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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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1 Parent(s): 438bd68

Update latest signals (2026-04-18T15:48:36.317956)

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Files changed (1) hide show
  1. models/latest_signals.json +102 -96
models/latest_signals.json CHANGED
@@ -1,35 +1,35 @@
1
  {
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- "generated_at": "2026-04-17T06:15:40.091820",
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  "option_A": {
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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": "2026-04-17",
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- "last_data_date": "2026-04-16",
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- "generated_at": "2026-04-17T06:15:39.380976",
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- "pick": "VNQ",
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- "conviction": 0.3176,
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  "weights": {
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- "TLT": 0.284,
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- "LQD": 0.0437,
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- "HYG": 0.0914,
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- "VNQ": 0.3176,
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- "GLD": 0.1438,
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- "SLV": 0.0251,
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- "PFF": 0.0429,
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- "MBB": 0.0515
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  },
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  "regime_context": {
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- "VIX": 18.17,
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- "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": -0.271,
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- "trained_at": "2026-04-17T04:29:05.082769",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.5194,
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- "test_ann_return": 0.1309,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
@@ -38,40 +38,43 @@
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  "option": "B",
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  "mode": "fixed_split",
40
  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-17",
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- "last_data_date": "2026-04-16",
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- "generated_at": "2026-04-17T06:15:39.846133",
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  "pick": "XLU",
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- "conviction": 0.1567,
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  "weights": {
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- "SPY": 0.1049,
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- "QQQ": 0.0864,
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- "XLK": 0.0764,
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- "XLF": 0.044,
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- "XLE": 0.0364,
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- "XLV": 0.1132,
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- "XLI": 0.0485,
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- "XLY": 0.0717,
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- "XLP": 0.1009,
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- "XLU": 0.1567,
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- "GDX": 0.0352,
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- "XLB": 0.0248,
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- "XLRE": 0.0403,
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- "IWM": 0.0411,
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- "XME": 0.0195
 
 
 
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  },
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  "regime_context": {
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- "VIX": 18.17,
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- "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": -0.271,
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- "trained_at": "2026-04-17T04:35:36.949059",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.2752,
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- "test_ann_return": 0.1672,
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- "model_n_params": 130526,
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  "actual_return": null,
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  "hit": null
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  },
@@ -79,35 +82,35 @@
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
82
- "signal_date": "2026-04-17",
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- "last_data_date": "2026-04-16",
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- "generated_at": "2026-04-17T06:15:39.601722",
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  "pick": "SLV",
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- "conviction": 0.9461,
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  "weights": {
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- "TLT": 0.001,
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- "LQD": 0.0007,
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- "HYG": 0.0029,
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- "VNQ": 0.0044,
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- "GLD": 0.0438,
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- "SLV": 0.9461,
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- "PFF": 0.0009,
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- "MBB": 0.0003
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  },
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  "regime_context": {
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- "VIX": 18.17,
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- "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": -0.271,
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- "trained_at": "2026-04-17T05:05:40.734209",
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  "winning_window": 2,
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  "winning_train_start": "2010-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.4945,
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  "actual_return": null,
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  "hit": null
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  },
@@ -115,42 +118,45 @@
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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": "2026-04-17",
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- "last_data_date": "2026-04-16",
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- "generated_at": "2026-04-17T06:15:40.091669",
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- "pick": "XLV",
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- "conviction": 0.3516,
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  "weights": {
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- "XLU": 0.0827,
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- "GDX": 0.0121,
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- "XLB": 0.0057,
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- "XLRE": 0.1326,
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- "IWM": 0.0022,
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- "XME": 0.0027
 
 
 
139
  },
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  "regime_context": {
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- "VIX": 18.17,
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- "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": -0.271,
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- "trained_at": "2026-04-17T06:15:36.015583",
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- "winning_window": 6,
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- "winning_train_start": "2018-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.3789,
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- "oos_sharpe": 1.8605,
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  "actual_return": null,
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  "hit": null
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  }
 
1
  {
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+ "generated_at": "2026-04-18T15:48:36.317956",
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  "option_A": {
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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": "2026-04-20",
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+ "last_data_date": "2026-04-17",
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+ "generated_at": "2026-04-18T15:48:35.654915",
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+ "pick": "PFF",
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  "weights": {
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  },
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  "USD_INDEX": 118.86
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+ "trained_at": "2026-04-18T13:09:16.650305",
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  "winning_loss": "sharpe",
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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": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-20",
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+ "last_data_date": "2026-04-17",
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+ "generated_at": "2026-04-18T15:48:36.088471",
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  "winning_loss": "sharpe",
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  "hit": null
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  },
 
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-04-20",
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+ "last_data_date": "2026-04-17",
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+ "generated_at": "2026-04-18T15:48:35.855305",
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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": "2026-04-20",
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+ "last_data_date": "2026-04-17",
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