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211979c
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1 Parent(s): 2427f6e

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +19 -19
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": "2026-05-14",
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- "last_data_date": "2026-05-13",
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- "generated_at": "2026-05-14T06:54:46.459394",
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  "pick": "VNQ",
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- "conviction": 0.3942,
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  "weights": {
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- "TLT": 0.0467,
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- "LQD": 0.0576,
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- "HYG": 0.0829,
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- "VNQ": 0.3942,
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- "GLD": 0.1665,
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- "SLV": 0.16,
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- "PFF": 0.0519,
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- "MBB": 0.0402
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  },
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  "regime_context": {
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- "VIX": 17.99,
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  "T10Y2Y": 0.48,
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  "HY_SPREAD": 2.82,
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  "USD_INDEX": 118.04
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  },
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- "macro_stress": -0.238,
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- "trained_at": "2026-05-14T05:06:03.311046",
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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": 0.4206,
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- "oos_sharpe": 2.0638,
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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": "2026-05-15",
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+ "last_data_date": "2026-05-14",
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+ "generated_at": "2026-05-15T06:48:53.817743",
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  "pick": "VNQ",
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+ "conviction": 0.7477,
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  "weights": {
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+ "TLT": 0.0043,
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+ "LQD": 0.0021,
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+ "HYG": 0.008,
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+ "VNQ": 0.7477,
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+ "GLD": 0.0035,
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+ "SLV": 0.2041,
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+ "PFF": 0.0245,
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+ "MBB": 0.0058
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  },
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  "regime_context": {
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+ "VIX": 17.87,
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  "T10Y2Y": 0.48,
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  "HY_SPREAD": 2.82,
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  "USD_INDEX": 118.04
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  },
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+ "macro_stress": -0.246,
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+ "trained_at": "2026-05-15T05:07:36.529641",
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+ "winning_window": 7,
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+ "winning_train_start": "2020-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.524,
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+ "oos_sharpe": 2.3193,
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  "actual_return": null,
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  "hit": null
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  }