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ca910b8
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1 Parent(s): f40be58

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +21 -21
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": "2026-04-23",
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- "last_data_date": "2026-04-22",
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- "generated_at": "2026-04-23T03:19:22.841411",
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- "pick": "VNQ",
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- "conviction": 0.754,
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  "weights": {
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- "TLT": 0.0071,
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- "LQD": 0.0023,
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- "HYG": 0.0054,
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- "VNQ": 0.754,
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- "GLD": 0.0029,
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- "SLV": 0.2036,
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- "PFF": 0.0196,
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- "MBB": 0.0051
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  },
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  "regime_context": {
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- "VIX": 19.5,
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  "T10Y2Y": 0.51,
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- "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.08
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  },
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- "macro_stress": -0.111,
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- "trained_at": "2026-04-23T01:45:42.434128",
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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": 0.4655,
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- "oos_sharpe": 2.5714,
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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": "2026-04-24",
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+ "last_data_date": "2026-04-23",
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+ "generated_at": "2026-04-24T02:35:55.673343",
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+ "pick": "PFF",
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+ "conviction": 0.8406,
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  "weights": {
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+ "TLT": 0.0015,
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+ "LQD": 0.0211,
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+ "HYG": 0.039,
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+ "VNQ": 0.0101,
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+ "GLD": 0.0827,
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+ "SLV": 0.0002,
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+ "PFF": 0.8406,
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+ "MBB": 0.0048
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  },
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  "regime_context": {
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+ "VIX": 18.92,
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  "T10Y2Y": 0.51,
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+ "HY_SPREAD": 2.84,
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  "USD_INDEX": 118.08
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  },
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+ "macro_stress": -0.205,
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+ "trained_at": "2026-04-24T01:01:38.839457",
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+ "winning_window": 8,
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+ "winning_train_start": "2022-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.4596,
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+ "oos_sharpe": 2.67,
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  "actual_return": null,
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  "hit": null
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  }