P2SAMAPA commited on
Commit
8972a09
·
verified ·
1 Parent(s): 6e80b7b

Update signal_A signal

Browse files
Files changed (1) hide show
  1. models/signal_A.json +19 -19
models/signal_A.json CHANGED
@@ -2,32 +2,32 @@
2
  "option": "A",
3
  "mode": "fixed_split",
4
  "option_name": "Fixed Income / Alts",
5
- "signal_date": "2026-04-23",
6
- "last_data_date": "2026-04-22",
7
- "generated_at": "2026-04-23T03:19:22.645584",
8
- "pick": "MBB",
9
- "conviction": 0.2848,
10
  "weights": {
11
- "TLT": 0.2122,
12
- "LQD": 0.1503,
13
- "HYG": 0.1432,
14
- "VNQ": 0.0205,
15
- "GLD": 0.0454,
16
- "SLV": 0.0117,
17
- "PFF": 0.1321,
18
- "MBB": 0.2848
19
  },
20
  "regime_context": {
21
- "VIX": 19.5,
22
  "T10Y2Y": 0.51,
23
- "HY_SPREAD": 2.85,
24
  "USD_INDEX": 118.08
25
  },
26
- "macro_stress": -0.111,
27
- "trained_at": "2026-04-23T01:03:18.146455",
28
  "winning_loss": "sharpe",
29
- "test_sharpe": 0.8455,
30
- "test_ann_return": 0.079,
31
  "model_n_params": 129616,
32
  "actual_return": null,
33
  "hit": null
 
2
  "option": "A",
3
  "mode": "fixed_split",
4
  "option_name": "Fixed Income / Alts",
5
+ "signal_date": "2026-04-24",
6
+ "last_data_date": "2026-04-23",
7
+ "generated_at": "2026-04-24T02:35:55.456967",
8
+ "pick": "VNQ",
9
+ "conviction": 0.2418,
10
  "weights": {
11
+ "TLT": 0.1886,
12
+ "LQD": 0.1136,
13
+ "HYG": 0.1396,
14
+ "VNQ": 0.2418,
15
+ "GLD": 0.0717,
16
+ "SLV": 0.0681,
17
+ "PFF": 0.0911,
18
+ "MBB": 0.0854
19
  },
20
  "regime_context": {
21
+ "VIX": 18.92,
22
  "T10Y2Y": 0.51,
23
+ "HY_SPREAD": 2.84,
24
  "USD_INDEX": 118.08
25
  },
26
+ "macro_stress": -0.205,
27
+ "trained_at": "2026-04-24T00:18:05.100231",
28
  "winning_loss": "sharpe",
29
+ "test_sharpe": 1.3294,
30
+ "test_ann_return": 0.1212,
31
  "model_n_params": 129616,
32
  "actual_return": null,
33
  "hit": null