Update signal_A_window signal
Browse files- models/signal_A_window.json +16 -16
models/signal_A_window.json
CHANGED
|
@@ -4,18 +4,18 @@
|
|
| 4 |
"option_name": "Fixed Income / Alts",
|
| 5 |
"signal_date": "2026-03-24",
|
| 6 |
"last_data_date": "2026-03-23",
|
| 7 |
-
"generated_at": "2026-03-
|
| 8 |
-
"pick": "
|
| 9 |
-
"conviction": 0.
|
| 10 |
"weights": {
|
| 11 |
-
"TLT": 0.
|
| 12 |
-
"LQD": 0.
|
| 13 |
-
"HYG": 0.
|
| 14 |
-
"VNQ": 0.
|
| 15 |
-
"GLD": 0.
|
| 16 |
-
"SLV": 0.
|
| 17 |
-
"PFF": 0.
|
| 18 |
-
"MBB": 0.
|
| 19 |
},
|
| 20 |
"regime_context": {
|
| 21 |
"VIX": 26.78,
|
|
@@ -24,13 +24,13 @@
|
|
| 24 |
"USD_INDEX": 120.28
|
| 25 |
},
|
| 26 |
"macro_stress": 1.841,
|
| 27 |
-
"trained_at": "2026-03-
|
| 28 |
-
"winning_window":
|
| 29 |
-
"winning_train_start": "
|
| 30 |
"winning_train_end": "2024-12-31",
|
| 31 |
"winning_loss": "sharpe",
|
| 32 |
-
"oos_ann_return": 0.
|
| 33 |
-
"oos_sharpe": 2.
|
| 34 |
"actual_return": 0.0,
|
| 35 |
"hit": false
|
| 36 |
}
|
|
|
|
| 4 |
"option_name": "Fixed Income / Alts",
|
| 5 |
"signal_date": "2026-03-24",
|
| 6 |
"last_data_date": "2026-03-23",
|
| 7 |
+
"generated_at": "2026-03-28T00:46:02.525919",
|
| 8 |
+
"pick": "GLD",
|
| 9 |
+
"conviction": 0.6427,
|
| 10 |
"weights": {
|
| 11 |
+
"TLT": 0.0101,
|
| 12 |
+
"LQD": 0.0769,
|
| 13 |
+
"HYG": 0.1045,
|
| 14 |
+
"VNQ": 0.0445,
|
| 15 |
+
"GLD": 0.6427,
|
| 16 |
+
"SLV": 0.0075,
|
| 17 |
+
"PFF": 0.0815,
|
| 18 |
+
"MBB": 0.0324
|
| 19 |
},
|
| 20 |
"regime_context": {
|
| 21 |
"VIX": 26.78,
|
|
|
|
| 24 |
"USD_INDEX": 120.28
|
| 25 |
},
|
| 26 |
"macro_stress": 1.841,
|
| 27 |
+
"trained_at": "2026-03-27T23:47:55.034578",
|
| 28 |
+
"winning_window": 3,
|
| 29 |
+
"winning_train_start": "2012-01-01",
|
| 30 |
"winning_train_end": "2024-12-31",
|
| 31 |
"winning_loss": "sharpe",
|
| 32 |
+
"oos_ann_return": 0.3766,
|
| 33 |
+
"oos_sharpe": 2.2193,
|
| 34 |
"actual_return": 0.0,
|
| 35 |
"hit": false
|
| 36 |
}
|