P2SAMAPA commited on
Commit
ad99e95
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verified ·
1 Parent(s): 13f1d29

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +31 -31
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": "2026-05-28",
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- "last_data_date": "2026-05-27",
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- "generated_at": "2026-05-28T07:13:31.609765",
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- "pick": "QQQ",
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- "conviction": 0.3221,
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  "weights": {
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- "SPY": 0.0379,
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- "QQQ": 0.3221,
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- "XLK": 0.0922,
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- "XLF": 0.0088,
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- "XLE": 0.0107,
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- "XLV": 0.0382,
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- "XLI": 0.0129,
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- "XLY": 0.0938,
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- "XLP": 0.0566,
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- "XLU": 0.0657,
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- "GDX": 0.0106,
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  "XLB": 0.0071,
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- "IWF": 0.0747,
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- "IWD": 0.013,
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- "IWO": 0.023,
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- "XSD": 0.0587,
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- "XBI": 0.0379,
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- "XLRE": 0.014,
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- "IWM": 0.0183,
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- "XME": 0.004
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  },
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  "regime_context": {
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- "VIX": 17.01,
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- "T10Y2Y": 0.48,
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- "HY_SPREAD": 2.72,
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  "USD_INDEX": 119.29
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  },
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- "macro_stress": -0.425,
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- "trained_at": "2026-05-28T04:41:33.794202",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.3658,
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- "test_ann_return": 0.2364,
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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