P2SAMAPA commited on
Commit
57e7c35
·
verified ·
1 Parent(s): aa49db1

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +19 -19
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": "2026-05-19",
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- "last_data_date": "2026-05-18",
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- "generated_at": "2026-05-19T07:30:55.193740",
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- "pick": "PFF",
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- "conviction": 0.5205,
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  "weights": {
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- "TLT": 0.0918,
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- "LQD": 0.1856,
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- "HYG": 0.1026,
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- "VNQ": 0.0022,
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- "GLD": 0.0016,
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- "SLV": 0.0002,
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- "PFF": 0.5205,
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- "MBB": 0.0955
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  },
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  "regime_context": {
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- "VIX": 18.43,
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  "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.8,
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  "USD_INDEX": 119.28
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  },
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- "macro_stress": -0.688,
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- "trained_at": "2026-05-19T04:35:02.504936",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.6872,
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- "test_ann_return": 0.2014,
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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": "2026-05-20",
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+ "last_data_date": "2026-05-19",
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+ "generated_at": "2026-05-20T06:56:26.593677",
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+ "pick": "VNQ",
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+ "conviction": 0.991,
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  "weights": {
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+ "TLT": 0.0065,
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+ "LQD": 0.0,
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+ "HYG": 0.0,
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+ "VNQ": 0.991,
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+ "GLD": 0.0005,
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+ "SLV": 0.0013,
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+ "PFF": 0.0003,
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+ "MBB": 0.0003
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  },
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  "regime_context": {
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+ "VIX": 17.82,
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  "T10Y2Y": 0.54,
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+ "HY_SPREAD": 2.83,
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  "USD_INDEX": 119.28
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  },
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+ "macro_stress": -0.695,
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+ "trained_at": "2026-05-20T04:35:57.095726",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.1117,
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+ "test_ann_return": 0.0957,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null