Update latest signals (2026-05-22T06:49:53.381087)
Browse files- models/latest_signals.json +95 -95
models/latest_signals.json
CHANGED
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@@ -1,35 +1,35 @@
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{
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"generated_at": "2026-05-
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"option_A": {
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"option": "A",
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"mode": "fixed_split",
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-05-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.28
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_loss": "sharpe",
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"test_sharpe": 1.
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"test_ann_return": 0.
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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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@@ -38,44 +38,44 @@
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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-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "
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"conviction": 0.
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"weights": {
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"SPY": 0.
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"QQQ": 0.
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"XLK": 0.
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.
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"IWF": 0.
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"IWD": 0.
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"IWO": 0.
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.
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"IWM": 0.
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"XME": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.28
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},
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"macro_stress": -0.
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-
"trained_at": "2026-05-
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"winning_loss": "sharpe",
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"test_sharpe": 1.
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"test_ann_return": 0.
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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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@@ -84,35 +84,35 @@
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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-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "VNQ",
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.28
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_window":
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"winning_train_start": "
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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.
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"oos_sharpe": 2.
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"actual_return": null,
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"hit": null
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},
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@@ -120,47 +120,47 @@
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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": "2026-05-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "
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"conviction": 0.
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"weights": {
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"SPY": 0.0,
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"QQQ": 0.0,
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"XLK": 0.
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"XLF": 0.0,
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"XLE": 0.
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"XLV": 0.0,
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"XLI": 0.0,
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"XLY": 0.0,
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"XLP": 0.0,
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.0,
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"IWF": 0.0,
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"IWD": 0.0,
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"IWO": 0.0,
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.0,
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"IWM": 0.0,
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"XME": 0.
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 119.28
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_window":
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"winning_train_start": "
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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.
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"oos_sharpe":
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"hit": null
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}
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{
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"generated_at": "2026-05-22T06:49:53.381087",
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"option_A": {
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"option": "A",
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"mode": "fixed_split",
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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": "2026-05-22T06:49:52.585816",
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"pick": "VNQ",
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"GLD": 0.0069,
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"SLV": 0.0194,
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"PFF": 0.0031,
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"MBB": 0.0031
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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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"macro_stress": -0.355,
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"trained_at": "2026-05-22T04:30:48.019156",
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"winning_loss": "sharpe",
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"test_sharpe": 1.2818,
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"test_ann_return": 0.1132,
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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": "2026-05-22",
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"last_data_date": "2026-05-21",
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"generated_at": "2026-05-22T06:49:53.102991",
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"pick": "GDX",
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"conviction": 0.1749,
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"XLE": 0.0302,
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"XLI": 0.0145,
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"XLY": 0.0598,
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"option": "A",
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-05-22",
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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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"trained_at": "2026-05-22T05:15:40.880564",
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"option_name": "Equity Sectors",
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"signal_date": "2026-05-22",
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"pick": "XSD",
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"XLU": 0.0,
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"winning_train_start": "2010-01-01",
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