P2SAMAPA commited on
Commit
3e69e40
·
verified ·
1 Parent(s): 17570cd

Update signal_B_window signal

Browse files
Files changed (1) hide show
  1. models/signal_B_window.json +28 -26
models/signal_B_window.json CHANGED
@@ -2,39 +2,41 @@
2
  "option": "B",
3
  "mode": "shrinking_window",
4
  "option_name": "Equity Sectors",
5
- "signal_date": "2026-04-09",
6
- "last_data_date": "2026-04-08",
7
- "generated_at": "2026-04-09T02:48:17.532109",
8
- "pick": "XLU",
9
- "conviction": 0.6293,
10
  "weights": {
11
- "SPY": 0.0002,
12
- "QQQ": 0.001,
13
- "XLK": 0.0008,
14
- "XLF": 0.0029,
15
- "XLE": 0.0816,
16
- "XLV": 0.0021,
17
- "XLI": 0.0007,
18
- "XLY": 0.0008,
19
- "XLP": 0.2789,
20
- "XLU": 0.6293,
21
- "GDX": 0.0001,
22
- "XME": 0.0017
 
 
23
  },
24
  "regime_context": {
25
- "VIX": 25.78,
26
- "T10Y2Y": 0.5,
27
- "HY_SPREAD": 3.12,
28
  "USD_INDEX": 120.5
29
  },
30
- "macro_stress": 1.023,
31
- "trained_at": "2026-04-09T02:48:13.616972",
32
- "winning_window": 6,
33
- "winning_train_start": "2018-01-01",
34
  "winning_train_end": "2024-12-31",
35
  "winning_loss": "sharpe",
36
- "oos_ann_return": 0.5445,
37
- "oos_sharpe": 2.3704,
38
  "actual_return": null,
39
  "hit": null
40
  }
 
2
  "option": "B",
3
  "mode": "shrinking_window",
4
  "option_name": "Equity Sectors",
5
+ "signal_date": "2026-04-10",
6
+ "last_data_date": "2026-04-09",
7
+ "generated_at": "2026-04-10T02:19:09.514244",
8
+ "pick": "XLK",
9
+ "conviction": 1.0,
10
  "weights": {
11
+ "SPY": 0.0,
12
+ "QQQ": 0.0,
13
+ "XLK": 1.0,
14
+ "XLF": 0.0,
15
+ "XLE": 0.0,
16
+ "XLV": 0.0,
17
+ "XLI": 0.0,
18
+ "XLY": 0.0,
19
+ "XLP": 0.0,
20
+ "XLU": 0.0,
21
+ "GDX": 0.0,
22
+ "XLB": 0.0,
23
+ "XLRE": 0.0,
24
+ "XME": 0.0
25
  },
26
  "regime_context": {
27
+ "VIX": 21.04,
28
+ "T10Y2Y": 0.51,
29
+ "HY_SPREAD": 2.94,
30
  "USD_INDEX": 120.5
31
  },
32
+ "macro_stress": 0.329,
33
+ "trained_at": "2026-04-10T02:19:05.397280",
34
+ "winning_window": 4,
35
+ "winning_train_start": "2014-01-01",
36
  "winning_train_end": "2024-12-31",
37
  "winning_loss": "sharpe",
38
+ "oos_ann_return": 0.5263,
39
+ "oos_sharpe": 2.115,
40
  "actual_return": null,
41
  "hit": null
42
  }