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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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21f32e7
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1 Parent(s): eff0aba

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +18 -18
models/signal_A_window.json CHANGED
@@ -4,33 +4,33 @@
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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": "2026-04-14T00:48:02.688442",
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  "pick": "GLD",
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- "conviction": 0.7328,
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  "weights": {
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- "TLT": 0.001,
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- "LQD": 0.0009,
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- "HYG": 0.0223,
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- "VNQ": 0.0173,
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- "GLD": 0.7328,
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- "SLV": 0.2112,
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- "PFF": 0.009,
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- "MBB": 0.0054
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  },
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  "regime_context": {
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- "VIX": 19.23,
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  "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.94,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": 0.101,
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- "trained_at": "2026-04-13T23:56:05.128190",
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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": 0.3733,
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- "oos_sharpe": 2.6979,
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  "actual_return": null,
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  "hit": null
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  }
 
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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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+ "LQD": 0.014,
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+ "HYG": 0.0416,
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+ "VNQ": 0.0288,
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+ "GLD": 0.712,
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+ "SLV": 0.157,
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+ "PFF": 0.004,
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+ "MBB": 0.0157
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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": "2026-04-15T00:09:26.514992",
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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": 0.5135,
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+ "oos_sharpe": 2.0793,
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  "actual_return": null,
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  "hit": null
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  }