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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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1 Parent(s): e8131f5

Update latest signals (2026-04-15T01:06:02.402020)

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Files changed (1) hide show
  1. models/latest_signals.json +88 -86
models/latest_signals.json CHANGED
@@ -1,35 +1,35 @@
1
  {
2
- "generated_at": "2026-04-14T00:48:03.131937",
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  "option_A": {
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  "option": "A",
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  "mode": "fixed_split",
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  "option_name": "Fixed Income / Alts",
7
  "signal_date": "2026-04-14",
8
  "last_data_date": "2026-04-13",
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- "generated_at": "2026-04-14T00:48:02.484707",
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- "pick": "VNQ",
11
- "conviction": 0.7451,
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  "weights": {
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- "TLT": 0.0478,
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- "LQD": 0.0057,
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- "HYG": 0.0034,
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- "VNQ": 0.7451,
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- "GLD": 0.1913,
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- "SLV": 0.0036,
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- "PFF": 0.001,
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- "MBB": 0.002
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  },
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  "regime_context": {
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- "VIX": 19.23,
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  "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.94,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": 0.101,
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- "trained_at": "2026-04-13T23:24:14.528000",
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  "winning_loss": "sharpe",
31
- "test_sharpe": 1.4225,
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- "test_ann_return": 0.142,
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  "model_n_params": 129616,
34
  "actual_return": null,
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  "hit": null
@@ -40,37 +40,38 @@
40
  "option_name": "Equity Sectors",
41
  "signal_date": "2026-04-14",
42
  "last_data_date": "2026-04-13",
43
- "generated_at": "2026-04-14T00:48:02.909412",
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- "pick": "QQQ",
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- "conviction": 0.1634,
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  "weights": {
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- "SPY": 0.0666,
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- "QQQ": 0.1634,
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- "XLK": 0.104,
50
- "XLF": 0.0532,
51
- "XLE": 0.0417,
52
- "XLV": 0.101,
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- "XLI": 0.0519,
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- "XLY": 0.0695,
55
- "XLP": 0.0864,
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- "XLU": 0.0714,
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- "GDX": 0.0329,
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- "XLB": 0.0498,
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- "XLRE": 0.0816,
60
- "XME": 0.0267
 
61
  },
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  "regime_context": {
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- "VIX": 19.23,
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  "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.94,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": 0.101,
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- "trained_at": "2026-04-13T23:29:22.062119",
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- "winning_loss": "sharpe",
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- "test_sharpe": 1.1843,
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- "test_ann_return": 0.1627,
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- "model_n_params": 130396,
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  "actual_return": null,
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  "hit": null
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  },
@@ -80,33 +81,33 @@
80
  "option_name": "Fixed Income / Alts",
81
  "signal_date": "2026-04-14",
82
  "last_data_date": "2026-04-13",
83
- "generated_at": "2026-04-14T00:48:02.688442",
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  "pick": "GLD",
85
- "conviction": 0.7328,
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  "weights": {
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- "TLT": 0.001,
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- "LQD": 0.0009,
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- "HYG": 0.0223,
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- "VNQ": 0.0173,
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- "GLD": 0.7328,
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- "SLV": 0.2112,
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- "PFF": 0.009,
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- "MBB": 0.0054
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  },
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  "regime_context": {
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- "VIX": 19.23,
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  "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.94,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": 0.101,
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- "trained_at": "2026-04-13T23:56:05.128190",
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- "winning_window": 8,
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- "winning_train_start": "2022-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.3733,
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- "oos_sharpe": 2.6979,
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  "actual_return": null,
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  "hit": null
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  },
@@ -116,39 +117,40 @@
116
  "option_name": "Equity Sectors",
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  "signal_date": "2026-04-14",
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  "last_data_date": "2026-04-13",
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- "generated_at": "2026-04-14T00:48:03.131795",
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- "pick": "XLP",
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- "conviction": 0.7415,
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  "weights": {
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- "SPY": 0.0019,
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- "QQQ": 0.1932,
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- "XLK": 0.007,
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- "XLF": 0.0032,
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- "XLE": 0.0005,
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- "XLV": 0.014,
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- "XLI": 0.0017,
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- "XLY": 0.0026,
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- "XLP": 0.7415,
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- "XLU": 0.0255,
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- "GDX": 0.0001,
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- "XLB": 0.0002,
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- "XLRE": 0.0085,
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- "XME": 0.0002
 
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  },
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  "regime_context": {
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- "VIX": 19.23,
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  "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.94,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": 0.101,
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- "trained_at": "2026-04-14T00:47:59.357482",
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- "winning_window": 6,
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- "winning_train_start": "2018-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.5674,
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- "oos_sharpe": 2.7635,
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  "actual_return": null,
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  "hit": null
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  }
 
1
  {
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+ "generated_at": "2026-04-15T01:06:02.402020",
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  "option_A": {
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  "option": "A",
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  "mode": "fixed_split",
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  "option_name": "Fixed Income / Alts",
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  "signal_date": "2026-04-14",
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  "last_data_date": "2026-04-13",
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+ "generated_at": "2026-04-15T01:06:01.720035",
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+ "pick": "GLD",
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  "weights": {
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  },
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  "regime_context": {
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+ "VIX": 19.12,
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  "T10Y2Y": 0.52,
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  "USD_INDEX": 118.86
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  },
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+ "trained_at": "2026-04-14T23:26:12.132200",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.6349,
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+ "test_ann_return": 0.3115,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
 
40
  "option_name": "Equity Sectors",
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  "signal_date": "2026-04-14",
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  "last_data_date": "2026-04-13",
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+ "generated_at": "2026-04-15T01:06:02.168271",
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+ "pick": "XLU",
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+ "conviction": 0.3566,
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  "weights": {
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  },
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  "regime_context": {
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  },
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+ "macro_stress": 0.108,
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+ "model_n_params": 130526,
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  "actual_return": null,
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  },
 
81
  "option_name": "Fixed Income / Alts",
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  "signal_date": "2026-04-14",
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  "last_data_date": "2026-04-13",
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+ "generated_at": "2026-04-15T01:06:01.932298",
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  "pick": "GLD",
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  "T10Y2Y": 0.52,
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  "USD_INDEX": 118.86
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  },
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+ "macro_stress": 0.108,
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+ "trained_at": "2026-04-15T00:09:26.514992",
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+ "winning_train_start": "2010-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_sharpe": 2.0793,
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  "actual_return": null,
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  "hit": null
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  },
 
117
  "option_name": "Equity Sectors",
118
  "signal_date": "2026-04-14",
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  "last_data_date": "2026-04-13",
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+ "generated_at": "2026-04-15T01:06:02.401915",
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+ "pick": "XLK",
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  },
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  "hit": null
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  }