Update signal_B signal
Browse files- models/signal_B.json +30 -30
models/signal_B.json
CHANGED
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@@ -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-
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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.
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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": 17.
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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.
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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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"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
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