Update signal_B_window signal
Browse files- models/signal_B_window.json +30 -30
models/signal_B_window.json
CHANGED
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@@ -2,47 +2,47 @@
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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.
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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": 0.0029,
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"IWF": 0.
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"IWD": 0.
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"IWO": 0.0023,
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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": 17.
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 118.04
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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": 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.
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"oos_sharpe":
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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": "2026-05-18",
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"last_data_date": "2026-05-15",
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"generated_at": "2026-05-16T03:51:37.793451",
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"pick": "XLU",
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"conviction": 0.5045,
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"weights": {
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"SPY": 0.0055,
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+
"QQQ": 0.0424,
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"XLK": 0.0053,
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"XLF": 0.0103,
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"XLE": 0.0054,
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"XLV": 0.0025,
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"XLI": 0.0096,
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"XLY": 0.0048,
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"XLP": 0.0055,
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"XLU": 0.5045,
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"GDX": 0.0139,
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"XLB": 0.0029,
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+
"IWF": 0.0115,
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"IWD": 0.0015,
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"IWO": 0.0023,
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"XSD": 0.3546,
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"XBI": 0.0109,
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"XLRE": 0.0018,
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"IWM": 0.0021,
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"XME": 0.0026
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},
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"regime_context": {
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"VIX": 17.26,
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"T10Y2Y": 0.5,
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"HY_SPREAD": 2.76,
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"USD_INDEX": 118.04
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},
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+
"macro_stress": -0.544,
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"trained_at": "2026-05-16T03:51:33.654988",
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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": 0.5791,
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"oos_sharpe": 1.6941,
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"actual_return": null,
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"hit": null
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}
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