P2SAMAPA commited on
Commit
08e5575
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verified ·
1 Parent(s): f925eb8

Update signal_B_window signal

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Files changed (1) hide show
  1. models/signal_B_window.json +20 -20
models/signal_B_window.json CHANGED
@@ -4,22 +4,22 @@
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  "option_name": "Equity Sectors",
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  "signal_date": "2026-03-24",
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  "last_data_date": "2026-03-23",
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- "generated_at": "2026-03-26T08:48:48.094566",
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- "pick": "QQQ",
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- "conviction": 0.3962,
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  "weights": {
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- "SPY": 0.0135,
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- "QQQ": 0.3962,
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- "XLK": 0.0551,
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- "XLF": 0.0055,
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- "XLE": 0.0628,
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- "XLV": 0.0169,
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- "XLI": 0.0056,
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- "XLY": 0.0186,
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- "XLP": 0.0109,
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- "XLU": 0.0132,
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- "GDX": 0.3841,
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- "XME": 0.0176
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  },
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  "regime_context": {
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  "VIX": 26.78,
@@ -28,13 +28,13 @@
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  "USD_INDEX": 120.28
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  },
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  "macro_stress": 1.841,
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- "trained_at": "2026-03-26T08:48:43.964470",
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- "winning_window": 2,
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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_ann_return": 0.3865,
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- "oos_sharpe": 1.8202,
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  "actual_return": 0.0,
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  "hit": false
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  }
 
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  "option_name": "Equity Sectors",
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  "signal_date": "2026-03-24",
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  "last_data_date": "2026-03-23",
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+ "generated_at": "2026-03-26T11:07:56.486694",
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+ "pick": "GDX",
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+ "conviction": 0.9971,
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  "weights": {
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+ "SPY": 0.0,
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+ "QQQ": 0.0012,
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+ "XLK": 0.0,
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+ "XLF": 0.0,
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+ "XLE": 0.0008,
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+ "XLV": 0.0,
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+ "XLI": 0.0,
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+ "XLY": 0.0,
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+ "XLP": 0.0,
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+ "XLU": 0.0005,
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+ "GDX": 0.9971,
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+ "XME": 0.0003
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  },
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  "regime_context": {
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  "VIX": 26.78,
 
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  "USD_INDEX": 120.28
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  },
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  "macro_stress": 1.841,
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+ "trained_at": "2026-03-26T11:07:52.431791",
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+ "winning_window": 1,
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+ "winning_train_start": "2008-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.4722,
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+ "oos_sharpe": 2.0934,
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  "actual_return": 0.0,
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  "hit": false
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  }