Update signal_B_window signal

models/signal_B_window.json

@@ -2,47 +2,47 @@
   "option": "B",
   "mode": "shrinking_window",
   "option_name": "Equity Sectors",
-  "signal_date": "2026-05-28",
-  "last_data_date": "2026-05-27",
-  "generated_at": "2026-05-28T07:13:31.839164",
+  "signal_date": "2026-05-29",
+  "last_data_date": "2026-05-28",
+  "generated_at": "2026-05-29T10:13:53.866232",
   "pick": "XLP",
-  "conviction": 0.3369,
+  "conviction": 0.4209,
   "weights": {
-    "SPY": 0.0139,
-    "QQQ": 0.0219,
-    "XLK": 0.0267,
-    "XLF": 0.0118,
-    "XLE": 0.0474,
-    "XLV": 0.1347,
-    "XLI": 0.0457,
-    "XLY": 0.0279,
-    "XLP": 0.3369,
-    "XLU": 0.1704,
-    "GDX": 0.0182,
-    "XLB": 0.0071,
-    "IWF": 0.0076,
-    "IWD": 0.0066,
-    "IWO": 0.0058,
-    "XSD": 0.012,
-    "XBI": 0.0125,
-    "XLRE": 0.0706,
-    "IWM": 0.0121,
-    "XME": 0.0103
+    "SPY": 0.0005,
+    "QQQ": 0.0008,
+    "XLK": 0.0041,
+    "XLF": 0.0104,
+    "XLE": 0.0595,
+    "XLV": 0.2387,
+    "XLI": 0.0011,
+    "XLY": 0.0006,
+    "XLP": 0.4209,
+    "XLU": 0.0677,
+    "GDX": 0.1303,
+    "XLB": 0.0004,
+    "IWF": 0.0014,
+    "IWD": 0.0022,
+    "IWO": 0.0004,
+    "XSD": 0.0,
+    "XBI": 0.0006,
+    "XLRE": 0.0535,
+    "IWM": 0.0003,
+    "XME": 0.0064
   },
   "regime_context": {
-    "VIX": 17.01,
-    "T10Y2Y": 0.48,
-    "HY_SPREAD": 2.72,
+    "VIX": 16.29,
+    "T10Y2Y": 0.46,
+    "HY_SPREAD": 2.71,
     "USD_INDEX": 119.29
   },
-  "macro_stress": -0.425,
-  "trained_at": "2026-05-28T07:13:27.866251",
-  "winning_window": 3,
-  "winning_train_start": "2012-01-01",
+  "macro_stress": -0.299,
+  "trained_at": "2026-05-29T10:13:49.570785",
+  "winning_window": 6,
+  "winning_train_start": "2018-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.6629,
-  "oos_sharpe": 2.2526,
+  "oos_ann_return": 0.5436,
+  "oos_sharpe": 2.4864,
   "actual_return": null,
   "hit": null
 }