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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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1e1a147
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1 Parent(s): 4e686da

Update latest signals (2026-04-17T06:15:40.091820)

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Files changed (1) hide show
  1. models/latest_signals.json +97 -97
models/latest_signals.json CHANGED
@@ -1,35 +1,35 @@
1
  {
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- "generated_at": "2026-04-16T02:54:26.578891",
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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": "2026-04-16",
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- "last_data_date": "2026-04-15",
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- "generated_at": "2026-04-16T02:54:26.083083",
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- "pick": "LQD",
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- "conviction": 0.4,
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  "weights": {
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- "TLT": 0.0198,
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- "LQD": 0.4,
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- "HYG": 0.1407,
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- "VNQ": 0.0032,
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- "GLD": 0.0048,
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- "SLV": 0.0005,
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- "PFF": 0.3635,
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- "MBB": 0.0675
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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": "2026-04-16T01:34:29.675209",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.7121,
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- "test_ann_return": 0.241,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
@@ -38,39 +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": "2026-04-16",
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- "last_data_date": "2026-04-15",
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- "generated_at": "2026-04-16T02:54:26.410306",
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- "pick": "XLRE",
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- "conviction": 0.4093,
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  "weights": {
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- "SPY": 0.0001,
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- "QQQ": 0.0126,
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- "XLK": 0.0032,
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- "XLF": 0.0009,
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- "XLE": 0.0001,
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- "XLV": 0.1993,
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- "XLI": 0.0005,
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- "XLY": 0.0013,
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- "XLP": 0.058,
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- "XLU": 0.3144,
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- "GDX": 0.0001,
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- "XLB": 0.0001,
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- "XLRE": 0.4093,
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- "IWM": 0.0001,
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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": "2026-04-16T01:42:18.562622",
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  "winning_loss": "sharpe",
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- "test_sharpe": 0.7426,
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- "test_ann_return": 0.1087,
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  "model_n_params": 130526,
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  "actual_return": null,
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  "hit": null
@@ -79,35 +79,35 @@
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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": "2026-04-16",
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- "last_data_date": "2026-04-15",
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- "generated_at": "2026-04-16T02:54:26.240079",
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- "pick": "GLD",
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- "conviction": 0.7993,
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  "weights": {
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- "TLT": 0.0027,
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- "PFF": 0.0004,
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- "MBB": 0.0015
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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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  "USD_INDEX": 118.86
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- "macro_stress": -0.217,
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- "trained_at": "2026-04-16T02:06:28.816556",
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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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  },
@@ -115,42 +115,42 @@
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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": "2026-04-16",
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- "generated_at": "2026-04-16T02:54:26.578738",
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- "pick": "XLU",
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  "regime_context": {
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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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- "oos_ann_return": 0.4665,
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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": "2026-04-17T06:15:40.091820",
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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": "2026-04-17",
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+ "last_data_date": "2026-04-16",
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+ "generated_at": "2026-04-17T06:15:39.380976",
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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": "2026-04-17",
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+ "last_data_date": "2026-04-16",
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+ "generated_at": "2026-04-17T06:15:39.846133",
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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": "2026-04-17",
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+ "generated_at": "2026-04-17T06:15:39.601722",
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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": "2026-04-17",
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