Update latest signals (2026-05-30T03:24:11.993211)

models/latest_signals.json

@@ -1,35 +1,35 @@
 {
-  "generated_at": "2026-05-29T10:13:53.866402",
+  "generated_at": "2026-05-30T03:24:11.993211",
   "option_A": {
     "option": "A",
     "mode": "fixed_split",
     "option_name": "Fixed Income / Alts",
-    "signal_date": "2026-05-29",
-    "last_data_date": "2026-05-28",
-    "generated_at": "2026-05-29T10:13:53.203758",
-    "pick": "MBB",
-    "conviction": 0.1751,
+    "signal_date": "2026-06-01",
+    "last_data_date": "2026-05-29",
+    "generated_at": "2026-05-30T03:24:11.326630",
+    "pick": "TLT",
+    "conviction": 0.6309,
     "weights": {
-      "TLT": 0.1416,
-      "LQD": 0.1245,
-      "HYG": 0.1525,
-      "VNQ": 0.1213,
-      "GLD": 0.0677,
-      "SLV": 0.0689,
-      "PFF": 0.1483,
-      "MBB": 0.1751
+      "TLT": 0.6309,
+      "LQD": 0.0027,
+      "HYG": 0.0016,
+      "VNQ": 0.309,
+      "GLD": 0.0443,
+      "SLV": 0.0075,
+      "PFF": 0.003,
+      "MBB": 0.001
     },
     "regime_context": {
-      "VIX": 16.29,
+      "VIX": 15.74,
       "T10Y2Y": 0.46,
-      "HY_SPREAD": 2.71,
+      "HY_SPREAD": 2.72,
       "USD_INDEX": 119.29
     },
-    "macro_stress": -0.299,
-    "trained_at": "2026-05-29T07:41:41.501384",
+    "macro_stress": -0.311,
+    "trained_at": "2026-05-30T01:21:07.686488",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.2826,
-    "test_ann_return": 0.0919,
+    "test_sharpe": 1.4273,
+    "test_ann_return": 0.1436,
     "model_n_params": 129616,
     "actual_return": null,
     "hit": null
@@ -38,44 +38,44 @@
     "option": "B",
     "mode": "fixed_split",
     "option_name": "Equity Sectors",
-    "signal_date": "2026-05-29",
-    "last_data_date": "2026-05-28",
-    "generated_at": "2026-05-29T10:13:53.635697",
-    "pick": "XLV",
-    "conviction": 0.198,
+    "signal_date": "2026-06-01",
+    "last_data_date": "2026-05-29",
+    "generated_at": "2026-05-30T03:24:11.756539",
+    "pick": "GDX",
+    "conviction": 0.5468,
     "weights": {
-      "SPY": 0.0115,
-      "QQQ": 0.0111,
-      "XLK": 0.0443,
-      "XLF": 0.0068,
-      "XLE": 0.0052,
-      "XLV": 0.198,
-      "XLI": 0.006,
-      "XLY": 0.146,
-      "XLP": 0.1033,
-      "XLU": 0.1946,
-      "GDX": 0.0109,
-      "XLB": 0.0071,
-      "IWF": 0.0986,
-      "IWD": 0.0036,
-      "IWO": 0.0103,
-      "XSD": 0.0389,
-      "XBI": 0.0534,
-      "XLRE": 0.043,
-      "IWM": 0.0057,
-      "XME": 0.0017
+      "SPY": 0.012,
+      "QQQ": 0.0081,
+      "XLK": 0.011,
+      "XLF": 0.0228,
+      "XLE": 0.0425,
+      "XLV": 0.0058,
+      "XLI": 0.0127,
+      "XLY": 0.0083,
+      "XLP": 0.0064,
+      "XLU": 0.0241,
+      "GDX": 0.5468,
+      "XLB": 0.021,
+      "IWF": 0.0041,
+      "IWD": 0.0518,
+      "IWO": 0.0302,
+      "XSD": 0.0115,
+      "XBI": 0.0327,
+      "XLRE": 0.0049,
+      "IWM": 0.0417,
+      "XME": 0.1014
     },
     "regime_context": {
-      "VIX": 16.29,
+      "VIX": 15.74,
       "T10Y2Y": 0.46,
-      "HY_SPREAD": 2.71,
+      "HY_SPREAD": 2.72,
       "USD_INDEX": 119.29
     },
-    "macro_stress": -0.299,
-    "trained_at": "2026-05-29T08:01:45.001632",
+    "macro_stress": -0.311,
+    "trained_at": "2026-05-30T01:30:38.307707",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.5167,
-    "test_ann_return": 0.2872,
+    "test_sharpe": 1.9065,
+    "test_ann_return": 0.3422,
     "model_n_params": 131176,
     "actual_return": null,
     "hit": null
@@ -84,35 +84,35 @@
     "option": "A",
     "mode": "shrinking_window",
     "option_name": "Fixed Income / Alts",
-    "signal_date": "2026-05-29",
-    "last_data_date": "2026-05-28",
-    "generated_at": "2026-05-29T10:13:53.401399",
+    "signal_date": "2026-06-01",
+    "last_data_date": "2026-05-29",
+    "generated_at": "2026-05-30T03:24:11.523207",
     "pick": "SLV",
-    "conviction": 0.9175,
+    "conviction": 0.9912,
     "weights": {
-      "TLT": 0.0025,
-      "LQD": 0.0023,
-      "HYG": 0.0061,
-      "VNQ": 0.032,
-      "GLD": 0.0287,
-      "SLV": 0.9175,
-      "PFF": 0.0086,
-      "MBB": 0.0023
+      "TLT": 0.0002,
+      "LQD": 0.0001,
+      "HYG": 0.0002,
+      "VNQ": 0.0029,
+      "GLD": 0.0044,
+      "SLV": 0.9912,
+      "PFF": 0.0012,
+      "MBB": 0.0
     },
     "regime_context": {
-      "VIX": 16.29,
+      "VIX": 15.74,
       "T10Y2Y": 0.46,
-      "HY_SPREAD": 2.71,
+      "HY_SPREAD": 2.72,
       "USD_INDEX": 119.29
     },
-    "macro_stress": -0.299,
-    "trained_at": "2026-05-29T08:34:03.314633",
+    "macro_stress": -0.311,
+    "trained_at": "2026-05-30T02:03:32.619374",
     "winning_window": 7,
     "winning_train_start": "2020-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.4121,
-    "oos_sharpe": 2.5264,
+    "oos_ann_return": 0.3836,
+    "oos_sharpe": 2.9191,
     "actual_return": null,
     "hit": null
   },
@@ -120,47 +120,47 @@
     "option": "B",
     "mode": "shrinking_window",
     "option_name": "Equity Sectors",
-    "signal_date": "2026-05-29",
-    "last_data_date": "2026-05-28",
-    "generated_at": "2026-05-29T10:13:53.866232",
-    "pick": "XLP",
-    "conviction": 0.4209,
+    "signal_date": "2026-06-01",
+    "last_data_date": "2026-05-29",
+    "generated_at": "2026-05-30T03:24:11.993043",
+    "pick": "XLU",
+    "conviction": 0.2485,
     "weights": {
-      "SPY": 0.0005,
-      "QQQ": 0.0008,
-      "XLK": 0.0041,
-      "XLF": 0.0104,
-      "XLE": 0.0595,
-      "XLV": 0.2387,
-      "XLI": 0.0011,
-      "XLY": 0.0006,
-      "XLP": 0.4209,
-      "XLU": 0.0677,
-      "GDX": 0.1303,
-      "XLB": 0.0004,
-      "IWF": 0.0014,
-      "IWD": 0.0022,
-      "IWO": 0.0004,
-      "XSD": 0.0,
-      "XBI": 0.0006,
-      "XLRE": 0.0535,
-      "IWM": 0.0003,
-      "XME": 0.0064
+      "SPY": 0.0138,
+      "QQQ": 0.2437,
+      "XLK": 0.1065,
+      "XLF": 0.0197,
+      "XLE": 0.0056,
+      "XLV": 0.0376,
+      "XLI": 0.0058,
+      "XLY": 0.0118,
+      "XLP": 0.0595,
+      "XLU": 0.2485,
+      "GDX": 0.0041,
+      "XLB": 0.0018,
+      "IWF": 0.2188,
+      "IWD": 0.005,
+      "IWO": 0.0008,
+      "XSD": 0.0026,
+      "XBI": 0.0008,
+      "XLRE": 0.0093,
+      "IWM": 0.0014,
+      "XME": 0.0028
     },
     "regime_context": {
-      "VIX": 16.29,
+      "VIX": 15.74,
       "T10Y2Y": 0.46,
-      "HY_SPREAD": 2.71,
+      "HY_SPREAD": 2.72,
       "USD_INDEX": 119.29
     },
-    "macro_stress": -0.299,
-    "trained_at": "2026-05-29T10:13:49.570785",
-    "winning_window": 6,
-    "winning_train_start": "2018-01-01",
+    "macro_stress": -0.311,
+    "trained_at": "2026-05-30T03:24:07.832823",
+    "winning_window": 5,
+    "winning_train_start": "2016-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.5436,
-    "oos_sharpe": 2.4864,
+    "oos_ann_return": 0.567,
+    "oos_sharpe": 2.3932,
     "actual_return": null,
     "hit": null
   }