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latest.json

@@ -1,30 +1,40 @@
 {
-  "generated_at": "2026-03-17T15:23:27Z",
-  "best_mode": "fixed",
+  "generated_at": "2026-03-18T06:45:00Z",
+  "best_mode": "expanding",
   "signal": {
-    "signal_date": "2026-03-17",
-    "hold_until": "2026-05-21",
-    "data_date": "2026-03-16",
-    "recommended_etfs": [
-      "LQD",
-      "GLD"
-    ],
+    "signal_date": "2026-03-18",
+    "hold_until": "2026-05-22",
+    "data_date": "2026-03-17",
+    "recommended_etf": "VNQ",
+    "predicted_return": 0.0032,
     "predicted_returns": {
-      "TLT": -0.0154,
-      "VNQ": -0.1269,
-      "SLV": -0.1993,
-      "GLD": 0.0097,
-      "LQD": -0.007,
-      "HYG": -0.0092
+      "TLT": -0.0528,
+      "VNQ": 0.0032,
+      "SLV": -0.079,
+      "GLD": -0.0285,
+      "LQD": -0.0292,
+      "HYG": -0.0619
     },
-    "strategy": "buy_hold_48d"
+    "strategy": "buy_hold_48d_single"
   },
   "performance": {
-    "annualised_return": 0.0552,
-    "annualised_vol": 0.1355,
-    "sharpe_ratio": 0.4078,
-    "max_drawdown": -1.0,
-    "total_return": 4890586909622188.0,
-    "num_folds": 14
+    "annualised_return": 0.0894,
+    "sharpe_ratio": 0.5421,
+    "max_drawdown": -0.2593,
+    "annualised_vol": 0.1648
+  },
+  "mode_comparison": {
+    "expanding": {
+      "annualised_return": 0.0894,
+      "sharpe_ratio": 0.5421,
+      "max_drawdown": -0.2593,
+      "annualised_vol": 0.1648
+    },
+    "fixed": {
+      "annualised_return": 0.0626,
+      "sharpe_ratio": 0.3561,
+      "max_drawdown": -0.3202,
+      "annualised_vol": 0.1758
+    }
   }
 }