P2SAMAPA commited on
Commit
ccfac09
·
verified ·
1 Parent(s): c37c384

Update signal_B signal

Browse files
Files changed (1) hide show
  1. 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": "2026-04-13",
6
- "last_data_date": "2026-04-10",
7
- "generated_at": "2026-04-11T05:26:50.296206",
8
  "pick": "QQQ",
9
- "conviction": 0.193,
10
  "weights": {
11
- "SPY": 0.0838,
12
- "QQQ": 0.193,
13
- "XLK": 0.1515,
14
- "XLF": 0.0268,
15
- "XLE": 0.0243,
16
- "XLV": 0.1118,
17
- "XLI": 0.0464,
18
- "XLY": 0.0707,
19
- "XLP": 0.0667,
20
- "XLU": 0.1006,
21
- "GDX": 0.022,
22
- "XLB": 0.0552,
23
- "XLRE": 0.036,
24
- "XME": 0.0111
25
  },
26
  "regime_context": {
27
- "VIX": 19.49,
28
- "T10Y2Y": 0.5,
29
- "HY_SPREAD": 2.9,
30
- "USD_INDEX": 120.5
31
  },
32
- "macro_stress": 0.165,
33
- "trained_at": "2026-04-11T03:44:46.520116",
34
  "winning_loss": "sharpe",
35
- "test_sharpe": 1.1517,
36
- "test_ann_return": 0.1631,
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