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6882812
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1 Parent(s): 7030979

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +19 -19
models/signal_A_window.json CHANGED
@@ -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": "2026-05-19",
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- "last_data_date": "2026-05-18",
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- "generated_at": "2026-05-19T07:30:55.411819",
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- "pick": "GLD",
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- "conviction": 0.1817,
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  "weights": {
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- "TLT": 0.0905,
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- "LQD": 0.1279,
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- "HYG": 0.108,
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- "VNQ": 0.1379,
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- "GLD": 0.1817,
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- "SLV": 0.1183,
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- "PFF": 0.1176,
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- "MBB": 0.1181
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  },
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  "regime_context": {
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- "VIX": 18.43,
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  "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.8,
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  "USD_INDEX": 119.28
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  },
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- "macro_stress": -0.688,
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- "trained_at": "2026-05-19T05:32:36.735573",
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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": 0.4655,
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- "oos_sharpe": 3.0335,
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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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  }