P2SAMAPA commited on
Commit
865237d
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verified ·
1 Parent(s): 394a965

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +19 -19
models/signal_B.json CHANGED
@@ -4,22 +4,22 @@
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  "option_name": "Equity Sectors",
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  "signal_date": "2026-03-24",
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  "last_data_date": "2026-03-23",
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- "generated_at": "2026-03-27T00:31:55.165522",
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- "pick": "QQQ",
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- "conviction": 0.2262,
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  "weights": {
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- "SPY": 0.1033,
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- "QQQ": 0.2262,
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- "XLK": 0.0768,
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- "XLF": 0.0453,
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- "XLE": 0.0194,
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- "XLV": 0.1671,
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- "XLI": 0.0739,
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- "XLY": 0.0535,
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- "XLP": 0.0992,
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- "XLU": 0.0835,
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- "GDX": 0.0331,
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- "XME": 0.0187
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  },
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  "regime_context": {
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  "VIX": 26.78,
@@ -28,10 +28,10 @@
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  "USD_INDEX": 120.28
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  },
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  "macro_stress": 1.841,
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- "trained_at": "2026-03-26T23:07:55.632385",
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- "winning_loss": "sharpe",
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- "test_sharpe": 1.2524,
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- "test_ann_return": 0.1689,
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  "model_n_params": 130136,
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  "actual_return": 0.0,
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  "hit": false
 
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  "option_name": "Equity Sectors",
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  "signal_date": "2026-03-24",
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  "last_data_date": "2026-03-23",
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+ "generated_at": "2026-03-28T00:46:02.765855",
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+ "pick": "XLU",
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+ "conviction": 0.3413,
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  "weights": {
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+ "SPY": 0.0097,
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+ "QQQ": 0.008,
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+ "XLK": 0.0155,
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+ "XLF": 0.0059,
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+ "XLE": 0.0093,
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+ "XLV": 0.21,
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+ "XLI": 0.0111,
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+ "XLY": 0.0301,
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+ "XLP": 0.1788,
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+ "XLU": 0.3413,
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+ "GDX": 0.1715,
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+ "XME": 0.0089
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  },
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  "regime_context": {
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  "VIX": 26.78,
 
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  "USD_INDEX": 120.28
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  },
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  "macro_stress": 1.841,
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+ "trained_at": "2026-03-27T23:18:18.985300",
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+ "winning_loss": "\u2014",
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+ "test_sharpe": 1.2775,
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+ "test_ann_return": 0.1705,
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  "model_n_params": 130136,
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  "actual_return": 0.0,
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  "hit": false