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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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75f915b
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1 Parent(s): f58d5fb

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +19 -19
models/signal_A.json CHANGED
@@ -2,32 +2,32 @@
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  "option": "A",
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  "mode": "fixed_split",
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  "option_name": "Fixed Income / Alts",
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- "signal_date": "2026-05-08",
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- "last_data_date": "2026-05-07",
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- "generated_at": "2026-05-08T06:02:24.492781",
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  "pick": "LQD",
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- "conviction": 0.2017,
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  "weights": {
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- "TLT": 0.1238,
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- "LQD": 0.2017,
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- "HYG": 0.1244,
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- "VNQ": 0.0913,
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- "GLD": 0.0507,
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- "SLV": 0.0332,
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- "PFF": 0.2001,
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- "MBB": 0.1747
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  },
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  "regime_context": {
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- "VIX": 17.39,
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- "T10Y2Y": 0.49,
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- "HY_SPREAD": 2.75,
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  "USD_INDEX": 118.39
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  },
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- "macro_stress": -0.497,
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- "trained_at": "2026-05-08T03:58:06.012052",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.5275,
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- "test_ann_return": 0.1325,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
 
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  "option": "A",
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  "mode": "fixed_split",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-05-11",
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+ "last_data_date": "2026-05-08",
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+ "generated_at": "2026-05-09T07:53:54.494744",
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  "pick": "LQD",
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+ "conviction": 0.3704,
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  "weights": {
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+ "TLT": 0.071,
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+ "LQD": 0.3704,
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+ "HYG": 0.1109,
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+ "VNQ": 0.0332,
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+ "GLD": 0.0215,
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+ "SLV": 0.0084,
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+ "PFF": 0.2485,
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+ "MBB": 0.1362
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  },
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  "regime_context": {
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+ "VIX": 17.08,
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+ "T10Y2Y": 0.48,
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+ "HY_SPREAD": 2.79,
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  "USD_INDEX": 118.39
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  },
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+ "macro_stress": -0.386,
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+ "trained_at": "2026-05-09T04:43:58.838540",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.2687,
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+ "test_ann_return": 0.1009,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null