Update signal_B_window signal
Browse files- models/signal_B_window.json +28 -26
models/signal_B_window.json
CHANGED
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@@ -2,39 +2,41 @@
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"option": "B",
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"mode": "shrinking_window",
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"option_name": "Equity Sectors",
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"signal_date": "2026-04-
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"last_data_date": "2026-04-
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"generated_at": "2026-04-
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"pick": "
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"conviction":
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"weights": {
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"SPY": 0.
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"QQQ": 0.
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"XLK":
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD":
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"USD_INDEX": 120.5
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},
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"macro_stress":
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"trained_at": "2026-04-
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"winning_window":
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"winning_train_start": "
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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.
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"oos_sharpe": 2.
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"actual_return": null,
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"hit": null
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}
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"option": "B",
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"mode": "shrinking_window",
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"option_name": "Equity Sectors",
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"signal_date": "2026-04-10",
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"last_data_date": "2026-04-09",
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"generated_at": "2026-04-10T02:19:09.514244",
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"pick": "XLK",
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"conviction": 1.0,
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"weights": {
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"SPY": 0.0,
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"QQQ": 0.0,
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"XLK": 1.0,
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"XLF": 0.0,
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"XLE": 0.0,
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"XLV": 0.0,
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"XLI": 0.0,
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"XLY": 0.0,
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"XLP": 0.0,
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"XLU": 0.0,
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"GDX": 0.0,
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"XLB": 0.0,
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"XLRE": 0.0,
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"XME": 0.0
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},
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"regime_context": {
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"VIX": 21.04,
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"T10Y2Y": 0.51,
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"HY_SPREAD": 2.94,
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"USD_INDEX": 120.5
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},
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"macro_stress": 0.329,
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"trained_at": "2026-04-10T02:19:05.397280",
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"winning_window": 4,
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"winning_train_start": "2014-01-01",
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"winning_train_end": "2024-12-31",
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"winning_loss": "sharpe",
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"oos_ann_return": 0.5263,
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"oos_sharpe": 2.115,
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"actual_return": null,
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"hit": null
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}
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