P2SAMAPA commited on
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9da780d
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1 Parent(s): 575a650

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +31 -31
models/signal_B.json CHANGED
@@ -2,42 +2,42 @@
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-22",
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- "last_data_date": "2026-04-21",
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- "generated_at": "2026-04-22T02:58:55.485255",
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- "pick": "XLV",
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- "conviction": 0.2068,
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  "weights": {
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- "SPY": 0.0127,
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- "QQQ": 0.1233,
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- "XLK": 0.0464,
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- "XLF": 0.0071,
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- "XLE": 0.0026,
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- "XLV": 0.2068,
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- "XLI": 0.0057,
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- "XLY": 0.1317,
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- "XLP": 0.1754,
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- "XLU": 0.1771,
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- "GDX": 0.0079,
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- "XLB": 0.0054,
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- "IWF": 0.022,
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- "XSD": 0.0325,
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- "XBI": 0.0259,
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- "XLRE": 0.0077,
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- "IWM": 0.0061,
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- "XME": 0.0039
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  },
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  "regime_context": {
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- "VIX": 18.87,
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- "T10Y2Y": 0.52,
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- "HY_SPREAD": 2.87,
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  "USD_INDEX": 118.08
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  },
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- "macro_stress": -0.147,
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- "trained_at": "2026-04-22T00:50:40.422803",
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- "winning_loss": "sharpe",
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- "test_sharpe": 1.7467,
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- "test_ann_return": 0.2882,
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  "model_n_params": 130916,
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  "actual_return": null,
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  "hit": null
 
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-23",
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+ "last_data_date": "2026-04-22",
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+ "generated_at": "2026-04-23T03:19:23.068511",
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+ "pick": "GDX",
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+ "conviction": 0.0837,
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  "weights": {
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+ "SPY": 0.0554,
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+ "QQQ": 0.0463,
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+ "XLK": 0.0512,
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+ "XLF": 0.05,
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+ "XLE": 0.0593,
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+ "XLV": 0.0686,
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+ "XLI": 0.0554,
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+ "XLY": 0.0566,
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+ "XLP": 0.064,
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+ "XLU": 0.065,
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+ "GDX": 0.0837,
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+ "XLB": 0.0462,
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+ "IWF": 0.0548,
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+ "XSD": 0.0505,
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+ "XBI": 0.0485,
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+ "XLRE": 0.0461,
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+ "IWM": 0.0506,
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+ "XME": 0.0478
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  },
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  "regime_context": {
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+ "VIX": 19.5,
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+ "T10Y2Y": 0.51,
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+ "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.08
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  },
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+ "macro_stress": -0.111,
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+ "trained_at": "2026-04-23T01:12:03.378232",
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+ "winning_loss": "\u2014",
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+ "test_sharpe": 1.3431,
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+ "test_ann_return": 0.1956,
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  "model_n_params": 130916,
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  "actual_return": null,
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  "hit": null