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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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82b0057
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1 Parent(s): 084ce65

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +20 -20
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": "2026-04-09",
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- "last_data_date": "2026-04-08",
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- "generated_at": "2026-04-09T02:48:16.845500",
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- "pick": "PFF",
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- "conviction": 0.9848,
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  "weights": {
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- "TLT": 0.0,
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- "LQD": 0.0001,
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- "HYG": 0.0149,
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- "VNQ": 0.0001,
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- "GLD": 0.0,
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- "SLV": 0.0,
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- "PFF": 0.9848,
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- "MBB": 0.0
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  },
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  "regime_context": {
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- "VIX": 25.78,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 3.12,
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  "USD_INDEX": 120.5
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  },
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- "macro_stress": 1.023,
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- "trained_at": "2026-04-09T01:18:02.575047",
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  "winning_loss": "sharpe",
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- "test_sharpe": 2.0917,
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- "test_ann_return": 0.2339,
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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": "2026-04-10",
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+ "last_data_date": "2026-04-09",
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+ "generated_at": "2026-04-10T02:19:08.813870",
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+ "pick": "GLD",
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+ "conviction": 0.5221,
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  "weights": {
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+ "TLT": 0.1211,
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+ "LQD": 0.0238,
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+ "HYG": 0.0432,
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+ "VNQ": 0.0153,
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+ "GLD": 0.5221,
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+ "SLV": 0.0078,
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+ "PFF": 0.0036,
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+ "MBB": 0.2632
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  },
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  "regime_context": {
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+ "VIX": 21.04,
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+ "T10Y2Y": 0.51,
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+ "HY_SPREAD": 2.94,
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  "USD_INDEX": 120.5
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  },
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+ "macro_stress": 0.329,
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+ "trained_at": "2026-04-10T00:28:52.449452",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.9725,
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+ "test_ann_return": 0.2389,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null