P2SAMAPA commited on
Commit
c05e012
·
verified ·
1 Parent(s): d09f4f5

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +14 -14
models/signal_A.json CHANGED
@@ -4,18 +4,18 @@
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  "option_name": "Fixed Income / Alts",
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  "signal_date": "2026-06-01",
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  "last_data_date": "2026-05-29",
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- "generated_at": "2026-05-30T03:24:11.326630",
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- "pick": "TLT",
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- "conviction": 0.6309,
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  "weights": {
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- "TLT": 0.6309,
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- "LQD": 0.0027,
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- "HYG": 0.0016,
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- "VNQ": 0.309,
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- "GLD": 0.0443,
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- "SLV": 0.0075,
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- "PFF": 0.003,
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- "MBB": 0.001
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  },
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  "regime_context": {
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  "VIX": 15.74,
@@ -24,10 +24,10 @@
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  "USD_INDEX": 119.29
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  },
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  "macro_stress": -0.311,
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- "trained_at": "2026-05-30T01:21:07.686488",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.4273,
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- "test_ann_return": 0.1436,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
 
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  "option_name": "Fixed Income / Alts",
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  "signal_date": "2026-06-01",
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  "last_data_date": "2026-05-29",
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+ "generated_at": "2026-06-01T04:07:23.392367",
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+ "pick": "VNQ",
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+ "conviction": 0.9792,
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  "weights": {
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+ "TLT": 0.0171,
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+ "LQD": 0.0006,
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+ "HYG": 0.0002,
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+ "VNQ": 0.9792,
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+ "GLD": 0.0009,
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+ "SLV": 0.0001,
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+ "PFF": 0.0012,
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+ "MBB": 0.0008
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  },
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  "regime_context": {
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  "VIX": 15.74,
 
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  "USD_INDEX": 119.29
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  },
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  "macro_stress": -0.311,
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+ "trained_at": "2026-06-01T01:33:30.717601",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.4599,
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+ "test_ann_return": 0.1269,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null