| { |
| "generated_at": "2026-05-30T03:24:11.993211", |
| "option_A": { |
| "option": "A", |
| "mode": "fixed_split", |
| "option_name": "Fixed Income / Alts", |
| "signal_date": "2026-06-01", |
| "last_data_date": "2026-05-29", |
| "generated_at": "2026-05-30T03:24:11.326630", |
| "pick": "TLT", |
| "conviction": 0.6309, |
| "weights": { |
| "TLT": 0.6309, |
| "LQD": 0.0027, |
| "HYG": 0.0016, |
| "VNQ": 0.309, |
| "GLD": 0.0443, |
| "SLV": 0.0075, |
| "PFF": 0.003, |
| "MBB": 0.001 |
| }, |
| "regime_context": { |
| "VIX": 15.74, |
| "T10Y2Y": 0.46, |
| "HY_SPREAD": 2.72, |
| "USD_INDEX": 119.29 |
| }, |
| "macro_stress": -0.311, |
| "trained_at": "2026-05-30T01:21:07.686488", |
| "winning_loss": "sharpe", |
| "test_sharpe": 1.4273, |
| "test_ann_return": 0.1436, |
| "model_n_params": 129616, |
| "actual_return": null, |
| "hit": null |
| }, |
| "option_B": { |
| "option": "B", |
| "mode": "fixed_split", |
| "option_name": "Equity Sectors", |
| "signal_date": "2026-06-01", |
| "last_data_date": "2026-05-29", |
| "generated_at": "2026-05-30T03:24:11.756539", |
| "pick": "GDX", |
| "conviction": 0.5468, |
| "weights": { |
| "SPY": 0.012, |
| "QQQ": 0.0081, |
| "XLK": 0.011, |
| "XLF": 0.0228, |
| "XLE": 0.0425, |
| "XLV": 0.0058, |
| "XLI": 0.0127, |
| "XLY": 0.0083, |
| "XLP": 0.0064, |
| "XLU": 0.0241, |
| "GDX": 0.5468, |
| "XLB": 0.021, |
| "IWF": 0.0041, |
| "IWD": 0.0518, |
| "IWO": 0.0302, |
| "XSD": 0.0115, |
| "XBI": 0.0327, |
| "XLRE": 0.0049, |
| "IWM": 0.0417, |
| "XME": 0.1014 |
| }, |
| "regime_context": { |
| "VIX": 15.74, |
| "T10Y2Y": 0.46, |
| "HY_SPREAD": 2.72, |
| "USD_INDEX": 119.29 |
| }, |
| "macro_stress": -0.311, |
| "trained_at": "2026-05-30T01:30:38.307707", |
| "winning_loss": "sharpe", |
| "test_sharpe": 1.9065, |
| "test_ann_return": 0.3422, |
| "model_n_params": 131176, |
| "actual_return": null, |
| "hit": null |
| }, |
| "option_A_window": { |
| "option": "A", |
| "mode": "shrinking_window", |
| "option_name": "Fixed Income / Alts", |
| "signal_date": "2026-06-01", |
| "last_data_date": "2026-05-29", |
| "generated_at": "2026-05-30T03:24:11.523207", |
| "pick": "SLV", |
| "conviction": 0.9912, |
| "weights": { |
| "TLT": 0.0002, |
| "LQD": 0.0001, |
| "HYG": 0.0002, |
| "VNQ": 0.0029, |
| "GLD": 0.0044, |
| "SLV": 0.9912, |
| "PFF": 0.0012, |
| "MBB": 0.0 |
| }, |
| "regime_context": { |
| "VIX": 15.74, |
| "T10Y2Y": 0.46, |
| "HY_SPREAD": 2.72, |
| "USD_INDEX": 119.29 |
| }, |
| "macro_stress": -0.311, |
| "trained_at": "2026-05-30T02:03:32.619374", |
| "winning_window": 7, |
| "winning_train_start": "2020-01-01", |
| "winning_train_end": "2024-12-31", |
| "winning_loss": "sharpe", |
| "oos_ann_return": 0.3836, |
| "oos_sharpe": 2.9191, |
| "actual_return": null, |
| "hit": null |
| }, |
| "option_B_window": { |
| "option": "B", |
| "mode": "shrinking_window", |
| "option_name": "Equity Sectors", |
| "signal_date": "2026-06-01", |
| "last_data_date": "2026-05-29", |
| "generated_at": "2026-05-30T03:24:11.993043", |
| "pick": "XLU", |
| "conviction": 0.2485, |
| "weights": { |
| "SPY": 0.0138, |
| "QQQ": 0.2437, |
| "XLK": 0.1065, |
| "XLF": 0.0197, |
| "XLE": 0.0056, |
| "XLV": 0.0376, |
| "XLI": 0.0058, |
| "XLY": 0.0118, |
| "XLP": 0.0595, |
| "XLU": 0.2485, |
| "GDX": 0.0041, |
| "XLB": 0.0018, |
| "IWF": 0.2188, |
| "IWD": 0.005, |
| "IWO": 0.0008, |
| "XSD": 0.0026, |
| "XBI": 0.0008, |
| "XLRE": 0.0093, |
| "IWM": 0.0014, |
| "XME": 0.0028 |
| }, |
| "regime_context": { |
| "VIX": 15.74, |
| "T10Y2Y": 0.46, |
| "HY_SPREAD": 2.72, |
| "USD_INDEX": 119.29 |
| }, |
| "macro_stress": -0.311, |
| "trained_at": "2026-05-30T03:24:07.832823", |
| "winning_window": 5, |
| "winning_train_start": "2016-01-01", |
| "winning_train_end": "2024-12-31", |
| "winning_loss": "sharpe", |
| "oos_ann_return": 0.567, |
| "oos_sharpe": 2.3932, |
| "actual_return": null, |
| "hit": null |
| } |
| } |
