P2SAMAPA commited on
Commit
66ebf5d
·
verified ·
1 Parent(s): a1154c8

Update signal_B_window signal

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Files changed (1) hide show
  1. models/signal_B_window.json +28 -28
models/signal_B_window.json CHANGED
@@ -4,30 +4,30 @@
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  "option_name": "Equity Sectors",
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  "signal_date": "2026-05-26",
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  "last_data_date": "2026-05-22",
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- "generated_at": "2026-05-23T09:33:18.450287",
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- "pick": "XLV",
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- "conviction": 0.3136,
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  "weights": {
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- "SPY": 0.0069,
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- "QQQ": 0.0446,
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- "XLK": 0.0922,
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- "XLF": 0.0026,
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- "XLE": 0.0174,
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- "XLV": 0.3136,
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- "XLI": 0.0024,
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- "XLY": 0.0175,
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- "XLP": 0.0135,
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- "XLU": 0.1988,
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- "GDX": 0.0046,
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- "XLB": 0.0011,
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- "IWF": 0.0146,
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- "IWD": 0.0017,
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- "IWO": 0.0005,
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- "XSD": 0.2463,
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- "XBI": 0.005,
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- "XLRE": 0.0121,
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- "IWM": 0.0021,
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- "XME": 0.0026
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  },
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  "regime_context": {
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  "VIX": 16.76,
@@ -36,13 +36,13 @@
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  "USD_INDEX": 119.28
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  },
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  "macro_stress": 0.069,
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- "trained_at": "2026-05-23T09:33:14.709992",
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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": 0.5535,
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- "oos_sharpe": 1.9546,
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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": "2026-05-26",
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  "last_data_date": "2026-05-22",
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+ "generated_at": "2026-05-25T06:42:03.499985",
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+ "pick": "XLU",
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+ "conviction": 0.4737,
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  "weights": {
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+ "SPY": 0.0065,
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+ "QQQ": 0.0117,
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+ "XLK": 0.1938,
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+ "XLF": 0.0683,
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+ "XLE": 0.0003,
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+ "XLV": 0.0063,
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+ "XLI": 0.0019,
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+ "XLY": 0.0028,
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+ "XLP": 0.2027,
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+ "XLU": 0.4737,
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+ "GDX": 0.0011,
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+ "XLB": 0.0003,
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+ "IWF": 0.0265,
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+ "IWD": 0.0015,
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+ "IWO": 0.0001,
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+ "XSD": 0.0005,
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+ "XBI": 0.0001,
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+ "XLRE": 0.0011,
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+ "IWM": 0.0004,
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+ "XME": 0.0003
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  },
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  "regime_context": {
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  "VIX": 16.76,
 
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  "USD_INDEX": 119.28
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  },
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  "macro_stress": 0.069,
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+ "trained_at": "2026-05-25T06:41:59.970381",
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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": 0.6289,
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+ "oos_sharpe": 2.5192,
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  "actual_return": null,
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  "hit": null
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  }