Update signal_B_window signal
Browse files- models/signal_B_window.json +28 -28
models/signal_B_window.json
CHANGED
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@@ -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-
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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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"IWD": 0.
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"IWO": 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": 16.76,
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@@ -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-
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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":
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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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}
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