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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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8360f1c
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1 Parent(s): c5ee751

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": "2026-05-21",
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- "last_data_date": "2026-05-20",
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- "generated_at": "2026-05-21T07:03:15.638484",
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- "pick": "GLD",
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- "conviction": 0.9573,
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  "weights": {
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- "TLT": 0.0025,
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- "LQD": 0.0,
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- "HYG": 0.0,
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- "VNQ": 0.0398,
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- "GLD": 0.9573,
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- "SLV": 0.0005,
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- "PFF": 0.0,
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- "MBB": 0.0
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  },
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  "regime_context": {
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- "VIX": 18.06,
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- "T10Y2Y": 0.53,
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- "HY_SPREAD": 2.86,
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  "USD_INDEX": 119.28
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  },
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- "macro_stress": -0.544,
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- "trained_at": "2026-05-21T04:48:49.496911",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.6259,
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- "test_ann_return": 0.2752,
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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": "2026-05-22",
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+ "last_data_date": "2026-05-21",
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+ "generated_at": "2026-05-22T06:49:52.585816",
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+ "pick": "VNQ",
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+ "conviction": 0.8819,
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  "weights": {
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+ "TLT": 0.0771,
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+ "LQD": 0.0047,
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+ "HYG": 0.0038,
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+ "VNQ": 0.8819,
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+ "GLD": 0.0069,
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+ "SLV": 0.0194,
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+ "PFF": 0.0031,
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+ "MBB": 0.0031
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  },
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  "regime_context": {
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+ "VIX": 17.44,
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+ "T10Y2Y": 0.49,
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+ "HY_SPREAD": 2.8,
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  "USD_INDEX": 119.28
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  },
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+ "macro_stress": -0.355,
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+ "trained_at": "2026-05-22T04:30:48.019156",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.2818,
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+ "test_ann_return": 0.1132,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null