P2SAMAPA commited on
Commit
68f8bf8
·
verified ·
1 Parent(s): eae9f5f

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +14 -14
models/signal_A.json CHANGED
@@ -4,18 +4,18 @@
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  "option_name": "Fixed Income / Alts",
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  "signal_date": "2026-03-24",
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  "last_data_date": "2026-03-23",
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- "generated_at": "2026-03-27T00:31:54.710684",
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- "pick": "GLD",
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- "conviction": 0.6814,
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  "weights": {
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- "TLT": 0.0575,
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- "LQD": 0.0373,
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- "HYG": 0.0096,
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- "VNQ": 0.1504,
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- "GLD": 0.6814,
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- "SLV": 0.0358,
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- "PFF": 0.0026,
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- "MBB": 0.0254
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  },
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  "regime_context": {
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  "VIX": 26.78,
@@ -24,10 +24,10 @@
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  "USD_INDEX": 120.28
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  },
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  "macro_stress": 1.841,
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- "trained_at": "2026-03-26T23:02:07.782150",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.5782,
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- "test_ann_return": 0.1437,
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  "model_n_params": 129616,
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  "actual_return": 0.0,
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  "hit": false
 
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  "option_name": "Fixed Income / Alts",
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  "signal_date": "2026-03-24",
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  "last_data_date": "2026-03-23",
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+ "generated_at": "2026-03-28T00:46:02.302676",
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+ "pick": "VNQ",
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+ "conviction": 0.971,
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  "weights": {
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+ "TLT": 0.0175,
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+ "LQD": 0.0003,
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+ "HYG": 0.0002,
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+ "VNQ": 0.971,
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+ "GLD": 0.0074,
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+ "SLV": 0.0032,
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+ "PFF": 0.0001,
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+ "MBB": 0.0001
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  },
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  "regime_context": {
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  "VIX": 26.78,
 
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  "USD_INDEX": 120.28
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  },
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  "macro_stress": 1.841,
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+ "trained_at": "2026-03-27T23:12:17.063144",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.3681,
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+ "test_ann_return": 0.1177,
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  "model_n_params": 129616,
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  "actual_return": 0.0,
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  "hit": false