Update signal_B_window signal

models/signal_B_window.json

@@ -2,47 +2,47 @@
   "option": "B",
   "mode": "shrinking_window",
   "option_name": "Equity Sectors",
-  "signal_date": "2026-05-20",
-  "last_data_date": "2026-05-19",
-  "generated_at": "2026-05-20T06:56:27.322740",
-  "pick": "XSD",
-  "conviction": 0.8428,
+  "signal_date": "2026-05-21",
+  "last_data_date": "2026-05-20",
+  "generated_at": "2026-05-21T07:03:16.377759",
+  "pick": "GDX",
+  "conviction": 0.9824,
   "weights": {
     "SPY": 0.0,
-    "QQQ": 0.0011,
-    "XLK": 0.1427,
-    "XLF": 0.0025,
-    "XLE": 0.0002,
-    "XLV": 0.0009,
-    "XLI": 0.0006,
-    "XLY": 0.0009,
-    "XLP": 0.0024,
-    "XLU": 0.0011,
-    "GDX": 0.0008,
-    "XLB": 0.0001,
-    "IWF": 0.0005,
-    "IWD": 0.0003,
-    "IWO": 0.0002,
-    "XSD": 0.8428,
-    "XBI": 0.002,
-    "XLRE": 0.0003,
-    "IWM": 0.0002,
-    "XME": 0.0003
+    "QQQ": 0.0,
+    "XLK": 0.0107,
+    "XLF": 0.0,
+    "XLE": 0.0061,
+    "XLV": 0.0,
+    "XLI": 0.0,
+    "XLY": 0.0,
+    "XLP": 0.0,
+    "XLU": 0.0005,
+    "GDX": 0.9824,
+    "XLB": 0.0,
+    "IWF": 0.0,
+    "IWD": 0.0,
+    "IWO": 0.0,
+    "XSD": 0.0,
+    "XBI": 0.0,
+    "XLRE": 0.0,
+    "IWM": 0.0,
+    "XME": 0.0002
   },
   "regime_context": {
-    "VIX": 17.82,
-    "T10Y2Y": 0.54,
-    "HY_SPREAD": 2.83,
+    "VIX": 18.06,
+    "T10Y2Y": 0.53,
+    "HY_SPREAD": 2.86,
     "USD_INDEX": 119.28
   },
-  "macro_stress": -0.695,
-  "trained_at": "2026-05-20T06:56:23.264346",
-  "winning_window": 4,
-  "winning_train_start": "2014-01-01",
+  "macro_stress": -0.544,
+  "trained_at": "2026-05-21T07:03:12.136363",
+  "winning_window": 5,
+  "winning_train_start": "2016-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.8107,
-  "oos_sharpe": 2.5851,
+  "oos_ann_return": 0.5766,
+  "oos_sharpe": 2.3186,
   "actual_return": null,
   "hit": null
 }