Update latest signals (2026-04-23T03:19:23.291826)
Browse files- models/latest_signals.json +102 -102
models/latest_signals.json
CHANGED
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@@ -1,35 +1,35 @@
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{
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"generated_at": "2026-04-
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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-
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"last_data_date": "2026-04-
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"generated_at": "2026-04-
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"pick": "MBB",
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 118.08
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},
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"macro_stress": -0.
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"trained_at": "2026-04-
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"winning_loss": "sharpe",
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"test_sharpe":
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"test_ann_return": 0.
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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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@@ -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-
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"last_data_date": "2026-04-
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"generated_at": "2026-04-
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"pick": "
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"conviction": 0.
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"weights": {
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"SPY": 0.
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"QQQ": 0.
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"XLK": 0.
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.
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"IWF": 0.
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.
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"IWM": 0.
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"XME": 0.
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},
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"regime_context": {
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-
"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 118.08
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},
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"macro_stress": -0.
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"trained_at": "2026-04-
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"winning_loss": "
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"test_sharpe": 1.
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"test_ann_return": 0.
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"model_n_params": 130916,
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"actual_return": null,
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"hit": null
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@@ -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-
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"last_data_date": "2026-04-
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"generated_at": "2026-04-
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"pick": "VNQ",
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 118.08
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},
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"macro_stress": -0.
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"trained_at": "2026-04-
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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_ann_return": 0.
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"oos_sharpe": 2.
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"actual_return": null,
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"hit": null
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},
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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-
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"last_data_date": "2026-04-
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"generated_at": "2026-04-
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"pick": "
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"conviction": 0.
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"weights": {
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"SPY": 0.
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"QQQ": 0.
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| 129 |
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"XLK": 0.
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| 130 |
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.
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"IWF": 0.
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.
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"IWM": 0.
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"XME": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 118.08
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},
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"macro_stress": -0.
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"trained_at": "2026-04-
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"winning_window":
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"winning_train_start": "
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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.
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"oos_sharpe": 2.
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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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"conviction": 0.2848,
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"HYG": 0.1432,
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"VNQ": 0.0205,
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"GLD": 0.0454,
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"SLV": 0.0117,
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"PFF": 0.1321,
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"MBB": 0.2848
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"regime_context": {
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"VIX": 19.5,
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"T10Y2Y": 0.51,
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"HY_SPREAD": 2.85,
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"USD_INDEX": 118.08
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"macro_stress": -0.111,
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"trained_at": "2026-04-23T01:03:18.146455",
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"winning_loss": "sharpe",
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"test_sharpe": 0.8455,
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"test_ann_return": 0.079,
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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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"pick": "GDX",
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"conviction": 0.0837,
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"weights": {
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"SPY": 0.0554,
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"QQQ": 0.0463,
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"XLK": 0.0512,
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"XLF": 0.05,
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"XLE": 0.0593,
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"XLV": 0.0686,
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"XLI": 0.0554,
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"XLY": 0.0566,
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"XLP": 0.064,
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"XLU": 0.065,
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"XLB": 0.0462,
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"IWF": 0.0548,
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"XBI": 0.0485,
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"XLRE": 0.0461,
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"macro_stress": -0.111,
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"trained_at": "2026-04-23T01:12:03.378232",
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"winning_loss": "\u2014",
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"test_sharpe": 1.3431,
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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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"pick": "VNQ",
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"conviction": 0.754,
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"MBB": 0.0051
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"regime_context": {
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"VIX": 19.5,
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"T10Y2Y": 0.51,
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"HY_SPREAD": 2.85,
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"USD_INDEX": 118.08
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"macro_stress": -0.111,
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"trained_at": "2026-04-23T01:45:42.434128",
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"oos_ann_return": 0.4655,
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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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"last_data_date": "2026-04-22",
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"generated_at": "2026-04-23T03:19:23.291666",
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"pick": "XSD",
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"conviction": 0.4944,
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"XLI": 0.0104,
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"XLY": 0.0224,
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"XLP": 0.0083,
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"XLU": 0.0189,
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"GDX": 0.2487,
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"XLB": 0.0252,
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"IWF": 0.0098,
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"XSD": 0.4944,
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"XBI": 0.0214,
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"XLRE": 0.0063,
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"IWM": 0.0069,
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"XME": 0.0323
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"VIX": 19.5,
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"T10Y2Y": 0.51,
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"HY_SPREAD": 2.85,
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"USD_INDEX": 118.08
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"macro_stress": -0.111,
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"trained_at": "2026-04-23T03:19:19.281928",
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"winning_window": 1,
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"winning_train_start": "2008-01-01",
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"winning_train_end": "2024-12-31",
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"winning_loss": "sharpe",
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"oos_ann_return": 0.6395,
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"oos_sharpe": 2.0257,
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"hit": null
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}
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