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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): d477052

Update latest signals (2026-04-10T02:19:09.514354)

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Files changed (1) hide show
  1. models/latest_signals.json +97 -93
models/latest_signals.json CHANGED
@@ -1,35 +1,35 @@
1
  {
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- "generated_at": "2026-04-09T02:48:17.532207",
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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": "2026-04-09",
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- "last_data_date": "2026-04-08",
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- "generated_at": "2026-04-09T02:48:16.845500",
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- "pick": "PFF",
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- "conviction": 0.9848,
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  "weights": {
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- "TLT": 0.0,
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- "LQD": 0.0001,
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- "HYG": 0.0149,
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- "VNQ": 0.0001,
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- "GLD": 0.0,
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- "SLV": 0.0,
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- "PFF": 0.9848,
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- "MBB": 0.0
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  },
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  "regime_context": {
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- "VIX": 25.78,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 3.12,
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  "USD_INDEX": 120.5
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  },
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- "macro_stress": 1.023,
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- "trained_at": "2026-04-09T01:18:02.575047",
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  "winning_loss": "sharpe",
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- "test_sharpe": 2.0917,
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- "test_ann_return": 0.2339,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
@@ -38,37 +38,39 @@
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-09",
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- "last_data_date": "2026-04-08",
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- "generated_at": "2026-04-09T02:48:17.297509",
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- "pick": "XLK",
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- "conviction": 0.1197,
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  "weights": {
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- "SPY": 0.1076,
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- "QQQ": 0.097,
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- "XLK": 0.1197,
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- "XLF": 0.0565,
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- "XLE": 0.0513,
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- "XLV": 0.1059,
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- "XLI": 0.0839,
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- "XLY": 0.0905,
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- "XLP": 0.0881,
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- "XLU": 0.1017,
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- "GDX": 0.0535,
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- "XME": 0.0443
 
 
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  },
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  "regime_context": {
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- "VIX": 25.78,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 3.12,
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  "USD_INDEX": 120.5
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  },
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- "macro_stress": 1.023,
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- "trained_at": "2026-04-09T01:23:19.387195",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.3009,
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- "test_ann_return": 0.1813,
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- "model_n_params": 130136,
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  "actual_return": null,
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  "hit": null
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  },
@@ -76,35 +78,35 @@
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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- "signal_date": "2026-04-09",
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- "last_data_date": "2026-04-08",
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- "generated_at": "2026-04-09T02:48:17.060976",
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  "pick": "GLD",
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- "conviction": 0.7792,
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  "weights": {
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- "TLT": 0.0161,
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- "LQD": 0.0237,
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- "MBB": 0.0375
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  },
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  "regime_context": {
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- "VIX": 25.78,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 3.12,
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  "USD_INDEX": 120.5
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  },
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- "macro_stress": 1.023,
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- "trained_at": "2026-04-09T01:54:32.553737",
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- "winning_train_start": "2008-01-01",
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  "winning_train_end": "2024-12-31",
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  },
@@ -112,39 +114,41 @@
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  "option": "B",
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  "mode": "shrinking_window",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-09",
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  "weights": {
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- "XME": 0.0017
 
 
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  },
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  "regime_context": {
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- "macro_stress": 1.023,
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- "trained_at": "2026-04-09T02:48:13.616972",
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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_sharpe": 2.3704,
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  "actual_return": null,
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  "hit": null
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  }
 
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  {
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+ "generated_at": "2026-04-10T02:19:09.514354",
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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": "2026-04-10",
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+ "last_data_date": "2026-04-09",
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-10",
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-04-10",
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+ "last_data_date": "2026-04-09",
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  "option": "B",
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  "mode": "shrinking_window",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-10",
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  }