P2SAMAPA commited on
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8611506
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1 Parent(s): 7f64008

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +30 -27
models/signal_B.json CHANGED
@@ -2,40 +2,43 @@
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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": "2026-04-17",
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- "last_data_date": "2026-04-16",
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- "generated_at": "2026-04-17T06:15:39.846133",
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  "pick": "XLU",
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- "conviction": 0.1567,
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  "weights": {
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- "SPY": 0.1049,
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- "QQQ": 0.0864,
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- "XLK": 0.0764,
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- "XLF": 0.044,
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- "XLE": 0.0364,
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- "XLV": 0.1132,
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- "XLI": 0.0485,
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- "XLY": 0.0717,
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- "XLP": 0.1009,
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- "XLU": 0.1567,
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- "GDX": 0.0352,
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- "XLB": 0.0248,
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- "XLRE": 0.0403,
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- "IWM": 0.0411,
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- "XME": 0.0195
 
 
 
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  },
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  "regime_context": {
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- "VIX": 18.17,
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- "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": -0.271,
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- "trained_at": "2026-04-17T04:35:36.949059",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.2752,
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- "test_ann_return": 0.1672,
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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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  }
 
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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": "2026-04-20",
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+ "last_data_date": "2026-04-17",
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+ "generated_at": "2026-04-18T15:48:36.088471",
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  "pick": "XLU",
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+ "conviction": 0.7219,
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  "weights": {
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+ "SPY": 0.0,
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+ "QQQ": 0.2298,
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+ "XLK": 0.0001,
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+ "XLF": 0.0001,
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+ "XLE": 0.0,
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+ "XLV": 0.0174,
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+ "XLI": 0.0,
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+ "XLY": 0.0004,
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+ "XLP": 0.0071,
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+ "XLU": 0.7219,
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+ "GDX": 0.0,
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+ "XLB": 0.0,
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+ "IWF": 0.0002,
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+ "XSD": 0.0002,
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+ "XBI": 0.0036,
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+ "XLRE": 0.019,
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+ "IWM": 0.0,
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+ "XME": 0.0
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  },
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  "regime_context": {
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+ "VIX": 17.94,
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+ "T10Y2Y": 0.55,
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+ "HY_SPREAD": 2.86,
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  "USD_INDEX": 118.86
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  },
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+ "macro_stress": -0.33,
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+ "trained_at": "2026-04-18T13:26:03.410266",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.126,
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+ "test_ann_return": 0.188,
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+ "model_n_params": 130916,
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  "actual_return": null,
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  "hit": null
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  }