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6651346
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1 Parent(s): 295a5ba

Update signal_B_window signal

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  1. models/signal_B_window.json +32 -30
models/signal_B_window.json CHANGED
@@ -2,45 +2,47 @@
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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": "2026-05-07",
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- "last_data_date": "2026-05-06",
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- "generated_at": "2026-05-07T03:13:34.694065",
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- "pick": "XLP",
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- "conviction": 0.2674,
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  "weights": {
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- "SPY": 0.0035,
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- "QQQ": 0.1914,
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- "XLK": 0.0884,
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- "XLF": 0.0103,
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- "XLE": 0.0004,
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- "XLV": 0.0172,
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  "XLI": 0.0012,
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- "XLY": 0.0064,
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- "XLP": 0.2674,
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- "XLU": 0.2117,
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- "GDX": 0.0006,
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- "XLB": 0.0006,
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- "IWF": 0.1959,
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- "XSD": 0.0004,
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- "XBI": 0.0013,
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- "XLRE": 0.0026,
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- "IWM": 0.0002,
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- "XME": 0.0003
 
 
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  },
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  "regime_context": {
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- "VIX": 17.38,
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  "T10Y2Y": 0.49,
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- "HY_SPREAD": 2.77,
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  "USD_INDEX": 118.39
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  },
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- "macro_stress": -0.486,
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- "trained_at": "2026-05-07T03:13:30.473934",
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- "winning_window": 3,
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- "winning_train_start": "2012-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.705,
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- "oos_sharpe": 2.6969,
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  "actual_return": null,
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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": "2026-05-08",
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+ "last_data_date": "2026-05-07",
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+ "generated_at": "2026-05-08T06:02:25.150605",
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+ "pick": "XLU",
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+ "conviction": 0.5228,
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  "weights": {
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+ "SPY": 0.0014,
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+ "QQQ": 0.4063,
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+ "XLK": 0.0551,
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+ "XLF": 0.0022,
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+ "XLE": 0.0,
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+ "XLV": 0.0018,
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  "XLI": 0.0012,
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+ "XLY": 0.0017,
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+ "XLP": 0.0043,
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+ "XLU": 0.5228,
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+ "GDX": 0.0003,
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+ "XLB": 0.0001,
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+ "IWF": 0.002,
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+ "IWD": 0.0001,
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+ "IWO": 0.0,
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+ "XSD": 0.0005,
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+ "XBI": 0.0,
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+ "XLRE": 0.0,
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+ "IWM": 0.0,
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+ "XME": 0.0002
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  },
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  "regime_context": {
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+ "VIX": 17.39,
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  "T10Y2Y": 0.49,
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+ "HY_SPREAD": 2.75,
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  "USD_INDEX": 118.39
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  },
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+ "macro_stress": -0.497,
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+ "trained_at": "2026-05-08T06:02:20.918293",
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+ "winning_window": 4,
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+ "winning_train_start": "2014-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.5555,
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+ "oos_sharpe": 2.1346,
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  "actual_return": null,
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  "hit": null
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  }