P2SAMAPA commited on
Commit
8541d2a
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verified ·
1 Parent(s): 4e2c36c

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +30 -30
models/signal_B.json CHANGED
@@ -2,44 +2,44 @@
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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": "2026-05-14",
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- "last_data_date": "2026-05-13",
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- "generated_at": "2026-05-14T06:54:46.722942",
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- "pick": "XLP",
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- "conviction": 0.1472,
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  "weights": {
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- "SPY": 0.018,
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- "QQQ": 0.125,
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- "XLK": 0.0651,
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- "XLF": 0.0144,
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- "XLE": 0.0181,
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- "XLV": 0.1059,
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- "XLI": 0.0361,
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- "XLY": 0.0436,
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- "XLP": 0.1472,
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- "XLU": 0.0934,
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- "GDX": 0.0295,
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- "XLB": 0.017,
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- "IWF": 0.0872,
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- "IWD": 0.0166,
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- "IWO": 0.0321,
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- "XSD": 0.025,
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- "XBI": 0.0525,
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- "XLRE": 0.041,
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- "IWM": 0.0211,
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- "XME": 0.0114
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  },
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  "regime_context": {
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- "VIX": 17.99,
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  "T10Y2Y": 0.48,
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  "HY_SPREAD": 2.82,
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  "USD_INDEX": 118.04
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  },
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- "macro_stress": -0.238,
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- "trained_at": "2026-05-14T04:34:04.345163",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.8218,
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- "test_ann_return": 0.2722,
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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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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-05-15",
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+ "last_data_date": "2026-05-14",
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+ "generated_at": "2026-05-15T06:48:54.050711",
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+ "pick": "XLU",
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+ "conviction": 0.1476,
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  "weights": {
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+ "SPY": 0.0384,
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+ "QQQ": 0.0584,
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+ "XLK": 0.0887,
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+ "XLF": 0.0175,
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+ "XLE": 0.0163,
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+ "XLV": 0.073,
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+ "XLI": 0.0309,
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+ "XLY": 0.0622,
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+ "XLP": 0.0606,
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+ "XLU": 0.1476,
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+ "GDX": 0.0134,
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+ "XLB": 0.0249,
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+ "IWF": 0.0887,
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+ "IWD": 0.0267,
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+ "IWO": 0.0269,
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+ "XSD": 0.0786,
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+ "XBI": 0.0399,
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+ "XLRE": 0.0714,
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+ "IWM": 0.0201,
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+ "XME": 0.0156
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  },
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  "regime_context": {
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+ "VIX": 17.87,
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  "T10Y2Y": 0.48,
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  "HY_SPREAD": 2.82,
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  "USD_INDEX": 118.04
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  },
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+ "macro_stress": -0.246,
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+ "trained_at": "2026-05-15T04:34:02.664163",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.4211,
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+ "test_ann_return": 0.2179,
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  "model_n_params": 131176,
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  "actual_return": null,
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  "hit": null