P2SAMAPA commited on
Commit
66839c1
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1 Parent(s): 2b94e84

Update latest signals (2026-04-23T03:19:23.291826)

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Files changed (1) hide show
  1. models/latest_signals.json +102 -102
models/latest_signals.json CHANGED
@@ -1,35 +1,35 @@
1
  {
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- "generated_at": "2026-04-22T02:58:55.706669",
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  "option_A": {
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  "option": "A",
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  "mode": "fixed_split",
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  "option_name": "Fixed Income / Alts",
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- "signal_date": "2026-04-22",
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- "last_data_date": "2026-04-21",
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- "generated_at": "2026-04-22T02:58:55.064559",
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  "pick": "MBB",
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- "conviction": 0.701,
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  "weights": {
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- "TLT": 0.0147,
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- "LQD": 0.0275,
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- "HYG": 0.1088,
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- "VNQ": 0.0012,
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- "GLD": 0.0043,
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- "SLV": 0.0005,
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- "PFF": 0.142,
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- "MBB": 0.701
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  },
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  "regime_context": {
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- "VIX": 18.87,
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- "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.87,
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  "USD_INDEX": 118.08
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  },
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- "macro_stress": -0.147,
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- "trained_at": "2026-04-22T00:40:10.205246",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.2825,
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- "test_ann_return": 0.1421,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
@@ -38,42 +38,42 @@
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-22",
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- "last_data_date": "2026-04-21",
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- "generated_at": "2026-04-22T02:58:55.485255",
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- "pick": "XLV",
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- "conviction": 0.2068,
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  "weights": {
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- "SPY": 0.0127,
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- "QQQ": 0.1233,
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- "XLK": 0.0464,
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- "XLF": 0.0071,
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- "XLE": 0.0026,
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- "XLV": 0.2068,
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- "XLI": 0.0057,
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- "XLY": 0.1317,
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- "XLP": 0.1754,
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- "XLU": 0.1771,
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- "GDX": 0.0079,
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- "XLB": 0.0054,
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- "IWF": 0.022,
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- "XSD": 0.0325,
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- "XBI": 0.0259,
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- "XLRE": 0.0077,
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- "IWM": 0.0061,
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- "XME": 0.0039
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  },
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  "regime_context": {
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- "VIX": 18.87,
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- "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.87,
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  "USD_INDEX": 118.08
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  },
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- "macro_stress": -0.147,
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- "trained_at": "2026-04-22T00:50:40.422803",
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- "winning_loss": "sharpe",
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- "test_sharpe": 1.7467,
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- "test_ann_return": 0.2882,
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  "model_n_params": 130916,
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  "actual_return": null,
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  "hit": null
@@ -82,35 +82,35 @@
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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- "signal_date": "2026-04-22",
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- "last_data_date": "2026-04-21",
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- "generated_at": "2026-04-22T02:58:55.259316",
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  "pick": "VNQ",
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- "conviction": 0.9386,
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  "weights": {
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- "TLT": 0.0016,
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- "LQD": 0.0035,
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- "HYG": 0.032,
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- "VNQ": 0.9386,
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- "GLD": 0.0056,
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- "SLV": 0.0074,
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- "PFF": 0.0105,
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- "MBB": 0.0009
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  },
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  "regime_context": {
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- "VIX": 18.87,
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- "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.87,
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  "USD_INDEX": 118.08
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- "macro_stress": -0.147,
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- "trained_at": "2026-04-22T01:23:10.696556",
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  "winning_window": 7,
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  "winning_train_start": "2020-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_sharpe": 2.5322,
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  },
@@ -118,45 +118,45 @@
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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": "2026-04-22",
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- "last_data_date": "2026-04-21",
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- "generated_at": "2026-04-22T02:58:55.706511",
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- "pick": "GDX",
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- "conviction": 0.5234,
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  "regime_context": {
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- "macro_stress": -0.147,
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- "trained_at": "2026-04-22T02:58:51.940747",
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- "winning_window": 2,
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- "winning_train_start": "2010-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.6575,
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- "oos_sharpe": 2.0824,
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  "actual_return": null,
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  "hit": null
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  }
 
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  {
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+ "generated_at": "2026-04-23T03:19:23.291826",
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  "option_A": {
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  "option": "A",
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  "mode": "fixed_split",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-04-23",
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+ "last_data_date": "2026-04-22",
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+ "generated_at": "2026-04-23T03:19:22.645584",
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  "pick": "MBB",
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  },
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  "regime_context": {
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  "USD_INDEX": 118.08
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+ "trained_at": "2026-04-23T01:03:18.146455",
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  "winning_loss": "sharpe",
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
 
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-23",
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+ "last_data_date": "2026-04-22",
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+ "generated_at": "2026-04-23T03:19:23.068511",
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+ "winning_loss": "\u2014",
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  "hit": null
 
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-04-23",
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+ "last_data_date": "2026-04-22",
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+ "generated_at": "2026-04-23T03:19:22.841411",
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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": "2026-04-23",
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