P2SAMAPA commited on
Commit
5efa662
·
verified ·
1 Parent(s): 54c0f90

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +19 -19
models/signal_B.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": "2026-03-26T08:48:47.859016",
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- "pick": "XLU",
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- "conviction": 0.1979,
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  "weights": {
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- "SPY": 0.031,
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- "QQQ": 0.0668,
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- "XLK": 0.0514,
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- "XLF": 0.0314,
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- "XLE": 0.0322,
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- "XLV": 0.1662,
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- "XLI": 0.0293,
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- "XLY": 0.0345,
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- "XLP": 0.174,
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- "XLU": 0.1979,
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- "GDX": 0.1577,
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- "XME": 0.0275
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  },
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  "regime_context": {
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  "VIX": 26.78,
@@ -28,10 +28,10 @@
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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": "2026-03-26T07:28:58.636094",
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- "winning_loss": "\u2014",
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- "test_sharpe": 1.2553,
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- "test_ann_return": 0.1751,
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  "model_n_params": 130136,
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  "actual_return": 0.0,
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  "hit": false
 
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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": "2026-03-26T11:07:56.249339",
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+ "pick": "GDX",
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+ "conviction": 0.9642,
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  "weights": {
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+ "SPY": 0.0002,
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+ "QQQ": 0.0,
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+ "XLK": 0.0002,
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+ "XLF": 0.0023,
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+ "XLE": 0.0163,
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+ "XLV": 0.0001,
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+ "XLI": 0.0006,
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+ "XLY": 0.0013,
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+ "XLP": 0.0003,
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+ "XLU": 0.0038,
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+ "GDX": 0.9642,
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+ "XME": 0.0108
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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": "2026-03-26T09:42:26.958585",
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+ "winning_loss": "sharpe",
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+ "test_sharpe": 1.2818,
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+ "test_ann_return": 0.3186,
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  "model_n_params": 130136,
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  "actual_return": 0.0,
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  "hit": false