Update signal_B signal
Browse files- models/signal_B.json +31 -31
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": 0.0071,
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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": 119.29
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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": "2026-05-29",
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"last_data_date": "2026-05-28",
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"generated_at": "2026-05-29T10:13:53.635697",
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"pick": "XLV",
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"conviction": 0.198,
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"weights": {
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"SPY": 0.0115,
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"QQQ": 0.0111,
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"XLK": 0.0443,
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"XLF": 0.0068,
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"XLE": 0.0052,
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"XLV": 0.198,
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"XLI": 0.006,
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"XLY": 0.146,
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"XLP": 0.1033,
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"XLU": 0.1946,
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"GDX": 0.0109,
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"XLB": 0.0071,
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"IWF": 0.0986,
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"IWD": 0.0036,
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"IWO": 0.0103,
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"XSD": 0.0389,
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"XBI": 0.0534,
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"XLRE": 0.043,
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"IWM": 0.0057,
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"XME": 0.0017
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},
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"regime_context": {
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"VIX": 16.29,
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"T10Y2Y": 0.46,
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"HY_SPREAD": 2.71,
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"USD_INDEX": 119.29
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},
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"macro_stress": -0.299,
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"trained_at": "2026-05-29T08:01:45.001632",
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"winning_loss": "sharpe",
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"test_sharpe": 1.5167,
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"test_ann_return": 0.2872,
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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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