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1480af0
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1 Parent(s): 88fc4fe

Update signal_B_window signal

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Files changed (1) hide show
  1. models/signal_B_window.json +29 -29
models/signal_B_window.json CHANGED
@@ -2,42 +2,42 @@
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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": "2026-04-14",
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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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- "conviction": 0.5384,
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  "weights": {
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- "SPY": 0.0007,
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- "QQQ": 0.2304,
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- "XLK": 0.5384,
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- "XLF": 0.006,
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- "XLE": 0.0004,
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- "XLV": 0.0277,
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- "XLI": 0.0009,
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- "XLY": 0.0007,
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- "XLP": 0.0024,
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- "XLU": 0.1864,
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- "GDX": 0.0055,
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- "XLB": 0.0001,
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- "XLRE": 0.0003,
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- "IWM": 0.0001,
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- "XME": 0.0001
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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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- "HY_SPREAD": 2.95,
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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": "2026-04-15T01:05:58.465327",
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- "winning_window": 3,
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- "winning_train_start": "2012-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.4473,
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- "oos_sharpe": 2.0054,
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  "actual_return": null,
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  "hit": null
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  }
 
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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": "2026-04-16",
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+ "last_data_date": "2026-04-15",
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+ "generated_at": "2026-04-16T02:54:26.578738",
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+ "pick": "XLU",
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+ "conviction": 0.732,
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  "weights": {
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+ "SPY": 0.0,
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+ "QQQ": 0.0253,
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+ "XLK": 0.2411,
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+ "XLF": 0.0005,
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+ "XLE": 0.0,
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+ "XLV": 0.0003,
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+ "XLI": 0.0,
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+ "XLY": 0.0006,
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+ "XLP": 0.0002,
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+ "XLU": 0.732,
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+ "GDX": 0.0,
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+ "XLB": 0.0,
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+ "XLRE": 0.0,
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+ "IWM": 0.0,
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+ "XME": 0.0
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  },
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  "regime_context": {
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+ "VIX": 18.36,
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+ "T10Y2Y": 0.53,
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+ "HY_SPREAD": 2.84,
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  "USD_INDEX": 118.86
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  },
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+ "macro_stress": -0.217,
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+ "trained_at": "2026-04-16T02:54:22.210277",
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+ "winning_window": 4,
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+ "winning_train_start": "2014-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.4665,
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+ "oos_sharpe": 2.215,
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  "actual_return": null,
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  "hit": null
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  }