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295a5ba
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1 Parent(s): ae12533

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": "2026-05-07",
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- "last_data_date": "2026-05-06",
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- "generated_at": "2026-05-07T03:13:34.189284",
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- "pick": "VNQ",
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- "conviction": 0.374,
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  "weights": {
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- "TLT": 0.0286,
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- "LQD": 0.023,
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- "HYG": 0.282,
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- "VNQ": 0.374,
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- "GLD": 0.1176,
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- "SLV": 0.0098,
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- "PFF": 0.0978,
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- "MBB": 0.0672
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  },
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  "regime_context": {
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- "VIX": 17.38,
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  "T10Y2Y": 0.49,
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- "HY_SPREAD": 2.77,
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  "USD_INDEX": 118.39
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  },
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- "macro_stress": -0.486,
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- "trained_at": "2026-05-07T01:43:35.975362",
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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": 0.3932,
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- "oos_sharpe": 2.4395,
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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": "2026-05-08",
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+ "last_data_date": "2026-05-07",
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+ "generated_at": "2026-05-08T06:02:24.687718",
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+ "pick": "GLD",
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+ "conviction": 0.7179,
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  "weights": {
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+ "TLT": 0.013,
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+ "LQD": 0.0261,
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+ "HYG": 0.0525,
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+ "VNQ": 0.0495,
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+ "GLD": 0.7179,
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+ "SLV": 0.0701,
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+ "PFF": 0.0367,
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+ "MBB": 0.0343
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  },
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  "regime_context": {
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+ "VIX": 17.39,
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  "T10Y2Y": 0.49,
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+ "HY_SPREAD": 2.75,
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  "USD_INDEX": 118.39
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  },
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+ "macro_stress": -0.497,
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+ "trained_at": "2026-05-08T04:38:00.006535",
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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": 0.4063,
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+ "oos_sharpe": 2.0918,
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  "actual_return": null,
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  "hit": null
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  }