P2SAMAPA commited on
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45b9b13
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1 Parent(s): ff93d18

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +27 -25
models/signal_B.json CHANGED
@@ -2,37 +2,39 @@
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-09",
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- "last_data_date": "2026-04-08",
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- "generated_at": "2026-04-09T02:48:17.297509",
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- "pick": "XLK",
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- "conviction": 0.1197,
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  "weights": {
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- "SPY": 0.1076,
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- "QQQ": 0.097,
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- "XLK": 0.1197,
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- "XLF": 0.0565,
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- "XLE": 0.0513,
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- "XLV": 0.1059,
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- "XLI": 0.0839,
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- "XLY": 0.0905,
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- "XLP": 0.0881,
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- "XLU": 0.1017,
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- "GDX": 0.0535,
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- "XME": 0.0443
 
 
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  },
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  "regime_context": {
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- "VIX": 25.78,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 3.12,
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  "USD_INDEX": 120.5
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  },
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- "macro_stress": 1.023,
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- "trained_at": "2026-04-09T01:23:19.387195",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.3009,
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- "test_ann_return": 0.1813,
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- "model_n_params": 130136,
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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": "fixed_split",
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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": "2026-04-10T02:19:09.273365",
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+ "pick": "QQQ",
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+ "conviction": 0.4067,
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  "weights": {
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+ "SPY": 0.0031,
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+ "QQQ": 0.4067,
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+ "XLK": 0.0411,
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+ "XLF": 0.0034,
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+ "XLE": 0.001,
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+ "XLV": 0.0991,
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+ "XLI": 0.0014,
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+ "XLY": 0.0254,
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+ "XLP": 0.2912,
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+ "XLU": 0.0744,
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+ "GDX": 0.0308,
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+ "XLB": 0.003,
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+ "XLRE": 0.0175,
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+ "XME": 0.0018
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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": "2026-04-10T00:39:00.557959",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.2399,
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+ "test_ann_return": 0.2514,
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+ "model_n_params": 130396,
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  "actual_return": null,
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  "hit": null
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  }