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e67595f
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1 Parent(s): ca910b8

Update signal_B_window signal

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  1. models/signal_B_window.json +31 -31
models/signal_B_window.json CHANGED
@@ -2,45 +2,45 @@
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  "option": "B",
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  "mode": "shrinking_window",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-04-23",
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- "last_data_date": "2026-04-22",
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- "generated_at": "2026-04-23T03:19:23.291666",
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- "pick": "XSD",
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- "conviction": 0.4944,
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  "weights": {
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- "SPY": 0.0069,
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- "QQQ": 0.0058,
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- "XLK": 0.0292,
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- "XLF": 0.0096,
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- "XLE": 0.0273,
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- "XLV": 0.0163,
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- "XLI": 0.0104,
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- "XLY": 0.0224,
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- "XLP": 0.0083,
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- "XLU": 0.0189,
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- "GDX": 0.2487,
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- "XLB": 0.0252,
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- "IWF": 0.0098,
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- "XSD": 0.4944,
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- "XBI": 0.0214,
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- "XLRE": 0.0063,
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- "IWM": 0.0069,
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- "XME": 0.0323
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  },
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  "regime_context": {
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- "VIX": 19.5,
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  "T10Y2Y": 0.51,
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- "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.08
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  },
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- "macro_stress": -0.111,
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- "trained_at": "2026-04-23T03:19:19.281928",
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- "winning_window": 1,
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- "winning_train_start": "2008-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.6395,
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- "oos_sharpe": 2.0257,
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  "actual_return": null,
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  "hit": null
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  }
 
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  "option": "B",
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  "mode": "shrinking_window",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-04-24",
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+ "last_data_date": "2026-04-23",
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+ "generated_at": "2026-04-24T02:35:56.174361",
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+ "pick": "XLU",
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+ "conviction": 0.4118,
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  "weights": {
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+ "SPY": 0.0149,
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+ "QQQ": 0.1648,
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+ "XLK": 0.0451,
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+ "XLF": 0.035,
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+ "XLE": 0.0003,
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+ "XLV": 0.2521,
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+ "XLI": 0.0047,
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+ "XLY": 0.035,
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+ "XLP": 0.0032,
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+ "XLU": 0.4118,
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+ "GDX": 0.0009,
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+ "XLB": 0.0004,
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+ "IWF": 0.0203,
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+ "XSD": 0.0023,
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+ "XBI": 0.0016,
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+ "XLRE": 0.0066,
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+ "IWM": 0.0006,
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+ "XME": 0.0004
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  },
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  "regime_context": {
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+ "VIX": 18.92,
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  "T10Y2Y": 0.51,
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+ "HY_SPREAD": 2.84,
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  "USD_INDEX": 118.08
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  },
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+ "macro_stress": -0.205,
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+ "trained_at": "2026-04-24T02:35:52.014047",
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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": 0.4806,
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+ "oos_sharpe": 1.878,
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  "actual_return": null,
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  "hit": null
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  }