Update latest signals (2026-05-15T06:48:54.279627)

models/latest_signals.json

@@ -1,35 +1,35 @@
 {
-  "generated_at": "2026-05-14T06:54:46.983231",
+  "generated_at": "2026-05-15T06:48:54.279627",
   "option_A": {
     "option": "A",
     "mode": "fixed_split",
     "option_name": "Fixed Income / Alts",
-    "signal_date": "2026-05-14",
-    "last_data_date": "2026-05-13",
-    "generated_at": "2026-05-14T06:54:46.238269",
-    "pick": "LQD",
-    "conviction": 0.3404,
+    "signal_date": "2026-05-15",
+    "last_data_date": "2026-05-14",
+    "generated_at": "2026-05-15T06:48:53.622374",
+    "pick": "PFF",
+    "conviction": 0.3213,
     "weights": {
-      "TLT": 0.0846,
-      "LQD": 0.3404,
-      "HYG": 0.1204,
-      "VNQ": 0.0088,
-      "GLD": 0.0296,
-      "SLV": 0.0122,
-      "PFF": 0.1523,
-      "MBB": 0.2517
+      "TLT": 0.0218,
+      "LQD": 0.2359,
+      "HYG": 0.1215,
+      "VNQ": 0.01,
+      "GLD": 0.0016,
+      "SLV": 0.0017,
+      "PFF": 0.3213,
+      "MBB": 0.2862
     },
     "regime_context": {
-      "VIX": 17.99,
+      "VIX": 17.87,
       "T10Y2Y": 0.48,
       "HY_SPREAD": 2.82,
       "USD_INDEX": 118.04
     },
-    "macro_stress": -0.238,
-    "trained_at": "2026-05-14T04:17:40.113314",
+    "macro_stress": -0.246,
+    "trained_at": "2026-05-15T04:23:01.469973",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.3682,
-    "test_ann_return": 0.1507,
+    "test_sharpe": 1.7363,
+    "test_ann_return": 0.2188,
     "model_n_params": 129616,
     "actual_return": null,
     "hit": null
@@ -38,44 +38,44 @@
     "option": "B",
     "mode": "fixed_split",
     "option_name": "Equity Sectors",
-    "signal_date": "2026-05-14",
-    "last_data_date": "2026-05-13",
-    "generated_at": "2026-05-14T06:54:46.722942",
-    "pick": "XLP",
-    "conviction": 0.1472,
+    "signal_date": "2026-05-15",
+    "last_data_date": "2026-05-14",
+    "generated_at": "2026-05-15T06:48:54.050711",
+    "pick": "XLU",
+    "conviction": 0.1476,
     "weights": {
-      "SPY": 0.018,
-      "QQQ": 0.125,
-      "XLK": 0.0651,
-      "XLF": 0.0144,
-      "XLE": 0.0181,
-      "XLV": 0.1059,
-      "XLI": 0.0361,
-      "XLY": 0.0436,
-      "XLP": 0.1472,
-      "XLU": 0.0934,
-      "GDX": 0.0295,
-      "XLB": 0.017,
-      "IWF": 0.0872,
-      "IWD": 0.0166,
-      "IWO": 0.0321,
-      "XSD": 0.025,
-      "XBI": 0.0525,
-      "XLRE": 0.041,
-      "IWM": 0.0211,
-      "XME": 0.0114
+      "SPY": 0.0384,
+      "QQQ": 0.0584,
+      "XLK": 0.0887,
+      "XLF": 0.0175,
+      "XLE": 0.0163,
+      "XLV": 0.073,
+      "XLI": 0.0309,
+      "XLY": 0.0622,
+      "XLP": 0.0606,
+      "XLU": 0.1476,
+      "GDX": 0.0134,
+      "XLB": 0.0249,
+      "IWF": 0.0887,
+      "IWD": 0.0267,
+      "IWO": 0.0269,
+      "XSD": 0.0786,
+      "XBI": 0.0399,
+      "XLRE": 0.0714,
+      "IWM": 0.0201,
+      "XME": 0.0156
     },
     "regime_context": {
-      "VIX": 17.99,
+      "VIX": 17.87,
       "T10Y2Y": 0.48,
       "HY_SPREAD": 2.82,
       "USD_INDEX": 118.04
     },
-    "macro_stress": -0.238,
-    "trained_at": "2026-05-14T04:34:04.345163",
+    "macro_stress": -0.246,
+    "trained_at": "2026-05-15T04:34:02.664163",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.8218,
-    "test_ann_return": 0.2722,
+    "test_sharpe": 1.4211,
+    "test_ann_return": 0.2179,
     "model_n_params": 131176,
     "actual_return": null,
     "hit": null
@@ -84,35 +84,35 @@
     "option": "A",
     "mode": "shrinking_window",
     "option_name": "Fixed Income / Alts",
-    "signal_date": "2026-05-14",
-    "last_data_date": "2026-05-13",
-    "generated_at": "2026-05-14T06:54:46.459394",
+    "signal_date": "2026-05-15",
+    "last_data_date": "2026-05-14",
+    "generated_at": "2026-05-15T06:48:53.817743",
     "pick": "VNQ",
-    "conviction": 0.3942,
+    "conviction": 0.7477,
     "weights": {
-      "TLT": 0.0467,
-      "LQD": 0.0576,
-      "HYG": 0.0829,
-      "VNQ": 0.3942,
-      "GLD": 0.1665,
-      "SLV": 0.16,
-      "PFF": 0.0519,
-      "MBB": 0.0402
+      "TLT": 0.0043,
+      "LQD": 0.0021,
+      "HYG": 0.008,
+      "VNQ": 0.7477,
+      "GLD": 0.0035,
+      "SLV": 0.2041,
+      "PFF": 0.0245,
+      "MBB": 0.0058
     },
     "regime_context": {
-      "VIX": 17.99,
+      "VIX": 17.87,
       "T10Y2Y": 0.48,
       "HY_SPREAD": 2.82,
       "USD_INDEX": 118.04
     },
-    "macro_stress": -0.238,
-    "trained_at": "2026-05-14T05:06:03.311046",
-    "winning_window": 2,
-    "winning_train_start": "2010-01-01",
+    "macro_stress": -0.246,
+    "trained_at": "2026-05-15T05:07:36.529641",
+    "winning_window": 7,
+    "winning_train_start": "2020-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.4206,
-    "oos_sharpe": 2.0638,
+    "oos_ann_return": 0.524,
+    "oos_sharpe": 2.3193,
     "actual_return": null,
     "hit": null
   },
@@ -120,47 +120,47 @@
     "option": "B",
     "mode": "shrinking_window",
     "option_name": "Equity Sectors",
-    "signal_date": "2026-05-14",
-    "last_data_date": "2026-05-13",
-    "generated_at": "2026-05-14T06:54:46.983072",
-    "pick": "XLU",
-    "conviction": 0.9426,
+    "signal_date": "2026-05-15",
+    "last_data_date": "2026-05-14",
+    "generated_at": "2026-05-15T06:48:54.279452",
+    "pick": "XLP",
+    "conviction": 0.6444,
     "weights": {
-      "SPY": 0.0005,
-      "QQQ": 0.0201,
-      "XLK": 0.0144,
-      "XLF": 0.0006,
-      "XLE": 0.0001,
-      "XLV": 0.0023,
-      "XLI": 0.0024,
-      "XLY": 0.0002,
-      "XLP": 0.0018,
-      "XLU": 0.9426,
-      "GDX": 0.0005,
-      "XLB": 0.0002,
-      "IWF": 0.0099,
-      "IWD": 0.0003,
-      "IWO": 0.0001,
-      "XSD": 0.0024,
-      "XBI": 0.0003,
-      "XLRE": 0.0007,
-      "IWM": 0.0002,
-      "XME": 0.0001
+      "SPY": 0.0059,
+      "QQQ": 0.0278,
+      "XLK": 0.017,
+      "XLF": 0.0807,
+      "XLE": 0.0042,
+      "XLV": 0.0196,
+      "XLI": 0.0075,
+      "XLY": 0.0143,
+      "XLP": 0.6444,
+      "XLU": 0.0451,
+      "GDX": 0.0055,
+      "XLB": 0.0029,
+      "IWF": 0.0135,
+      "IWD": 0.0038,
+      "IWO": 0.0023,
+      "XSD": 0.0051,
+      "XBI": 0.0031,
+      "XLRE": 0.0807,
+      "IWM": 0.0102,
+      "XME": 0.0063
     },
     "regime_context": {
-      "VIX": 17.99,
+      "VIX": 17.87,
       "T10Y2Y": 0.48,
       "HY_SPREAD": 2.82,
       "USD_INDEX": 118.04
     },
-    "macro_stress": -0.238,
-    "trained_at": "2026-05-14T06:54:42.871393",
+    "macro_stress": -0.246,
+    "trained_at": "2026-05-15T06:48:50.191929",
     "winning_window": 4,
     "winning_train_start": "2014-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.5728,
-    "oos_sharpe": 2.0102,
+    "oos_ann_return": 0.7849,
+    "oos_sharpe": 3.348,
     "actual_return": null,
     "hit": null
   }