P2SAMAPA commited on
Commit
64755d5
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verified ·
1 Parent(s): 18e38aa

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +26 -25
models/signal_B.json CHANGED
@@ -4,37 +4,38 @@
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  "option_name": "Equity Sectors",
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  "signal_date": "2026-04-14",
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  "last_data_date": "2026-04-13",
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- "generated_at": "2026-04-14T00:48:02.909412",
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- "pick": "QQQ",
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- "conviction": 0.1634,
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  "weights": {
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- "SPY": 0.0666,
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- "QQQ": 0.1634,
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- "XLK": 0.104,
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- "XLF": 0.0532,
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- "XLE": 0.0417,
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- "XLV": 0.101,
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- "XLI": 0.0519,
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- "XLY": 0.0695,
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- "XLP": 0.0864,
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- "XLU": 0.0714,
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- "GDX": 0.0329,
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- "XLB": 0.0498,
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- "XLRE": 0.0816,
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- "XME": 0.0267
 
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  },
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  "regime_context": {
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- "VIX": 19.23,
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  "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.94,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": 0.101,
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- "trained_at": "2026-04-13T23:29:22.062119",
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- "winning_loss": "sharpe",
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- "test_sharpe": 1.1843,
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- "test_ann_return": 0.1627,
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- "model_n_params": 130396,
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  "actual_return": null,
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  "hit": null
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  }
 
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  "option_name": "Equity Sectors",
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  "signal_date": "2026-04-14",
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  "last_data_date": "2026-04-13",
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+ "generated_at": "2026-04-15T01:06:02.168271",
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+ "pick": "XLU",
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+ "conviction": 0.3566,
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  "weights": {
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+ "SPY": 0.0076,
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+ "QQQ": 0.0033,
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+ "XLK": 0.0191,
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+ "XLF": 0.0212,
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+ "XLE": 0.0031,
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+ "XLV": 0.1298,
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+ "XLI": 0.0217,
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+ "XLY": 0.0192,
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+ "XLP": 0.1751,
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+ "XLU": 0.3566,
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+ "GDX": 0.1835,
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+ "XLB": 0.0086,
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+ "XLRE": 0.0089,
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+ "IWM": 0.0373,
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+ "XME": 0.0051
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  },
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  "regime_context": {
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+ "VIX": 19.12,
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  "T10Y2Y": 0.52,
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+ "HY_SPREAD": 2.95,
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  "USD_INDEX": 118.86
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  },
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+ "macro_stress": 0.108,
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+ "trained_at": "2026-04-14T23:40:29.808713",
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+ "winning_loss": "\u2014",
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+ "test_sharpe": 1.1924,
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+ "test_ann_return": 0.165,
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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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  }