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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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1 Parent(s): f633453

Update latest signals (2026-04-16T02:54:26.578891)

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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": "2026-04-15T01:06:02.402020",
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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": "2026-04-14",
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- "last_data_date": "2026-04-13",
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- "generated_at": "2026-04-15T01:06:01.720035",
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- "pick": "GLD",
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- "conviction": 0.8689,
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  "weights": {
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- "TLT": 0.0294,
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- "VNQ": 0.0332,
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- "GLD": 0.8689,
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- "SLV": 0.0562,
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- "PFF": 0.0008,
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- "MBB": 0.0031
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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": "2026-04-14T23:26:12.132200",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.6349,
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- "test_ann_return": 0.3115,
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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": "2026-04-14",
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- "last_data_date": "2026-04-13",
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- "generated_at": "2026-04-15T01:06:02.168271",
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- "pick": "XLU",
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- "conviction": 0.3566,
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  "weights": {
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- "SPY": 0.0076,
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- "QQQ": 0.0033,
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- "XLF": 0.0212,
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- "XLE": 0.0031,
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- "XLV": 0.1298,
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- "XLI": 0.0217,
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- "XLY": 0.0192,
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- "XLP": 0.1751,
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- "XLU": 0.3566,
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- "XLB": 0.0086,
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- "XLRE": 0.0089,
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- "XME": 0.0051
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  },
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  "regime_context": {
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- "VIX": 19.12,
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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": "2026-04-14T23:40:29.808713",
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- "winning_loss": "\u2014",
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- "test_sharpe": 1.1924,
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- "test_ann_return": 0.165,
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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": "2026-04-14",
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- "last_data_date": "2026-04-13",
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- "generated_at": "2026-04-15T01:06:01.932298",
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  "pick": "GLD",
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- "conviction": 0.712,
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  "weights": {
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- "TLT": 0.0269,
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  },
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  "regime_context": {
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- "VIX": 19.12,
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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": "2026-04-14",
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- "macro_stress": 0.108,
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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": "2026-04-16T02:54:26.578891",
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  "option_A": {
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  "mode": "fixed_split",
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+ "signal_date": "2026-04-16",
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+ "last_data_date": "2026-04-15",
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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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+ "generated_at": "2026-04-16T02:54:26.410306",
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  "option": "A",
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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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