Update signal_A_window signal

models/signal_A_window.json

@@ -2,35 +2,35 @@
   "option": "A",
   "mode": "shrinking_window",
   "option_name": "Fixed Income / Alts",
-  "signal_date": "2026-05-21",
-  "last_data_date": "2026-05-20",
-  "generated_at": "2026-05-21T07:03:15.856184",
+  "signal_date": "2026-05-22",
+  "last_data_date": "2026-05-21",
+  "generated_at": "2026-05-22T06:49:52.820960",
   "pick": "VNQ",
-  "conviction": 0.4511,
+  "conviction": 0.7233,
   "weights": {
-    "TLT": 0.0813,
-    "LQD": 0.0255,
-    "HYG": 0.0263,
-    "VNQ": 0.4511,
-    "GLD": 0.0609,
-    "SLV": 0.2773,
-    "PFF": 0.0636,
-    "MBB": 0.014
+    "TLT": 0.0134,
+    "LQD": 0.0066,
+    "HYG": 0.0104,
+    "VNQ": 0.7233,
+    "GLD": 0.1212,
+    "SLV": 0.1047,
+    "PFF": 0.0044,
+    "MBB": 0.0159
   },
   "regime_context": {
-    "VIX": 18.06,
-    "T10Y2Y": 0.53,
-    "HY_SPREAD": 2.86,
+    "VIX": 17.44,
+    "T10Y2Y": 0.49,
+    "HY_SPREAD": 2.8,
     "USD_INDEX": 119.28
   },
-  "macro_stress": -0.544,
-  "trained_at": "2026-05-21T05:36:53.828215",
-  "winning_window": 2,
-  "winning_train_start": "2010-01-01",
+  "macro_stress": -0.355,
+  "trained_at": "2026-05-22T05:15:40.880564",
+  "winning_window": 1,
+  "winning_train_start": "2008-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.4107,
-  "oos_sharpe": 2.2043,
+  "oos_ann_return": 0.5445,
+  "oos_sharpe": 2.625,
   "actual_return": null,
   "hit": null
 }