P2SAMAPA commited on
Commit
e4dcf77
·
verified ·
1 Parent(s): b96831d

Update signal_B_window signal

Browse files
Files changed (1) hide show
  1. models/signal_B_window.json +21 -21
models/signal_B_window.json CHANGED
@@ -2,47 +2,47 @@
2
  "option": "B",
3
  "mode": "shrinking_window",
4
  "option_name": "Equity Sectors",
5
- "signal_date": "2026-05-21",
6
- "last_data_date": "2026-05-20",
7
- "generated_at": "2026-05-21T07:03:16.377759",
8
- "pick": "GDX",
9
- "conviction": 0.9824,
10
  "weights": {
11
  "SPY": 0.0,
12
  "QQQ": 0.0,
13
- "XLK": 0.0107,
14
  "XLF": 0.0,
15
- "XLE": 0.0061,
16
  "XLV": 0.0,
17
  "XLI": 0.0,
18
  "XLY": 0.0,
19
  "XLP": 0.0,
20
- "XLU": 0.0005,
21
- "GDX": 0.9824,
22
  "XLB": 0.0,
23
  "IWF": 0.0,
24
  "IWD": 0.0,
25
  "IWO": 0.0,
26
- "XSD": 0.0,
27
- "XBI": 0.0,
28
  "XLRE": 0.0,
29
  "IWM": 0.0,
30
- "XME": 0.0002
31
  },
32
  "regime_context": {
33
- "VIX": 18.06,
34
- "T10Y2Y": 0.53,
35
- "HY_SPREAD": 2.86,
36
  "USD_INDEX": 119.28
37
  },
38
- "macro_stress": -0.544,
39
- "trained_at": "2026-05-21T07:03:12.136363",
40
- "winning_window": 5,
41
- "winning_train_start": "2016-01-01",
42
  "winning_train_end": "2024-12-31",
43
  "winning_loss": "sharpe",
44
- "oos_ann_return": 0.5766,
45
- "oos_sharpe": 2.3186,
46
  "actual_return": null,
47
  "hit": null
48
  }
 
2
  "option": "B",
3
  "mode": "shrinking_window",
4
  "option_name": "Equity Sectors",
5
+ "signal_date": "2026-05-22",
6
+ "last_data_date": "2026-05-21",
7
+ "generated_at": "2026-05-22T06:49:53.380915",
8
+ "pick": "XSD",
9
+ "conviction": 0.9991,
10
  "weights": {
11
  "SPY": 0.0,
12
  "QQQ": 0.0,
13
+ "XLK": 0.0,
14
  "XLF": 0.0,
15
+ "XLE": 0.0,
16
  "XLV": 0.0,
17
  "XLI": 0.0,
18
  "XLY": 0.0,
19
  "XLP": 0.0,
20
+ "XLU": 0.0,
21
+ "GDX": 0.0002,
22
  "XLB": 0.0,
23
  "IWF": 0.0,
24
  "IWD": 0.0,
25
  "IWO": 0.0,
26
+ "XSD": 0.9991,
27
+ "XBI": 0.0005,
28
  "XLRE": 0.0,
29
  "IWM": 0.0,
30
+ "XME": 0.0
31
  },
32
  "regime_context": {
33
+ "VIX": 17.44,
34
+ "T10Y2Y": 0.49,
35
+ "HY_SPREAD": 2.8,
36
  "USD_INDEX": 119.28
37
  },
38
+ "macro_stress": -0.355,
39
+ "trained_at": "2026-05-22T06:49:48.739868",
40
+ "winning_window": 2,
41
+ "winning_train_start": "2010-01-01",
42
  "winning_train_end": "2024-12-31",
43
  "winning_loss": "sharpe",
44
+ "oos_ann_return": 0.7067,
45
+ "oos_sharpe": 1.6379,
46
  "actual_return": null,
47
  "hit": null
48
  }