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9fea4f7
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1 Parent(s): 211979c

Update signal_B_window signal

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  1. models/signal_B_window.json +30 -30
models/signal_B_window.json CHANGED
@@ -2,47 +2,47 @@
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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": "2026-05-14",
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- "last_data_date": "2026-05-13",
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- "generated_at": "2026-05-14T06:54:46.983072",
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- "pick": "XLU",
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- "conviction": 0.9426,
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  "weights": {
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- "SPY": 0.0005,
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- "QQQ": 0.0201,
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- "XLK": 0.0144,
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- "XLF": 0.0006,
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- "XLE": 0.0001,
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- "XLV": 0.0023,
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- "XLI": 0.0024,
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- "XLY": 0.0002,
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- "XLP": 0.0018,
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- "XLU": 0.9426,
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- "GDX": 0.0005,
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- "XLB": 0.0002,
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- "IWF": 0.0099,
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- "IWD": 0.0003,
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- "IWO": 0.0001,
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- "XSD": 0.0024,
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- "XBI": 0.0003,
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- "XLRE": 0.0007,
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- "IWM": 0.0002,
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- "XME": 0.0001
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  },
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  "regime_context": {
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- "VIX": 17.99,
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  "T10Y2Y": 0.48,
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  "HY_SPREAD": 2.82,
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  "USD_INDEX": 118.04
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  },
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- "macro_stress": -0.238,
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- "trained_at": "2026-05-14T06:54:42.871393",
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  "winning_window": 4,
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  "winning_train_start": "2014-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.5728,
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- "oos_sharpe": 2.0102,
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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": "2026-05-15",
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+ "last_data_date": "2026-05-14",
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+ "generated_at": "2026-05-15T06:48:54.279452",
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+ "pick": "XLP",
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+ "conviction": 0.6444,
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  "weights": {
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+ "SPY": 0.0059,
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+ "QQQ": 0.0278,
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+ "XLK": 0.017,
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+ "XLF": 0.0807,
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+ "XLE": 0.0042,
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+ "XLV": 0.0196,
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+ "XLI": 0.0075,
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+ "XLY": 0.0143,
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+ "XLP": 0.6444,
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+ "XLU": 0.0451,
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+ "GDX": 0.0055,
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+ "XLB": 0.0029,
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+ "IWF": 0.0135,
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+ "IWD": 0.0038,
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+ "IWO": 0.0023,
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+ "XSD": 0.0051,
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+ "XBI": 0.0031,
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+ "XLRE": 0.0807,
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+ "IWM": 0.0102,
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+ "XME": 0.0063
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  },
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  "regime_context": {
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+ "VIX": 17.87,
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  "T10Y2Y": 0.48,
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  "HY_SPREAD": 2.82,
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  "USD_INDEX": 118.04
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  },
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+ "macro_stress": -0.246,
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+ "trained_at": "2026-05-15T06:48:50.191929",
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  "winning_window": 4,
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  "winning_train_start": "2014-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.7849,
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+ "oos_sharpe": 3.348,
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  "actual_return": null,
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  "hit": null
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  }