p2-etf-deepm-data / models /signal_A.json
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{
"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
}