Update signal_A_window signal
Browse files- models/signal_A_window.json +18 -18
models/signal_A_window.json
CHANGED
|
@@ -2,35 +2,35 @@
|
|
| 2 |
"option": "A",
|
| 3 |
"mode": "shrinking_window",
|
| 4 |
"option_name": "Fixed Income / Alts",
|
| 5 |
-
"signal_date": "2026-
|
| 6 |
-
"last_data_date": "2026-05-
|
| 7 |
-
"generated_at": "2026-05-
|
| 8 |
"pick": "SLV",
|
| 9 |
-
"conviction": 0.
|
| 10 |
"weights": {
|
| 11 |
-
"TLT": 0.
|
| 12 |
-
"LQD": 0.
|
| 13 |
-
"HYG": 0.
|
| 14 |
-
"VNQ": 0.
|
| 15 |
-
"GLD": 0.
|
| 16 |
-
"SLV": 0.
|
| 17 |
-
"PFF": 0.
|
| 18 |
-
"MBB": 0.
|
| 19 |
},
|
| 20 |
"regime_context": {
|
| 21 |
-
"VIX":
|
| 22 |
"T10Y2Y": 0.46,
|
| 23 |
-
"HY_SPREAD": 2.
|
| 24 |
"USD_INDEX": 119.29
|
| 25 |
},
|
| 26 |
-
"macro_stress": -0.
|
| 27 |
-
"trained_at": "2026-05-
|
| 28 |
"winning_window": 7,
|
| 29 |
"winning_train_start": "2020-01-01",
|
| 30 |
"winning_train_end": "2024-12-31",
|
| 31 |
"winning_loss": "sharpe",
|
| 32 |
-
"oos_ann_return": 0.
|
| 33 |
-
"oos_sharpe": 2.
|
| 34 |
"actual_return": null,
|
| 35 |
"hit": null
|
| 36 |
}
|
|
|
|
| 2 |
"option": "A",
|
| 3 |
"mode": "shrinking_window",
|
| 4 |
"option_name": "Fixed Income / Alts",
|
| 5 |
+
"signal_date": "2026-06-01",
|
| 6 |
+
"last_data_date": "2026-05-29",
|
| 7 |
+
"generated_at": "2026-05-30T03:24:11.523207",
|
| 8 |
"pick": "SLV",
|
| 9 |
+
"conviction": 0.9912,
|
| 10 |
"weights": {
|
| 11 |
+
"TLT": 0.0002,
|
| 12 |
+
"LQD": 0.0001,
|
| 13 |
+
"HYG": 0.0002,
|
| 14 |
+
"VNQ": 0.0029,
|
| 15 |
+
"GLD": 0.0044,
|
| 16 |
+
"SLV": 0.9912,
|
| 17 |
+
"PFF": 0.0012,
|
| 18 |
+
"MBB": 0.0
|
| 19 |
},
|
| 20 |
"regime_context": {
|
| 21 |
+
"VIX": 15.74,
|
| 22 |
"T10Y2Y": 0.46,
|
| 23 |
+
"HY_SPREAD": 2.72,
|
| 24 |
"USD_INDEX": 119.29
|
| 25 |
},
|
| 26 |
+
"macro_stress": -0.311,
|
| 27 |
+
"trained_at": "2026-05-30T02:03:32.619374",
|
| 28 |
"winning_window": 7,
|
| 29 |
"winning_train_start": "2020-01-01",
|
| 30 |
"winning_train_end": "2024-12-31",
|
| 31 |
"winning_loss": "sharpe",
|
| 32 |
+
"oos_ann_return": 0.3836,
|
| 33 |
+
"oos_sharpe": 2.9191,
|
| 34 |
"actual_return": null,
|
| 35 |
"hit": null
|
| 36 |
}
|