P2SAMAPA commited on
Commit
99a35af
·
verified ·
1 Parent(s): 7e136ef

Update signal_A signal

Browse files
Files changed (1) hide show
  1. models/signal_A.json +20 -20
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": "2026-05-28",
6
- "last_data_date": "2026-05-27",
7
- "generated_at": "2026-05-28T07:13:31.181029",
8
- "pick": "GLD",
9
- "conviction": 0.5423,
10
  "weights": {
11
- "TLT": 0.2437,
12
- "LQD": 0.0268,
13
- "HYG": 0.0093,
14
- "VNQ": 0.1056,
15
- "GLD": 0.5423,
16
- "SLV": 0.0219,
17
- "PFF": 0.0018,
18
- "MBB": 0.0486
19
  },
20
  "regime_context": {
21
- "VIX": 17.01,
22
- "T10Y2Y": 0.48,
23
- "HY_SPREAD": 2.72,
24
  "USD_INDEX": 119.29
25
  },
26
- "macro_stress": -0.425,
27
- "trained_at": "2026-05-28T04:32:30.865338",
28
  "winning_loss": "sharpe",
29
- "test_sharpe": 1.1583,
30
- "test_ann_return": 0.0929,
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": "2026-05-29",
6
+ "last_data_date": "2026-05-28",
7
+ "generated_at": "2026-05-29T10:13:53.203758",
8
+ "pick": "MBB",
9
+ "conviction": 0.1751,
10
  "weights": {
11
+ "TLT": 0.1416,
12
+ "LQD": 0.1245,
13
+ "HYG": 0.1525,
14
+ "VNQ": 0.1213,
15
+ "GLD": 0.0677,
16
+ "SLV": 0.0689,
17
+ "PFF": 0.1483,
18
+ "MBB": 0.1751
19
  },
20
  "regime_context": {
21
+ "VIX": 16.29,
22
+ "T10Y2Y": 0.46,
23
+ "HY_SPREAD": 2.71,
24
  "USD_INDEX": 119.29
25
  },
26
+ "macro_stress": -0.299,
27
+ "trained_at": "2026-05-29T07:41:41.501384",
28
  "winning_loss": "sharpe",
29
+ "test_sharpe": 1.2826,
30
+ "test_ann_return": 0.0919,
31
  "model_n_params": 129616,
32
  "actual_return": null,
33
  "hit": null