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b4e703d
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1 Parent(s): 393e921

Update signal_B_window signal

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  1. models/signal_B_window.json +32 -29
models/signal_B_window.json CHANGED
@@ -2,42 +2,45 @@
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  "option": "B",
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  "mode": "shrinking_window",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-17",
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- "last_data_date": "2026-04-16",
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- "generated_at": "2026-04-17T06:15:40.091669",
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- "pick": "XLV",
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- "conviction": 0.3516,
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  "weights": {
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- "SPY": 0.0241,
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- "QQQ": 0.0896,
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- "XLK": 0.0469,
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- "XLF": 0.0191,
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- "XLE": 0.0504,
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- "XLV": 0.3516,
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- "XLI": 0.005,
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- "XLY": 0.0223,
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- "XLP": 0.153,
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- "XLU": 0.0827,
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- "GDX": 0.0121,
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- "XLB": 0.0057,
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- "XLRE": 0.1326,
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- "IWM": 0.0022,
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- "XME": 0.0027
 
 
 
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  },
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  "regime_context": {
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- "VIX": 18.17,
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- "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": -0.271,
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- "trained_at": "2026-04-17T06:15:36.015583",
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- "winning_window": 6,
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- "winning_train_start": "2018-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.3789,
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- "oos_sharpe": 1.8605,
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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": "shrinking_window",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-20",
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+ "last_data_date": "2026-04-17",
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+ "generated_at": "2026-04-18T15:48:36.317762",
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+ "pick": "XLU",
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+ "conviction": 0.9894,
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  "weights": {
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+ "SPY": 0.0,
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+ "QQQ": 0.0084,
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+ "XLK": 0.0005,
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+ "XLF": 0.0001,
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+ "XLE": 0.0,
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+ "XLV": 0.0002,
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+ "XLI": 0.0,
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+ "XLY": 0.0,
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+ "XLP": 0.0006,
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+ "XLU": 0.9894,
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+ "GDX": 0.0,
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+ "XLB": 0.0,
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+ "IWF": 0.0001,
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+ "XSD": 0.0006,
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+ "XBI": 0.0,
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+ "XLRE": 0.0,
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+ "IWM": 0.0,
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+ "XME": 0.0
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  },
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  "regime_context": {
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+ "VIX": 17.94,
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+ "T10Y2Y": 0.55,
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+ "HY_SPREAD": 2.86,
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  "USD_INDEX": 118.86
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  },
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+ "macro_stress": -0.33,
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+ "trained_at": "2026-04-18T15:48:31.822174",
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+ "winning_window": 4,
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+ "winning_train_start": "2014-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.6955,
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+ "oos_sharpe": 2.296,
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  "actual_return": null,
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  "hit": null
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  }