P2SAMAPA commited on
Commit
5de5bb7
·
verified ·
1 Parent(s): dd03260

Update signal_B_window signal

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Files changed (1) hide show
  1. models/signal_B_window.json +18 -18
models/signal_B_window.json CHANGED
@@ -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": "2026-03-27T00:31:55.402994",
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- "pick": "GDX",
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- "conviction": 0.9932,
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  "weights": {
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- "SPY": 0.0003,
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- "QQQ": 0.0009,
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- "XLK": 0.0021,
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- "XLF": 0.0008,
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- "XLE": 0.0001,
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- "XLV": 0.0001,
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- "XLI": 0.0005,
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- "XLY": 0.0017,
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- "XLP": 0.0001,
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- "XLU": 0.0,
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- "GDX": 0.9932,
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- "XME": 0.0003
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  },
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  "regime_context": {
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  "VIX": 26.78,
@@ -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": "2026-03-27T00:31:51.180573",
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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": 0.6594,
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- "oos_sharpe": 2.3312,
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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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  }