Update signal_B signal
Browse files- models/signal_B.json +26 -26
models/signal_B.json
CHANGED
|
@@ -2,38 +2,38 @@
|
|
| 2 |
"option": "B",
|
| 3 |
"mode": "fixed_split",
|
| 4 |
"option_name": "Equity Sectors",
|
| 5 |
-
"signal_date": "2026-04-
|
| 6 |
-
"last_data_date": "2026-04-
|
| 7 |
-
"generated_at": "2026-04-
|
| 8 |
"pick": "QQQ",
|
| 9 |
-
"conviction": 0.
|
| 10 |
"weights": {
|
| 11 |
-
"SPY": 0.
|
| 12 |
-
"QQQ": 0.
|
| 13 |
-
"XLK": 0.
|
| 14 |
-
"XLF": 0.
|
| 15 |
-
"XLE": 0.
|
| 16 |
-
"XLV": 0.
|
| 17 |
-
"XLI": 0.
|
| 18 |
-
"XLY": 0.
|
| 19 |
-
"XLP": 0.
|
| 20 |
-
"XLU": 0.
|
| 21 |
-
"GDX": 0.
|
| 22 |
-
"XLB": 0.
|
| 23 |
-
"XLRE": 0.
|
| 24 |
-
"XME": 0.
|
| 25 |
},
|
| 26 |
"regime_context": {
|
| 27 |
-
"VIX": 19.
|
| 28 |
-
"T10Y2Y": 0.
|
| 29 |
-
"HY_SPREAD": 2.
|
| 30 |
-
"USD_INDEX":
|
| 31 |
},
|
| 32 |
-
"macro_stress": 0.
|
| 33 |
-
"trained_at": "2026-04-
|
| 34 |
"winning_loss": "sharpe",
|
| 35 |
-
"test_sharpe": 1.
|
| 36 |
-
"test_ann_return": 0.
|
| 37 |
"model_n_params": 130396,
|
| 38 |
"actual_return": null,
|
| 39 |
"hit": null
|
|
|
|
| 2 |
"option": "B",
|
| 3 |
"mode": "fixed_split",
|
| 4 |
"option_name": "Equity Sectors",
|
| 5 |
+
"signal_date": "2026-04-14",
|
| 6 |
+
"last_data_date": "2026-04-13",
|
| 7 |
+
"generated_at": "2026-04-14T00:48:02.909412",
|
| 8 |
"pick": "QQQ",
|
| 9 |
+
"conviction": 0.1634,
|
| 10 |
"weights": {
|
| 11 |
+
"SPY": 0.0666,
|
| 12 |
+
"QQQ": 0.1634,
|
| 13 |
+
"XLK": 0.104,
|
| 14 |
+
"XLF": 0.0532,
|
| 15 |
+
"XLE": 0.0417,
|
| 16 |
+
"XLV": 0.101,
|
| 17 |
+
"XLI": 0.0519,
|
| 18 |
+
"XLY": 0.0695,
|
| 19 |
+
"XLP": 0.0864,
|
| 20 |
+
"XLU": 0.0714,
|
| 21 |
+
"GDX": 0.0329,
|
| 22 |
+
"XLB": 0.0498,
|
| 23 |
+
"XLRE": 0.0816,
|
| 24 |
+
"XME": 0.0267
|
| 25 |
},
|
| 26 |
"regime_context": {
|
| 27 |
+
"VIX": 19.23,
|
| 28 |
+
"T10Y2Y": 0.52,
|
| 29 |
+
"HY_SPREAD": 2.94,
|
| 30 |
+
"USD_INDEX": 118.86
|
| 31 |
},
|
| 32 |
+
"macro_stress": 0.101,
|
| 33 |
+
"trained_at": "2026-04-13T23:29:22.062119",
|
| 34 |
"winning_loss": "sharpe",
|
| 35 |
+
"test_sharpe": 1.1843,
|
| 36 |
+
"test_ann_return": 0.1627,
|
| 37 |
"model_n_params": 130396,
|
| 38 |
"actual_return": null,
|
| 39 |
"hit": null
|