P2SAMAPA commited on
Commit
69d4982
·
verified ·
1 Parent(s): ebe0287

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +15 -15
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": "2026-03-26T08:48:47.412868",
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- "pick": "MBB",
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- "conviction": 0.7619,
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  "weights": {
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- "TLT": 0.0052,
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- "LQD": 0.0324,
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- "HYG": 0.1025,
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- "VNQ": 0.0029,
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- "GLD": 0.0329,
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- "SLV": 0.0005,
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- "PFF": 0.0617,
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- "MBB": 0.7619
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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": "2026-03-26T07:23:33.516257",
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- "winning_loss": "\u2014",
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- "test_sharpe": 0.745,
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- "test_ann_return": 0.0588,
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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": "2026-03-26T11:07:55.799483",
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+ "pick": "PFF",
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+ "conviction": 0.2868,
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  "weights": {
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+ "TLT": 0.2166,
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+ "LQD": 0.1466,
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+ "HYG": 0.0901,
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+ "VNQ": 0.1664,
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+ "GLD": 0.0213,
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+ "SLV": 0.0031,
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+ "PFF": 0.2868,
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+ "MBB": 0.069
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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": "2026-03-26T09:34:17.389896",
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+ "winning_loss": "sharpe",
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+ "test_sharpe": 1.6219,
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+ "test_ann_return": 0.1732,
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  "model_n_params": 129616,
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  "actual_return": 0.0,
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  "hit": false