Update signal_B signal
Browse files- models/signal_B.json +30 -27
models/signal_B.json
CHANGED
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@@ -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-
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"last_data_date": "2026-04-
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"generated_at": "2026-04-
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"pick": "XLU",
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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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"
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"
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"
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 118.86
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},
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"macro_stress": -0.
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"trained_at": "2026-04-
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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":
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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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}
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