Update latest signals (2026-06-01T04:07:24.135122)

models/latest_signals.json

@@ -1,23 +1,23 @@
 {
-  "generated_at": "2026-05-30T03:24:11.993211",
+  "generated_at": "2026-06-01T04:07:24.135122",
   "option_A": {
     "option": "A",
     "mode": "fixed_split",
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-06-01",
     "last_data_date": "2026-05-29",
-    "generated_at": "2026-05-30T03:24:11.326630",
-    "pick": "TLT",
-    "conviction": 0.6309,
+    "generated_at": "2026-06-01T04:07:23.392367",
+    "pick": "VNQ",
+    "conviction": 0.9792,
     "weights": {
-      "TLT": 0.6309,
-      "LQD": 0.0027,
-      "HYG": 0.0016,
-      "VNQ": 0.309,
-      "GLD": 0.0443,
-      "SLV": 0.0075,
-      "PFF": 0.003,
-      "MBB": 0.001
+      "TLT": 0.0171,
+      "LQD": 0.0006,
+      "HYG": 0.0002,
+      "VNQ": 0.9792,
+      "GLD": 0.0009,
+      "SLV": 0.0001,
+      "PFF": 0.0012,
+      "MBB": 0.0008
     },
     "regime_context": {
       "VIX": 15.74,
@@ -26,10 +26,10 @@
       "USD_INDEX": 119.29
     },
     "macro_stress": -0.311,
-    "trained_at": "2026-05-30T01:21:07.686488",
+    "trained_at": "2026-06-01T01:33:30.717601",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.4273,
-    "test_ann_return": 0.1436,
+    "test_sharpe": 1.4599,
+    "test_ann_return": 0.1269,
     "model_n_params": 129616,
     "actual_return": null,
     "hit": null
@@ -40,30 +40,30 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-06-01",
     "last_data_date": "2026-05-29",
-    "generated_at": "2026-05-30T03:24:11.756539",
-    "pick": "GDX",
-    "conviction": 0.5468,
+    "generated_at": "2026-06-01T04:07:23.875453",
+    "pick": "XLV",
+    "conviction": 0.8129,
     "weights": {
-      "SPY": 0.012,
-      "QQQ": 0.0081,
-      "XLK": 0.011,
-      "XLF": 0.0228,
-      "XLE": 0.0425,
-      "XLV": 0.0058,
-      "XLI": 0.0127,
-      "XLY": 0.0083,
-      "XLP": 0.0064,
-      "XLU": 0.0241,
-      "GDX": 0.5468,
-      "XLB": 0.021,
-      "IWF": 0.0041,
-      "IWD": 0.0518,
-      "IWO": 0.0302,
-      "XSD": 0.0115,
-      "XBI": 0.0327,
-      "XLRE": 0.0049,
-      "IWM": 0.0417,
-      "XME": 0.1014
+      "SPY": 0.0,
+      "QQQ": 0.0581,
+      "XLK": 0.0002,
+      "XLF": 0.0,
+      "XLE": 0.0,
+      "XLV": 0.8129,
+      "XLI": 0.0,
+      "XLY": 0.0031,
+      "XLP": 0.039,
+      "XLU": 0.0007,
+      "GDX": 0.0,
+      "XLB": 0.0,
+      "IWF": 0.0003,
+      "IWD": 0.0,
+      "IWO": 0.0,
+      "XSD": 0.0004,
+      "XBI": 0.0304,
+      "XLRE": 0.0548,
+      "IWM": 0.0,
+      "XME": 0.0
     },
     "regime_context": {
       "VIX": 15.74,
@@ -72,10 +72,10 @@
       "USD_INDEX": 119.29
     },
     "macro_stress": -0.311,
-    "trained_at": "2026-05-30T01:30:38.307707",
+    "trained_at": "2026-06-01T01:51:36.823858",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.9065,
-    "test_ann_return": 0.3422,
+    "test_sharpe": 1.5796,
+    "test_ann_return": 0.3392,
     "model_n_params": 131176,
     "actual_return": null,
     "hit": null
@@ -86,18 +86,18 @@
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-06-01",
     "last_data_date": "2026-05-29",
-    "generated_at": "2026-05-30T03:24:11.523207",
-    "pick": "SLV",
-    "conviction": 0.9912,
+    "generated_at": "2026-06-01T04:07:23.612634",
+    "pick": "VNQ",
+    "conviction": 0.651,
     "weights": {
-      "TLT": 0.0002,
-      "LQD": 0.0001,
-      "HYG": 0.0002,
-      "VNQ": 0.0029,
-      "GLD": 0.0044,
-      "SLV": 0.9912,
+      "TLT": 0.0014,
+      "LQD": 0.0014,
+      "HYG": 0.0035,
+      "VNQ": 0.651,
+      "GLD": 0.0192,
+      "SLV": 0.3187,
       "PFF": 0.0012,
-      "MBB": 0.0
+      "MBB": 0.0037
     },
     "regime_context": {
       "VIX": 15.74,
@@ -106,13 +106,13 @@
       "USD_INDEX": 119.29
     },
     "macro_stress": -0.311,
-    "trained_at": "2026-05-30T02:03:32.619374",
+    "trained_at": "2026-06-01T02:22:42.511892",
     "winning_window": 7,
     "winning_train_start": "2020-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.3836,
-    "oos_sharpe": 2.9191,
+    "oos_ann_return": 0.3852,
+    "oos_sharpe": 3.0782,
     "actual_return": null,
     "hit": null
   },
@@ -122,30 +122,30 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-06-01",
     "last_data_date": "2026-05-29",
-    "generated_at": "2026-05-30T03:24:11.993043",
-    "pick": "XLU",
-    "conviction": 0.2485,
+    "generated_at": "2026-06-01T04:07:24.134989",
+    "pick": "GDX",
+    "conviction": 0.1835,
     "weights": {
-      "SPY": 0.0138,
-      "QQQ": 0.2437,
-      "XLK": 0.1065,
-      "XLF": 0.0197,
-      "XLE": 0.0056,
-      "XLV": 0.0376,
-      "XLI": 0.0058,
-      "XLY": 0.0118,
-      "XLP": 0.0595,
-      "XLU": 0.2485,
-      "GDX": 0.0041,
-      "XLB": 0.0018,
-      "IWF": 0.2188,
-      "IWD": 0.005,
-      "IWO": 0.0008,
-      "XSD": 0.0026,
-      "XBI": 0.0008,
-      "XLRE": 0.0093,
-      "IWM": 0.0014,
-      "XME": 0.0028
+      "SPY": 0.0103,
+      "QQQ": 0.0342,
+      "XLK": 0.0442,
+      "XLF": 0.0989,
+      "XLE": 0.0373,
+      "XLV": 0.0631,
+      "XLI": 0.0201,
+      "XLY": 0.0206,
+      "XLP": 0.0382,
+      "XLU": 0.1607,
+      "GDX": 0.1835,
+      "XLB": 0.0166,
+      "IWF": 0.0244,
+      "IWD": 0.0085,
+      "IWO": 0.0076,
+      "XSD": 0.1445,
+      "XBI": 0.0319,
+      "XLRE": 0.0088,
+      "IWM": 0.013,
+      "XME": 0.0336
     },
     "regime_context": {
       "VIX": 15.74,
@@ -154,13 +154,13 @@
       "USD_INDEX": 119.29
     },
     "macro_stress": -0.311,
-    "trained_at": "2026-05-30T03:24:07.832823",
-    "winning_window": 5,
-    "winning_train_start": "2016-01-01",
+    "trained_at": "2026-06-01T04:07:19.918623",
+    "winning_window": 4,
+    "winning_train_start": "2014-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.567,
-    "oos_sharpe": 2.3932,
+    "oos_ann_return": 0.7346,
+    "oos_sharpe": 2.7283,
     "actual_return": null,
     "hit": null
   }