P2SAMAPA commited on
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b178c3d
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verified ·
1 Parent(s): c936e92

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +22 -22
models/signal_A_window.json CHANGED
@@ -2,35 +2,35 @@
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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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": "2026-05-22T06:49:52.820960",
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- "pick": "VNQ",
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- "conviction": 0.7233,
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  "weights": {
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- "TLT": 0.0134,
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- "LQD": 0.0066,
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- "HYG": 0.0104,
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- "VNQ": 0.7233,
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- "GLD": 0.1212,
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- "SLV": 0.1047,
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- "PFF": 0.0044,
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- "MBB": 0.0159
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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": "2026-05-22T05:15:40.880564",
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- "winning_window": 1,
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- "winning_train_start": "2008-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.5445,
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- "oos_sharpe": 2.625,
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  "actual_return": null,
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  "hit": null
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  }
 
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-05-26",
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+ "last_data_date": "2026-05-22",
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+ "generated_at": "2026-05-23T09:33:17.956435",
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+ "pick": "GLD",
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+ "conviction": 0.5396,
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  "weights": {
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+ "TLT": 0.0036,
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+ "LQD": 0.0056,
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+ "HYG": 0.0311,
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+ "VNQ": 0.3885,
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+ "GLD": 0.5396,
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+ "SLV": 0.014,
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+ "PFF": 0.0117,
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+ "MBB": 0.0058
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  },
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  "regime_context": {
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+ "VIX": 16.76,
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+ "T10Y2Y": 0.43,
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+ "HY_SPREAD": 2.78,
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  "USD_INDEX": 119.28
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  },
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+ "macro_stress": 0.069,
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+ "trained_at": "2026-05-23T08:22:48.329270",
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+ "winning_window": 7,
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+ "winning_train_start": "2020-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.4149,
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+ "oos_sharpe": 1.8003,
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  "actual_return": null,
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  "hit": null
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  }