P2SAMAPA commited on
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850dba1
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verified ·
1 Parent(s): 4b39b67

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +28 -28
models/signal_B.json CHANGED
@@ -2,39 +2,39 @@
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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": "2026-04-15T01:06:02.168271",
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- "pick": "XLU",
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- "conviction": 0.3566,
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  "weights": {
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- "SPY": 0.0076,
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- "QQQ": 0.0033,
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- "XLK": 0.0191,
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- "XLF": 0.0212,
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- "XLE": 0.0031,
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- "XLV": 0.1298,
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- "XLI": 0.0217,
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- "XLY": 0.0192,
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- "XLP": 0.1751,
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- "XLU": 0.3566,
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- "GDX": 0.1835,
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- "XLB": 0.0086,
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- "XLRE": 0.0089,
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- "IWM": 0.0373,
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- "XME": 0.0051
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  },
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  "regime_context": {
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- "VIX": 19.12,
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- "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.95,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": 0.108,
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- "trained_at": "2026-04-14T23:40:29.808713",
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- "winning_loss": "\u2014",
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- "test_sharpe": 1.1924,
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- "test_ann_return": 0.165,
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  "model_n_params": 130526,
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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": "2026-04-16",
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+ "last_data_date": "2026-04-15",
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+ "generated_at": "2026-04-16T02:54:26.410306",
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+ "pick": "XLRE",
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+ "conviction": 0.4093,
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  "weights": {
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+ "SPY": 0.0001,
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+ "QQQ": 0.0126,
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+ "XLK": 0.0032,
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+ "XLF": 0.0009,
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+ "XLE": 0.0001,
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+ "XLV": 0.1993,
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+ "XLI": 0.0005,
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+ "XLY": 0.0013,
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+ "XLP": 0.058,
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+ "XLU": 0.3144,
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+ "GDX": 0.0001,
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+ "XLB": 0.0001,
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+ "XLRE": 0.4093,
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+ "IWM": 0.0001,
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+ "XME": 0.0
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  },
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  "regime_context": {
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+ "VIX": 18.36,
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+ "T10Y2Y": 0.53,
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+ "HY_SPREAD": 2.84,
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  "USD_INDEX": 118.86
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  },
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+ "macro_stress": -0.217,
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+ "trained_at": "2026-04-16T01:42:18.562622",
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+ "winning_loss": "sharpe",
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+ "test_sharpe": 0.7426,
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+ "test_ann_return": 0.1087,
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  "model_n_params": 130526,
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  "actual_return": null,
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  "hit": null