Update latest signals (2026-04-24T02:35:56.174468)

models/latest_signals.json

@@ -1,35 +1,35 @@
 {
-  "generated_at": "2026-04-23T03:19:23.291826",
+  "generated_at": "2026-04-24T02:35:56.174468",
   "option_A": {
     "option": "A",
     "mode": "fixed_split",
     "option_name": "Fixed Income / Alts",
-    "signal_date": "2026-04-23",
-    "last_data_date": "2026-04-22",
-    "generated_at": "2026-04-23T03:19:22.645584",
-    "pick": "MBB",
-    "conviction": 0.2848,
+    "signal_date": "2026-04-24",
+    "last_data_date": "2026-04-23",
+    "generated_at": "2026-04-24T02:35:55.456967",
+    "pick": "VNQ",
+    "conviction": 0.2418,
     "weights": {
-      "TLT": 0.2122,
-      "LQD": 0.1503,
-      "HYG": 0.1432,
-      "VNQ": 0.0205,
-      "GLD": 0.0454,
-      "SLV": 0.0117,
-      "PFF": 0.1321,
-      "MBB": 0.2848
+      "TLT": 0.1886,
+      "LQD": 0.1136,
+      "HYG": 0.1396,
+      "VNQ": 0.2418,
+      "GLD": 0.0717,
+      "SLV": 0.0681,
+      "PFF": 0.0911,
+      "MBB": 0.0854
     },
     "regime_context": {
-      "VIX": 19.5,
+      "VIX": 18.92,
       "T10Y2Y": 0.51,
-      "HY_SPREAD": 2.85,
+      "HY_SPREAD": 2.84,
       "USD_INDEX": 118.08
     },
-    "macro_stress": -0.111,
-    "trained_at": "2026-04-23T01:03:18.146455",
+    "macro_stress": -0.205,
+    "trained_at": "2026-04-24T00:18:05.100231",
     "winning_loss": "sharpe",
-    "test_sharpe": 0.8455,
-    "test_ann_return": 0.079,
+    "test_sharpe": 1.3294,
+    "test_ann_return": 0.1212,
     "model_n_params": 129616,
     "actual_return": null,
     "hit": null
@@ -38,42 +38,42 @@
     "option": "B",
     "mode": "fixed_split",
     "option_name": "Equity Sectors",
-    "signal_date": "2026-04-23",
-    "last_data_date": "2026-04-22",
-    "generated_at": "2026-04-23T03:19:23.068511",
-    "pick": "GDX",
-    "conviction": 0.0837,
+    "signal_date": "2026-04-24",
+    "last_data_date": "2026-04-23",
+    "generated_at": "2026-04-24T02:35:55.924345",
+    "pick": "IWF",
+    "conviction": 0.1906,
     "weights": {
-      "SPY": 0.0554,
-      "QQQ": 0.0463,
-      "XLK": 0.0512,
-      "XLF": 0.05,
-      "XLE": 0.0593,
-      "XLV": 0.0686,
-      "XLI": 0.0554,
-      "XLY": 0.0566,
-      "XLP": 0.064,
-      "XLU": 0.065,
-      "GDX": 0.0837,
-      "XLB": 0.0462,
-      "IWF": 0.0548,
-      "XSD": 0.0505,
-      "XBI": 0.0485,
-      "XLRE": 0.0461,
-      "IWM": 0.0506,
-      "XME": 0.0478
+      "SPY": 0.0113,
+      "QQQ": 0.0777,
+      "XLK": 0.1076,
+      "XLF": 0.0056,
+      "XLE": 0.0032,
+      "XLV": 0.1813,
+      "XLI": 0.0079,
+      "XLY": 0.0273,
+      "XLP": 0.0898,
+      "XLU": 0.1303,
+      "GDX": 0.0063,
+      "XLB": 0.0041,
+      "IWF": 0.1906,
+      "XSD": 0.0132,
+      "XBI": 0.0189,
+      "XLRE": 0.1117,
+      "IWM": 0.0117,
+      "XME": 0.0015
     },
     "regime_context": {
-      "VIX": 19.5,
+      "VIX": 18.92,
       "T10Y2Y": 0.51,
-      "HY_SPREAD": 2.85,
+      "HY_SPREAD": 2.84,
       "USD_INDEX": 118.08
     },
-    "macro_stress": -0.111,
-    "trained_at": "2026-04-23T01:12:03.378232",
-    "winning_loss": "\u2014",
-    "test_sharpe": 1.3431,
-    "test_ann_return": 0.1956,
+    "macro_stress": -0.205,
+    "trained_at": "2026-04-24T00:26:44.819773",
+    "winning_loss": "sharpe",
+    "test_sharpe": 1.3648,
+    "test_ann_return": 0.1978,
     "model_n_params": 130916,
     "actual_return": null,
     "hit": null
@@ -82,35 +82,35 @@
     "option": "A",
     "mode": "shrinking_window",
     "option_name": "Fixed Income / Alts",
-    "signal_date": "2026-04-23",
-    "last_data_date": "2026-04-22",
-    "generated_at": "2026-04-23T03:19:22.841411",
-    "pick": "VNQ",
-    "conviction": 0.754,
+    "signal_date": "2026-04-24",
+    "last_data_date": "2026-04-23",
+    "generated_at": "2026-04-24T02:35:55.673343",
+    "pick": "PFF",
+    "conviction": 0.8406,
     "weights": {
-      "TLT": 0.0071,
-      "LQD": 0.0023,
-      "HYG": 0.0054,
-      "VNQ": 0.754,
-      "GLD": 0.0029,
-      "SLV": 0.2036,
-      "PFF": 0.0196,
-      "MBB": 0.0051
+      "TLT": 0.0015,
+      "LQD": 0.0211,
+      "HYG": 0.039,
+      "VNQ": 0.0101,
+      "GLD": 0.0827,
+      "SLV": 0.0002,
+      "PFF": 0.8406,
+      "MBB": 0.0048
     },
     "regime_context": {
-      "VIX": 19.5,
+      "VIX": 18.92,
       "T10Y2Y": 0.51,
-      "HY_SPREAD": 2.85,
+      "HY_SPREAD": 2.84,
       "USD_INDEX": 118.08
     },
-    "macro_stress": -0.111,
-    "trained_at": "2026-04-23T01:45:42.434128",
-    "winning_window": 7,
-    "winning_train_start": "2020-01-01",
+    "macro_stress": -0.205,
+    "trained_at": "2026-04-24T01:01:38.839457",
+    "winning_window": 8,
+    "winning_train_start": "2022-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.4655,
-    "oos_sharpe": 2.5714,
+    "oos_ann_return": 0.4596,
+    "oos_sharpe": 2.67,
     "actual_return": null,
     "hit": null
   },
@@ -118,45 +118,45 @@
     "option": "B",
     "mode": "shrinking_window",
     "option_name": "Equity Sectors",
-    "signal_date": "2026-04-23",
-    "last_data_date": "2026-04-22",
-    "generated_at": "2026-04-23T03:19:23.291666",
-    "pick": "XSD",
-    "conviction": 0.4944,
+    "signal_date": "2026-04-24",
+    "last_data_date": "2026-04-23",
+    "generated_at": "2026-04-24T02:35:56.174361",
+    "pick": "XLU",
+    "conviction": 0.4118,
     "weights": {
-      "SPY": 0.0069,
-      "QQQ": 0.0058,
-      "XLK": 0.0292,
-      "XLF": 0.0096,
-      "XLE": 0.0273,
-      "XLV": 0.0163,
-      "XLI": 0.0104,
-      "XLY": 0.0224,
-      "XLP": 0.0083,
-      "XLU": 0.0189,
-      "GDX": 0.2487,
-      "XLB": 0.0252,
-      "IWF": 0.0098,
-      "XSD": 0.4944,
-      "XBI": 0.0214,
-      "XLRE": 0.0063,
-      "IWM": 0.0069,
-      "XME": 0.0323
+      "SPY": 0.0149,
+      "QQQ": 0.1648,
+      "XLK": 0.0451,
+      "XLF": 0.035,
+      "XLE": 0.0003,
+      "XLV": 0.2521,
+      "XLI": 0.0047,
+      "XLY": 0.035,
+      "XLP": 0.0032,
+      "XLU": 0.4118,
+      "GDX": 0.0009,
+      "XLB": 0.0004,
+      "IWF": 0.0203,
+      "XSD": 0.0023,
+      "XBI": 0.0016,
+      "XLRE": 0.0066,
+      "IWM": 0.0006,
+      "XME": 0.0004
     },
     "regime_context": {
-      "VIX": 19.5,
+      "VIX": 18.92,
       "T10Y2Y": 0.51,
-      "HY_SPREAD": 2.85,
+      "HY_SPREAD": 2.84,
       "USD_INDEX": 118.08
     },
-    "macro_stress": -0.111,
-    "trained_at": "2026-04-23T03:19:19.281928",
-    "winning_window": 1,
-    "winning_train_start": "2008-01-01",
+    "macro_stress": -0.205,
+    "trained_at": "2026-04-24T02:35:52.014047",
+    "winning_window": 3,
+    "winning_train_start": "2012-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.6395,
-    "oos_sharpe": 2.0257,
+    "oos_ann_return": 0.4806,
+    "oos_sharpe": 1.878,
     "actual_return": null,
     "hit": null
   }