P2SAMAPA commited on
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a360d94
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1 Parent(s): 1426628

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +32 -30
models/signal_B.json CHANGED
@@ -2,43 +2,45 @@
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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": "2026-05-07",
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- "last_data_date": "2026-05-06",
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- "generated_at": "2026-05-07T03:13:34.443238",
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- "pick": "QQQ",
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- "conviction": 0.4288,
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  "weights": {
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- "SPY": 0.0127,
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- "QQQ": 0.4288,
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- "XLK": 0.1212,
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- "XLF": 0.0138,
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- "XLE": 0.0057,
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- "XLV": 0.024,
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- "XLI": 0.0046,
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- "XLY": 0.0667,
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- "XLP": 0.0644,
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- "XLU": 0.1063,
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- "GDX": 0.0047,
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- "XLB": 0.0078,
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- "IWF": 0.0495,
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- "XSD": 0.0335,
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- "XBI": 0.0316,
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- "XLRE": 0.0144,
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- "IWM": 0.0086,
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- "XME": 0.0018
 
 
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  },
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  "regime_context": {
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- "VIX": 17.38,
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  "T10Y2Y": 0.49,
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- "HY_SPREAD": 2.77,
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  "USD_INDEX": 118.39
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  },
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- "macro_stress": -0.486,
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- "trained_at": "2026-05-07T01:08:19.574297",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.3356,
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- "test_ann_return": 0.2193,
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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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  }
 
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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": "2026-05-08",
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+ "last_data_date": "2026-05-07",
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+ "generated_at": "2026-05-08T06:02:24.921391",
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+ "pick": "XLU",
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+ "conviction": 0.126,
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  "weights": {
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+ "SPY": 0.0369,
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+ "QQQ": 0.115,
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+ "XLK": 0.0514,
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+ "XLF": 0.0383,
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+ "XLE": 0.0201,
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+ "XLV": 0.1133,
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+ "XLI": 0.0287,
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+ "XLY": 0.0677,
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+ "XLP": 0.0802,
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+ "XLU": 0.126,
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+ "GDX": 0.0432,
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+ "XLB": 0.0275,
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+ "IWF": 0.0654,
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+ "IWD": 0.0339,
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+ "IWO": 0.0196,
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+ "XSD": 0.0394,
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+ "XBI": 0.0273,
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+ "XLRE": 0.033,
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+ "IWM": 0.0258,
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+ "XME": 0.0072
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  },
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  "regime_context": {
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+ "VIX": 17.39,
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  "T10Y2Y": 0.49,
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+ "HY_SPREAD": 2.75,
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  "USD_INDEX": 118.39
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  },
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+ "macro_stress": -0.497,
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+ "trained_at": "2026-05-08T04:07:20.788806",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.8349,
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+ "test_ann_return": 0.3996,
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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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  }