Update signal_B_window signal
Browse files- models/signal_B_window.json +18 -18
models/signal_B_window.json
CHANGED
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@@ -4,22 +4,22 @@
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"option_name": "Equity Sectors",
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"signal_date": "2026-03-24",
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"last_data_date": "2026-03-23",
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"generated_at": "2026-03-
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"pick": "
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"conviction": 0.
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"weights": {
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"SPY": 0.
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"QQQ": 0.
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"XLK": 0.
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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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"XME": 0.
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},
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"regime_context": {
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"VIX": 26.78,
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@@ -28,13 +28,13 @@
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"USD_INDEX": 120.28
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},
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"macro_stress": 1.841,
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"trained_at": "2026-03-
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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.
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"oos_sharpe":
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"actual_return": 0.0,
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"hit": false
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}
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"option_name": "Equity Sectors",
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"signal_date": "2026-03-24",
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"last_data_date": "2026-03-23",
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"generated_at": "2026-03-28T00:46:03.007830",
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"pick": "XLE",
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"conviction": 0.8136,
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"weights": {
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"SPY": 0.0005,
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"QQQ": 0.0057,
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"XLK": 0.061,
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"XLF": 0.0046,
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"XLE": 0.8136,
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"XLV": 0.0141,
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"XLI": 0.0007,
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"XLY": 0.0014,
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"XLP": 0.0028,
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"XLU": 0.011,
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"GDX": 0.0761,
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"XME": 0.0086
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},
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"regime_context": {
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"VIX": 26.78,
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"USD_INDEX": 120.28
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},
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"macro_stress": 1.841,
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"trained_at": "2026-03-28T00:45:58.733658",
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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": 0.4787,
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"oos_sharpe": 1.9312,
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"actual_return": 0.0,
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"hit": false
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}
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