Update signal_B signal
Browse files- models/signal_B.json +32 -30
models/signal_B.json
CHANGED
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@@ -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-
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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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"
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"
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"
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"
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"
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},
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"regime_context": {
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"VIX": 17.
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"T10Y2Y": 0.49,
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"HY_SPREAD": 2.
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"USD_INDEX": 118.39
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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":
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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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}
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