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17570cd
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1 Parent(s): 5324f5f

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +21 -21
models/signal_A_window.json CHANGED
@@ -2,35 +2,35 @@
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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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- "HYG": 0.0351,
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- "VNQ": 0.0141,
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- "GLD": 0.7792,
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- "SLV": 0.0881,
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- "PFF": 0.0062,
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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_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": 0.401,
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- "oos_sharpe": 1.9859,
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  "actual_return": null,
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  "hit": null
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  }
 
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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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+ "generated_at": "2026-04-10T02:19:09.033191",
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  "pick": "GLD",
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+ "conviction": 0.9994,
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  "weights": {
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+ "TLT": 0.0,
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+ "LQD": 0.0,
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+ "HYG": 0.0002,
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+ "VNQ": 0.0001,
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+ "GLD": 0.9994,
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+ "SLV": 0.0,
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+ "PFF": 0.0002,
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+ "MBB": 0.0
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  },
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  "regime_context": {
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+ "VIX": 21.04,
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+ "T10Y2Y": 0.51,
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+ "HY_SPREAD": 2.94,
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  "USD_INDEX": 120.5
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  },
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+ "macro_stress": 0.329,
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+ "trained_at": "2026-04-10T01:10:50.623758",
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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": 0.5276,
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+ "oos_sharpe": 2.387,
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  "actual_return": null,
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  "hit": null
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  }