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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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3ac3654
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1 Parent(s): 7d18bab

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +21 -21
models/signal_A.json CHANGED
@@ -2,32 +2,32 @@
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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": "2026-04-13",
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- "last_data_date": "2026-04-10",
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- "generated_at": "2026-04-11T05:26:49.813027",
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- "pick": "TLT",
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- "conviction": 0.5106,
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  "weights": {
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- "TLT": 0.5106,
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- "LQD": 0.0596,
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- "HYG": 0.0835,
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- "VNQ": 0.0293,
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- "GLD": 0.0002,
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- "SLV": 0.0001,
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- "PFF": 0.3026,
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- "MBB": 0.014
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  },
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  "regime_context": {
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- "VIX": 19.49,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 2.9,
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- "USD_INDEX": 120.5
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  },
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- "macro_stress": 0.165,
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- "trained_at": "2026-04-11T03:38:31.819272",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.3238,
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- "test_ann_return": 0.1419,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
 
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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": "2026-04-14T00:48:02.484707",
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+ "pick": "VNQ",
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+ "conviction": 0.7451,
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  "weights": {
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+ "TLT": 0.0478,
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+ "LQD": 0.0057,
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+ "HYG": 0.0034,
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+ "VNQ": 0.7451,
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+ "GLD": 0.1913,
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+ "SLV": 0.0036,
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+ "PFF": 0.001,
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+ "MBB": 0.002
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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": "2026-04-13T23:24:14.528000",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.4225,
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+ "test_ann_return": 0.142,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null