| { |
| "option": "A", |
| "mode": "fixed_split", |
| "option_name": "Fixed Income / Alts", |
| "signal_date": "2026-06-01", |
| "last_data_date": "2026-05-29", |
| "generated_at": "2026-06-01T04:07:23.392367", |
| "pick": "VNQ", |
| "conviction": 0.9792, |
| "weights": { |
| "TLT": 0.0171, |
| "LQD": 0.0006, |
| "HYG": 0.0002, |
| "VNQ": 0.9792, |
| "GLD": 0.0009, |
| "SLV": 0.0001, |
| "PFF": 0.0012, |
| "MBB": 0.0008 |
| }, |
| "regime_context": { |
| "VIX": 15.74, |
| "T10Y2Y": 0.46, |
| "HY_SPREAD": 2.72, |
| "USD_INDEX": 119.29 |
| }, |
| "macro_stress": -0.311, |
| "trained_at": "2026-06-01T01:33:30.717601", |
| "winning_loss": "sharpe", |
| "test_sharpe": 1.4599, |
| "test_ann_return": 0.1269, |
| "model_n_params": 129616, |
| "actual_return": null, |
| "hit": null |
| } |