P2SAMAPA commited on
Commit
dd03260
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verified ·
1 Parent(s): 1dadfe3

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +16 -16
models/signal_A_window.json CHANGED
@@ -4,18 +4,18 @@
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  "option_name": "Fixed Income / Alts",
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  "signal_date": "2026-03-24",
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  "last_data_date": "2026-03-23",
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- "generated_at": "2026-03-27T00:31:54.930449",
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- "pick": "SLV",
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- "conviction": 0.5598,
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  "weights": {
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- "TLT": 0.0229,
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- "LQD": 0.02,
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- "HYG": 0.0513,
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- "VNQ": 0.0974,
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- "GLD": 0.1978,
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- "SLV": 0.5598,
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- "PFF": 0.0237,
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- "MBB": 0.0272
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  },
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  "regime_context": {
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  "VIX": 26.78,
@@ -24,13 +24,13 @@
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  "USD_INDEX": 120.28
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  },
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  "macro_stress": 1.841,
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- "trained_at": "2026-03-26T23:35:07.262486",
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- "winning_window": 2,
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- "winning_train_start": "2010-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.4333,
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- "oos_sharpe": 2.0734,
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  "actual_return": 0.0,
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  "hit": false
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  }
 
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  "option_name": "Fixed Income / Alts",
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  "signal_date": "2026-03-24",
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  "last_data_date": "2026-03-23",
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+ "generated_at": "2026-03-28T00:46:02.525919",
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+ "pick": "GLD",
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+ "conviction": 0.6427,
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  "weights": {
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+ "TLT": 0.0101,
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+ "LQD": 0.0769,
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+ "HYG": 0.1045,
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+ "VNQ": 0.0445,
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+ "GLD": 0.6427,
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+ "SLV": 0.0075,
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+ "PFF": 0.0815,
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+ "MBB": 0.0324
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  },
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  "regime_context": {
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  "VIX": 26.78,
 
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  "USD_INDEX": 120.28
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  },
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  "macro_stress": 1.841,
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+ "trained_at": "2026-03-27T23:47:55.034578",
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+ "winning_window": 3,
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+ "winning_train_start": "2012-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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+ "oos_ann_return": 0.3766,
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+ "oos_sharpe": 2.2193,
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  "actual_return": 0.0,
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  "hit": false
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  }