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+ "sharpe_ratio": 0.4968,
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+ "max_drawdown": -0.4251,
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+ "annualised_vol": 0.2801,
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+ "total_return": 7.042
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  },
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  "shrinking": {
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+ "annualised_return": 0.1013,
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+ "sharpe_ratio": 0.4239,
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+ "max_drawdown": -0.4404,
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+ "annualised_vol": 0.239,
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+ "total_return": 3.6828
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  }
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  }
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  }