P2SAMAPA commited on
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a2b36bd
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1 Parent(s): 4036c24

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +32 -32
models/signal_B.json CHANGED
@@ -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": "2026-05-21",
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- "last_data_date": "2026-05-20",
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- "generated_at": "2026-05-21T07:03:16.117092",
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- "pick": "XLU",
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- "conviction": 0.646,
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  "weights": {
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- "SPY": 0.0029,
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- "QQQ": 0.0068,
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- "XLK": 0.0065,
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- "XLF": 0.0142,
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- "XLE": 0.0008,
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- "XLV": 0.0927,
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- "XLI": 0.0027,
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- "XLY": 0.0076,
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- "XLP": 0.0932,
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- "XLU": 0.646,
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- "GDX": 0.042,
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- "XLB": 0.0097,
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- "IWF": 0.0109,
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- "IWD": 0.0012,
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- "IWO": 0.0058,
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- "XSD": 0.0078,
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- "XBI": 0.0184,
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- "XLRE": 0.024,
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- "IWM": 0.003,
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- "XME": 0.0037
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  },
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  "regime_context": {
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- "VIX": 18.06,
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- "T10Y2Y": 0.53,
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- "HY_SPREAD": 2.86,
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  "USD_INDEX": 119.28
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  },
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- "macro_stress": -0.544,
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- "trained_at": "2026-05-21T05:03:34.087901",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.7596,
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- "test_ann_return": 0.3211,
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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