P2SAMAPA commited on
Commit
e8e3496
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verified ·
1 Parent(s): 954719a

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +20 -20
models/signal_A_window.json CHANGED
@@ -2,35 +2,35 @@
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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- "signal_date": "2026-04-16",
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- "last_data_date": "2026-04-15",
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- "generated_at": "2026-04-16T02:54:26.240079",
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- "pick": "GLD",
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- "conviction": 0.7993,
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  "weights": {
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- "TLT": 0.0027,
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- "LQD": 0.0037,
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- "HYG": 0.0044,
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- "VNQ": 0.0072,
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- "GLD": 0.7993,
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- "SLV": 0.1809,
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- "PFF": 0.0004,
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- "MBB": 0.0015
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  },
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  "regime_context": {
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- "VIX": 18.36,
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- "T10Y2Y": 0.53,
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- "HY_SPREAD": 2.84,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": -0.217,
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- "trained_at": "2026-04-16T02:06:28.816556",
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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": 0.5367,
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- "oos_sharpe": 2.0738,
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  "actual_return": null,
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  "hit": null
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  }
 
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-04-17",
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+ "last_data_date": "2026-04-16",
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+ "generated_at": "2026-04-17T06:15:39.601722",
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+ "pick": "SLV",
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+ "conviction": 0.9461,
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  "weights": {
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+ "TLT": 0.001,
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+ "LQD": 0.0007,
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+ "HYG": 0.0029,
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+ "VNQ": 0.0044,
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+ "GLD": 0.0438,
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+ "SLV": 0.9461,
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+ "PFF": 0.0009,
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+ "MBB": 0.0003
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  },
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  "regime_context": {
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+ "VIX": 18.17,
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+ "T10Y2Y": 0.54,
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+ "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.86
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  },
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+ "macro_stress": -0.271,
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+ "trained_at": "2026-04-17T05:05:40.734209",
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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": 0.4945,
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+ "oos_sharpe": 2.7009,
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  "actual_return": null,
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  "hit": null
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  }