Update signal_B signal
Browse files- models/signal_B.json +32 -32
models/signal_B.json
CHANGED
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@@ -2,44 +2,44 @@
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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": "2026-05-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "
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"conviction": 0.
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"weights": {
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"SPY": 0.
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"QQQ": 0.
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"XLK": 0.
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.
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"IWF": 0.
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"IWD": 0.
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"IWO": 0.
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.
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"IWM": 0.
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"XME": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.28
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_loss": "sharpe",
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"test_sharpe": 1.
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"test_ann_return": 0.
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"model_n_params": 131176,
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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": "2026-05-22",
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"last_data_date": "2026-05-21",
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"generated_at": "2026-05-22T06:49:53.102991",
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"pick": "GDX",
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"conviction": 0.1749,
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"weights": {
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"SPY": 0.0197,
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"QQQ": 0.072,
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"XLK": 0.0649,
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"XLF": 0.0271,
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"XLE": 0.0302,
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"XLV": 0.0355,
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"XLI": 0.0145,
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"XLY": 0.0598,
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"XLP": 0.0347,
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"XLU": 0.13,
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"GDX": 0.1749,
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"XLB": 0.0178,
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"IWF": 0.0411,
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"IWD": 0.0237,
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"IWO": 0.0266,
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"XSD": 0.0781,
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"XBI": 0.0374,
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"XLRE": 0.0591,
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"IWM": 0.0313,
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"XME": 0.0215
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},
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"regime_context": {
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"VIX": 17.44,
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"T10Y2Y": 0.49,
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"HY_SPREAD": 2.8,
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"USD_INDEX": 119.28
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},
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"macro_stress": -0.355,
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"trained_at": "2026-05-22T04:42:46.107484",
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"winning_loss": "sharpe",
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"test_sharpe": 1.7729,
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"test_ann_return": 0.2899,
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"model_n_params": 131176,
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"actual_return": null,
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"hit": null
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