Update latest signals (2026-05-29T10:13:53.866402)
Browse files- models/latest_signals.json +106 -106
models/latest_signals.json
CHANGED
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@@ -1,35 +1,35 @@
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{
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"generated_at": "2026-05-
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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-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.29
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_loss": "sharpe",
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"test_sharpe": 1.
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"test_ann_return": 0.
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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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@@ -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-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "
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"conviction": 0.
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"weights": {
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"SPY": 0.
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"QQQ": 0.
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"XLK": 0.
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.0071,
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"IWF": 0.
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"IWD": 0.
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"IWO": 0.
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.
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"IWM": 0.
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"XME": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.29
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_loss": "sharpe",
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"test_sharpe": 1.
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"test_ann_return": 0.
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"model_n_params": 131176,
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"actual_return": null,
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"hit": null
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@@ -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-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "SLV",
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.29
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_window":
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"winning_train_start": "
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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.
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"oos_sharpe": 2.
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"actual_return": null,
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"hit": null
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},
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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-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "XLP",
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"conviction": 0.
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"weights": {
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"SPY": 0.
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| 130 |
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"QQQ": 0.
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"XLK": 0.
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.
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"IWF": 0.
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"IWD": 0.
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"IWO": 0.
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.
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"IWM": 0.
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"XME": 0.
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.29
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_window":
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"winning_train_start": "
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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.
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"oos_sharpe": 2.
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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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"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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"generated_at": "2026-05-29T10:13:53.203758",
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"pick": "MBB",
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"GLD": 0.0677,
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"SLV": 0.0689,
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"PFF": 0.1483,
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"MBB": 0.1751
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"VIX": 16.29,
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"T10Y2Y": 0.46,
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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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"test_ann_return": 0.0919,
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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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"generated_at": "2026-05-29T10:13:53.635697",
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"pick": "XLV",
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"conviction": 0.198,
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"XLF": 0.0068,
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"XLV": 0.198,
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"XLI": 0.006,
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"option": "A",
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-05-29",
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"SLV": 0.9175,
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"PFF": 0.0086,
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"MBB": 0.0023
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"trained_at": "2026-05-29T08:34:03.314633",
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"signal_date": "2026-05-29",
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"generated_at": "2026-05-29T10:13:53.866232",
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"pick": "XLP",
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"conviction": 0.4209,
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"XLI": 0.0011,
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"XLY": 0.0006,
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"XLP": 0.4209,
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"XLU": 0.0677,
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"winning_train_start": "2018-01-01",
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