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9116573
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1 Parent(s): de97768

Update signal_B_window signal

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  1. models/signal_B_window.json +29 -29
models/signal_B_window.json CHANGED
@@ -2,41 +2,41 @@
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  "option": "B",
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  "mode": "shrinking_window",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-13",
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- "last_data_date": "2026-04-10",
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- "generated_at": "2026-04-11T05:26:50.534636",
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- "pick": "GDX",
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- "conviction": 0.6185,
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  "weights": {
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- "SPY": 0.0041,
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- "QQQ": 0.0094,
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- "XLK": 0.0092,
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- "XLF": 0.0059,
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- "XLE": 0.1543,
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- "XLV": 0.0034,
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- "XLI": 0.0074,
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- "XLY": 0.0125,
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- "XLP": 0.0003,
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- "XLU": 0.0464,
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- "GDX": 0.6185,
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- "XLB": 0.0043,
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- "XLRE": 0.0026,
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- "XME": 0.1215
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  },
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  "regime_context": {
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- "VIX": 19.49,
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- "T10Y2Y": 0.5,
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- "HY_SPREAD": 2.9,
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- "USD_INDEX": 120.5
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  },
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- "macro_stress": 0.165,
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- "trained_at": "2026-04-11T05:26:45.975122",
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- "winning_window": 5,
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- "winning_train_start": "2016-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.6226,
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- "oos_sharpe": 2.3154,
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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": "shrinking_window",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-14",
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+ "last_data_date": "2026-04-13",
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+ "generated_at": "2026-04-14T00:48:03.131795",
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+ "pick": "XLP",
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+ "conviction": 0.7415,
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  "weights": {
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+ "SPY": 0.0019,
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+ "QQQ": 0.1932,
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+ "XLK": 0.007,
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+ "XLF": 0.0032,
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+ "XLE": 0.0005,
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+ "XLV": 0.014,
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+ "XLI": 0.0017,
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+ "XLY": 0.0026,
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+ "XLP": 0.7415,
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+ "XLU": 0.0255,
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+ "GDX": 0.0001,
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+ "XLB": 0.0002,
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+ "XLRE": 0.0085,
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+ "XME": 0.0002
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  },
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  "regime_context": {
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+ "VIX": 19.23,
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+ "T10Y2Y": 0.52,
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+ "HY_SPREAD": 2.94,
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+ "USD_INDEX": 118.86
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  },
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+ "macro_stress": 0.101,
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+ "trained_at": "2026-04-14T00:47:59.357482",
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+ "winning_window": 6,
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+ "winning_train_start": "2018-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.5674,
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+ "oos_sharpe": 2.7635,
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  "actual_return": null,
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  "hit": null
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  }