P2SAMAPA commited on
Commit
d006262
·
verified ·
1 Parent(s): 6f60211

Update signal_B signal

Browse files
Files changed (1) hide show
  1. models/signal_B.json +27 -27
models/signal_B.json CHANGED
@@ -2,39 +2,39 @@
2
  "option": "B",
3
  "mode": "fixed_split",
4
  "option_name": "Equity Sectors",
5
- "signal_date": "2026-04-16",
6
- "last_data_date": "2026-04-15",
7
- "generated_at": "2026-04-16T02:54:26.410306",
8
- "pick": "XLRE",
9
- "conviction": 0.4093,
10
  "weights": {
11
- "SPY": 0.0001,
12
- "QQQ": 0.0126,
13
- "XLK": 0.0032,
14
- "XLF": 0.0009,
15
- "XLE": 0.0001,
16
- "XLV": 0.1993,
17
- "XLI": 0.0005,
18
- "XLY": 0.0013,
19
- "XLP": 0.058,
20
- "XLU": 0.3144,
21
- "GDX": 0.0001,
22
- "XLB": 0.0001,
23
- "XLRE": 0.4093,
24
- "IWM": 0.0001,
25
- "XME": 0.0
26
  },
27
  "regime_context": {
28
- "VIX": 18.36,
29
- "T10Y2Y": 0.53,
30
- "HY_SPREAD": 2.84,
31
  "USD_INDEX": 118.86
32
  },
33
- "macro_stress": -0.217,
34
- "trained_at": "2026-04-16T01:42:18.562622",
35
  "winning_loss": "sharpe",
36
- "test_sharpe": 0.7426,
37
- "test_ann_return": 0.1087,
38
  "model_n_params": 130526,
39
  "actual_return": null,
40
  "hit": null
 
2
  "option": "B",
3
  "mode": "fixed_split",
4
  "option_name": "Equity Sectors",
5
+ "signal_date": "2026-04-17",
6
+ "last_data_date": "2026-04-16",
7
+ "generated_at": "2026-04-17T06:15:39.846133",
8
+ "pick": "XLU",
9
+ "conviction": 0.1567,
10
  "weights": {
11
+ "SPY": 0.1049,
12
+ "QQQ": 0.0864,
13
+ "XLK": 0.0764,
14
+ "XLF": 0.044,
15
+ "XLE": 0.0364,
16
+ "XLV": 0.1132,
17
+ "XLI": 0.0485,
18
+ "XLY": 0.0717,
19
+ "XLP": 0.1009,
20
+ "XLU": 0.1567,
21
+ "GDX": 0.0352,
22
+ "XLB": 0.0248,
23
+ "XLRE": 0.0403,
24
+ "IWM": 0.0411,
25
+ "XME": 0.0195
26
  },
27
  "regime_context": {
28
+ "VIX": 18.17,
29
+ "T10Y2Y": 0.54,
30
+ "HY_SPREAD": 2.85,
31
  "USD_INDEX": 118.86
32
  },
33
+ "macro_stress": -0.271,
34
+ "trained_at": "2026-04-17T04:35:36.949059",
35
  "winning_loss": "sharpe",
36
+ "test_sharpe": 1.2752,
37
+ "test_ann_return": 0.1672,
38
  "model_n_params": 130526,
39
  "actual_return": null,
40
  "hit": null