P2SAMAPA commited on
Commit
8a1194e
·
verified ·
1 Parent(s): 7c25698

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +19 -19
models/signal_A.json CHANGED
@@ -2,32 +2,32 @@
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  "option": "A",
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  "mode": "fixed_split",
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  "option_name": "Fixed Income / Alts",
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- "signal_date": "2026-05-29",
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- "last_data_date": "2026-05-28",
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- "generated_at": "2026-05-29T10:13:53.203758",
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- "pick": "MBB",
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- "conviction": 0.1751,
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  "weights": {
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- "TLT": 0.1416,
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- "LQD": 0.1245,
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- "HYG": 0.1525,
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- "VNQ": 0.1213,
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- "GLD": 0.0677,
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- "SLV": 0.0689,
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- "PFF": 0.1483,
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- "MBB": 0.1751
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  },
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  "regime_context": {
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- "VIX": 16.29,
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  "T10Y2Y": 0.46,
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- "HY_SPREAD": 2.71,
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  "USD_INDEX": 119.29
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  },
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- "macro_stress": -0.299,
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- "trained_at": "2026-05-29T07:41:41.501384",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.2826,
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- "test_ann_return": 0.0919,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
 
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  "option": "A",
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  "mode": "fixed_split",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-06-01",
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+ "last_data_date": "2026-05-29",
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+ "generated_at": "2026-05-30T03:24:11.326630",
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+ "pick": "TLT",
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+ "conviction": 0.6309,
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  "weights": {
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+ "TLT": 0.6309,
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+ "LQD": 0.0027,
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+ "HYG": 0.0016,
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+ "VNQ": 0.309,
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+ "GLD": 0.0443,
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+ "SLV": 0.0075,
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+ "PFF": 0.003,
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+ "MBB": 0.001
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  },
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  "regime_context": {
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+ "VIX": 15.74,
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  "T10Y2Y": 0.46,
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+ "HY_SPREAD": 2.72,
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  "USD_INDEX": 119.29
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  },
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+ "macro_stress": -0.311,
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+ "trained_at": "2026-05-30T01:21:07.686488",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.4273,
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+ "test_ann_return": 0.1436,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null