Hugging Face's logo

P2SAMAPA
/
etf-hrformer-model

Model card Files
xet
 Community
P2SAMAPA commited on
Commit
a1f07ea
·
verified ·
1 Parent(s): bf730de

Upload latest.json with huggingface_hub

Browse files
Files changed (1) hide show
  1. latest.json +47 -47
latest.json CHANGED
@@ -1,75 +1,75 @@
1
  {
2
- "generated_at": "2026-05-15T02:26:26Z",
3
- "best_historical_mode": "expanding",
4
- "hero_mode": "expanding",
5
  "signal": {
6
- "entry_date": "2026-05-14",
7
- "target_48_date": "2026-07-20",
8
- "data_date": "2026-05-13",
9
- "recommended_etf": "VNQ",
10
- "predicted_return": 0.1393,
11
  "predicted_returns": {
12
- "TLT": 0.033,
13
- "VNQ": 0.1393,
14
- "SLV": -0.0645,
15
- "GLD": 0.1134,
16
- "LQD": 0.025,
17
- "HYG": -0.0003
18
  },
19
  "strategy": "daily_rebalance"
20
  },
21
  "mode_predictions": {
22
  "expanding": {
23
- "entry_date": "2026-05-14",
24
- "target_48_date": "2026-07-20",
25
- "data_date": "2026-05-13",
26
  "recommended_etf": "VNQ",
27
- "predicted_return": 0.1393,
28
  "predicted_returns": {
29
- "TLT": 0.033,
30
- "VNQ": 0.1393,
31
- "SLV": -0.0645,
32
- "GLD": 0.1134,
33
- "LQD": 0.025,
34
- "HYG": -0.0003
35
  },
36
  "strategy": "daily_rebalance"
37
  },
38
  "shrinking": {
39
- "entry_date": "2026-05-14",
40
- "target_48_date": "2026-07-20",
41
- "data_date": "2026-05-13",
42
- "recommended_etf": "GLD",
43
- "predicted_return": 0.032,
44
  "predicted_returns": {
45
- "TLT": 0.0108,
46
- "VNQ": 0.0103,
47
- "SLV": -0.0693,
48
- "GLD": 0.032,
49
- "LQD": 0.0264,
50
- "HYG": 0.0013
51
  },
52
  "strategy": "daily_rebalance"
53
  }
54
  },
55
  "historical_performance": {
56
- "annualised_return": 0.0852,
57
- "sharpe_ratio": 0.4368,
58
- "max_drawdown": -0.2593,
59
- "annualised_vol": 0.1951
60
  },
61
  "mode_comparison": {
62
  "expanding": {
63
- "annualised_return": 0.0852,
64
- "sharpe_ratio": 0.4368,
65
- "max_drawdown": -0.2593,
66
- "annualised_vol": 0.1951
67
  },
68
  "shrinking": {
69
- "annualised_return": 0.0409,
70
- "sharpe_ratio": 0.2061,
71
- "max_drawdown": -0.4972,
72
- "annualised_vol": 0.1982
73
  }
74
  }
75
  }
 
1
  {
2
+ "generated_at": "2026-05-15T11:54:21Z",
3
+ "best_historical_mode": "shrinking",
4
+ "hero_mode": "shrinking",
5
  "signal": {
6
+ "entry_date": "2026-05-15",
7
+ "target_48_date": "2026-07-21",
8
+ "data_date": "2026-05-14",
9
+ "recommended_etf": "HYG",
10
+ "predicted_return": 0.1657,
11
  "predicted_returns": {
12
+ "TLT": 0.0639,
13
+ "VNQ": -0.0131,
14
+ "SLV": -0.0582,
15
+ "GLD": -0.0664,
16
+ "LQD": 0.1318,
17
+ "HYG": 0.1657
18
  },
19
  "strategy": "daily_rebalance"
20
  },
21
  "mode_predictions": {
22
  "expanding": {
23
+ "entry_date": "2026-05-15",
24
+ "target_48_date": "2026-07-21",
25
+ "data_date": "2026-05-14",
26
  "recommended_etf": "VNQ",
27
+ "predicted_return": 0.0879,
28
  "predicted_returns": {
29
+ "TLT": 0.0525,
30
+ "VNQ": 0.0879,
31
+ "SLV": -0.0044,
32
+ "GLD": 0.0508,
33
+ "LQD": 0.0377,
34
+ "HYG": 0.0017
35
  },
36
  "strategy": "daily_rebalance"
37
  },
38
  "shrinking": {
39
+ "entry_date": "2026-05-15",
40
+ "target_48_date": "2026-07-21",
41
+ "data_date": "2026-05-14",
42
+ "recommended_etf": "HYG",
43
+ "predicted_return": 0.1657,
44
  "predicted_returns": {
45
+ "TLT": 0.0639,
46
+ "VNQ": -0.0131,
47
+ "SLV": -0.0582,
48
+ "GLD": -0.0664,
49
+ "LQD": 0.1318,
50
+ "HYG": 0.1657
51
  },
52
  "strategy": "daily_rebalance"
53
  }
54
  },
55
  "historical_performance": {
56
+ "annualised_return": 0.0833,
57
+ "sharpe_ratio": 0.3882,
58
+ "max_drawdown": -0.4368,
59
+ "annualised_vol": 0.2146
60
  },
61
  "mode_comparison": {
62
  "expanding": {
63
+ "annualised_return": 0.0706,
64
+ "sharpe_ratio": 0.3256,
65
+ "max_drawdown": -0.3954,
66
+ "annualised_vol": 0.2167
67
  },
68
  "shrinking": {
69
+ "annualised_return": 0.0833,
70
+ "sharpe_ratio": 0.3882,
71
+ "max_drawdown": -0.4368,
72
+ "annualised_vol": 0.2146
73
  }
74
  }
75
  }