Update signal_A_window signal
Browse files- models/signal_A_window.json +19 -19
models/signal_A_window.json
CHANGED
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@@ -2,35 +2,35 @@
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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": "2026-05-
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"last_data_date": "2026-05-
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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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"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": 0.54,
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"HY_SPREAD": 2.
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"USD_INDEX": 119.28
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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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.
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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": "A",
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"mode": "shrinking_window",
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-05-20",
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"last_data_date": "2026-05-19",
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"generated_at": "2026-05-20T06:56:26.809541",
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"pick": "VNQ",
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"conviction": 0.4036,
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"weights": {
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"TLT": 0.0334,
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"LQD": 0.0275,
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"HYG": 0.0497,
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"VNQ": 0.4036,
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"GLD": 0.0703,
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"SLV": 0.0152,
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"PFF": 0.3876,
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"MBB": 0.0128
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},
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"regime_context": {
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"VIX": 17.82,
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"T10Y2Y": 0.54,
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+
"HY_SPREAD": 2.83,
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"USD_INDEX": 119.28
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},
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"macro_stress": -0.695,
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"trained_at": "2026-05-20T05:23:32.054668",
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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": 0.4275,
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"oos_sharpe": 2.4467,
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"actual_return": null,
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"hit": null
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}
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