P2SAMAPA commited on
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7e136ef
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1 Parent(s): a893836

Update latest signals (2026-05-29T10:13:53.866402)

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Files changed (1) hide show
  1. models/latest_signals.json +106 -106
models/latest_signals.json CHANGED
@@ -1,35 +1,35 @@
1
  {
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- "generated_at": "2026-05-28T07:13:31.839327",
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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": "2026-05-28",
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- "last_data_date": "2026-05-27",
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- "generated_at": "2026-05-28T07:13:31.181029",
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- "pick": "GLD",
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- "conviction": 0.5423,
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  "weights": {
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- "TLT": 0.2437,
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- "LQD": 0.0268,
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- "HYG": 0.0093,
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- "VNQ": 0.1056,
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- "GLD": 0.5423,
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- "SLV": 0.0219,
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- "PFF": 0.0018,
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- "MBB": 0.0486
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  },
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  "regime_context": {
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- "VIX": 17.01,
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- "T10Y2Y": 0.48,
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- "HY_SPREAD": 2.72,
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  "USD_INDEX": 119.29
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  },
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- "macro_stress": -0.425,
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- "trained_at": "2026-05-28T04:32:30.865338",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.1583,
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- "test_ann_return": 0.0929,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
@@ -38,44 +38,44 @@
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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": "2026-05-28",
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- "last_data_date": "2026-05-27",
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- "generated_at": "2026-05-28T07:13:31.609765",
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- "pick": "QQQ",
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- "conviction": 0.3221,
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  "weights": {
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- "SPY": 0.0379,
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- "QQQ": 0.3221,
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- "XLK": 0.0922,
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- "XLF": 0.0088,
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- "XLE": 0.0107,
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- "XLV": 0.0382,
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- "XLI": 0.0129,
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- "XLY": 0.0938,
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- "XLP": 0.0566,
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- "XLU": 0.0657,
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- "GDX": 0.0106,
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  "XLB": 0.0071,
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- "IWF": 0.0747,
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- "IWD": 0.013,
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- "IWO": 0.023,
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- "XSD": 0.0587,
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- "XBI": 0.0379,
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- "XLRE": 0.014,
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- "IWM": 0.0183,
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- "XME": 0.004
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  },
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  "regime_context": {
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- "VIX": 17.01,
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- "T10Y2Y": 0.48,
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- "HY_SPREAD": 2.72,
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  "USD_INDEX": 119.29
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  },
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- "macro_stress": -0.425,
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- "trained_at": "2026-05-28T04:41:33.794202",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.3658,
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- "test_ann_return": 0.2364,
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  "model_n_params": 131176,
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  "actual_return": null,
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  "hit": null
@@ -84,35 +84,35 @@
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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": "2026-05-28",
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- "last_data_date": "2026-05-27",
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- "generated_at": "2026-05-28T07:13:31.377333",
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  "pick": "SLV",
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- "conviction": 0.5279,
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  "weights": {
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- "TLT": 0.0208,
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- "LQD": 0.0084,
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- "HYG": 0.0336,
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- "PFF": 0.0102,
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- "MBB": 0.0142
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  "regime_context": {
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- "VIX": 17.01,
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- "T10Y2Y": 0.48,
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  "USD_INDEX": 119.29
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- "macro_stress": -0.425,
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- "trained_at": "2026-05-28T05:10:09.525187",
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- "winning_window": 2,
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- "winning_train_start": "2010-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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  "hit": null
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  },
@@ -120,47 +120,47 @@
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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": "2026-05-28",
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- "last_data_date": "2026-05-27",
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- "generated_at": "2026-05-28T07:13:31.839164",
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  "pick": "XLP",
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  "regime_context": {
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  "USD_INDEX": 119.29
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- "macro_stress": -0.425,
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- "trained_at": "2026-05-28T07:13:27.866251",
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- "winning_window": 3,
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- "winning_train_start": "2012-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.6629,
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- "oos_sharpe": 2.2526,
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  "actual_return": null,
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  "hit": null
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  }
 
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  {
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+ "generated_at": "2026-05-29T10:13:53.866402",
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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": "2026-05-29",
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+ "last_data_date": "2026-05-28",
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+ "generated_at": "2026-05-29T10:13:53.203758",
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+ "pick": "MBB",
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  },
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  "USD_INDEX": 119.29
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+ "macro_stress": -0.299,
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+ "trained_at": "2026-05-29T07:41:41.501384",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.2826,
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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": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-05-29",
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+ "last_data_date": "2026-05-28",
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+ "generated_at": "2026-05-29T10:13:53.635697",
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  "winning_loss": "sharpe",
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  "hit": null
 
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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": "2026-05-29",
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+ "last_data_date": "2026-05-28",
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+ "generated_at": "2026-05-29T10:13:53.401399",
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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": "2026-05-29",
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