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2e360db
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1 Parent(s): ace9f11

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +22 -22
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": "2026-06-03",
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- "last_data_date": "2026-06-02",
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- "generated_at": "2026-06-03T04:02:39.880273",
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  "pick": "SLV",
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- "conviction": 0.9953,
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  "weights": {
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- "TLT": 0.0003,
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- "LQD": 0.0005,
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- "HYG": 0.0001,
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- "VNQ": 0.0024,
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- "GLD": 0.0006,
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- "SLV": 0.9953,
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- "PFF": 0.0008,
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- "MBB": 0.0001
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  },
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  "regime_context": {
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- "VIX": 16.05,
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- "T10Y2Y": 0.41,
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- "HY_SPREAD": 2.72,
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- "USD_INDEX": 0.0
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  },
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- "macro_stress": 0.137,
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- "trained_at": "2026-06-03T02:23:04.613787",
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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": 0.3469,
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- "oos_sharpe": 2.0717,
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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": "2026-06-08",
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+ "last_data_date": "2026-06-05",
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+ "generated_at": "2026-06-06T03:40:17.755220",
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  "pick": "SLV",
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+ "conviction": 0.6607,
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  "weights": {
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+ "TLT": 0.0145,
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+ "LQD": 0.0024,
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+ "HYG": 0.0084,
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+ "VNQ": 0.2366,
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+ "GLD": 0.0734,
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+ "SLV": 0.6607,
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+ "PFF": 0.002,
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+ "MBB": 0.002
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  },
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  "regime_context": {
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+ "VIX": 15.4,
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+ "T10Y2Y": 0.38,
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+ "HY_SPREAD": 2.74,
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+ "USD_INDEX": 118.88
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  },
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+ "macro_stress": 0.269,
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+ "trained_at": "2026-06-06T01:55:40.427572",
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+ "winning_window": 1,
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+ "winning_train_start": "2008-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.3745,
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+ "oos_sharpe": 2.3268,
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  "actual_return": null,
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  "hit": null
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  }