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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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1 Parent(s): 9dc445b

Update latest signals (2026-04-14T00:48:03.131937)

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Files changed (1) hide show
  1. models/latest_signals.json +99 -99
models/latest_signals.json CHANGED
@@ -1,35 +1,35 @@
1
  {
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- "generated_at": "2026-04-11T05:26:50.534793",
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  "option_A": {
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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": "2026-04-13",
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- "last_data_date": "2026-04-10",
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- "generated_at": "2026-04-11T05:26:49.813027",
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- "pick": "TLT",
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- "conviction": 0.5106,
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  "weights": {
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- "TLT": 0.5106,
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- "HYG": 0.0835,
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- "VNQ": 0.0293,
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- "GLD": 0.0002,
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- "SLV": 0.0001,
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- "PFF": 0.3026,
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- "MBB": 0.014
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  },
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  "regime_context": {
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- "VIX": 19.49,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 2.9,
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- "USD_INDEX": 120.5
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  },
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- "macro_stress": 0.165,
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- "trained_at": "2026-04-11T03:38:31.819272",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.3238,
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- "test_ann_return": 0.1419,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
@@ -38,38 +38,38 @@
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-13",
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- "last_data_date": "2026-04-10",
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- "generated_at": "2026-04-11T05:26:50.296206",
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  "pick": "QQQ",
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- "conviction": 0.193,
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  "weights": {
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- "SPY": 0.0838,
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- "QQQ": 0.193,
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- "XLK": 0.1515,
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- "XLF": 0.0268,
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- "XLE": 0.0243,
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- "XLV": 0.1118,
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- "XLI": 0.0464,
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- "XLY": 0.0707,
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- "XLP": 0.0667,
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- "XLU": 0.1006,
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- "GDX": 0.022,
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- "XLB": 0.0552,
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- "XLRE": 0.036,
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- "XME": 0.0111
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  },
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  "regime_context": {
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- "VIX": 19.49,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 2.9,
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- "USD_INDEX": 120.5
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  },
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- "macro_stress": 0.165,
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- "trained_at": "2026-04-11T03:44:46.520116",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.1517,
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- "test_ann_return": 0.1631,
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  "model_n_params": 130396,
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  "actual_return": null,
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  "hit": null
@@ -78,35 +78,35 @@
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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- "signal_date": "2026-04-13",
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- "last_data_date": "2026-04-10",
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- "generated_at": "2026-04-11T05:26:50.031833",
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  "pick": "GLD",
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- "conviction": 0.6924,
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  "weights": {
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- "TLT": 0.015,
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- "LQD": 0.0133,
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- "HYG": 0.116,
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  },
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  "regime_context": {
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- "T10Y2Y": 0.5,
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  "winning_train_end": "2024-12-31",
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@@ -114,41 +114,41 @@
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  "option": "B",
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  "mode": "shrinking_window",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-13",
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  "winning_train_end": "2024-12-31",
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- "oos_sharpe": 2.3154,
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  }
 
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  {
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+ "generated_at": "2026-04-14T00:48:03.131937",
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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": "2026-04-14",
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+ "last_data_date": "2026-04-13",
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-14",
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+ "last_data_date": "2026-04-13",
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+ "generated_at": "2026-04-14T00:48:02.909412",
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  "option": "A",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-04-14",
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  "option": "B",
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  "mode": "shrinking_window",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-14",
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