Update latest signals (2026-03-28T00:46:03.008004)

models/latest_signals.json

@@ -1,23 +1,23 @@
 {
-  "generated_at": "2026-03-27T00:31:55.403147",
+  "generated_at": "2026-03-28T00:46:03.008004",
   "option_A": {
     "option": "A",
     "mode": "fixed_split",
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-03-24",
     "last_data_date": "2026-03-23",
-    "generated_at": "2026-03-27T00:31:54.710684",
-    "pick": "GLD",
-    "conviction": 0.6814,
+    "generated_at": "2026-03-28T00:46:02.302676",
+    "pick": "VNQ",
+    "conviction": 0.971,
     "weights": {
-      "TLT": 0.0575,
-      "LQD": 0.0373,
-      "HYG": 0.0096,
-      "VNQ": 0.1504,
-      "GLD": 0.6814,
-      "SLV": 0.0358,
-      "PFF": 0.0026,
-      "MBB": 0.0254
+      "TLT": 0.0175,
+      "LQD": 0.0003,
+      "HYG": 0.0002,
+      "VNQ": 0.971,
+      "GLD": 0.0074,
+      "SLV": 0.0032,
+      "PFF": 0.0001,
+      "MBB": 0.0001
     },
     "regime_context": {
       "VIX": 26.78,
@@ -26,10 +26,10 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-26T23:02:07.782150",
+    "trained_at": "2026-03-27T23:12:17.063144",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.5782,
-    "test_ann_return": 0.1437,
+    "test_sharpe": 1.3681,
+    "test_ann_return": 0.1177,
     "model_n_params": 129616,
     "actual_return": 0.0,
     "hit": false
@@ -40,22 +40,22 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-03-24",
     "last_data_date": "2026-03-23",
-    "generated_at": "2026-03-27T00:31:55.165522",
-    "pick": "QQQ",
-    "conviction": 0.2262,
+    "generated_at": "2026-03-28T00:46:02.765855",
+    "pick": "XLU",
+    "conviction": 0.3413,
     "weights": {
-      "SPY": 0.1033,
-      "QQQ": 0.2262,
-      "XLK": 0.0768,
-      "XLF": 0.0453,
-      "XLE": 0.0194,
-      "XLV": 0.1671,
-      "XLI": 0.0739,
-      "XLY": 0.0535,
-      "XLP": 0.0992,
-      "XLU": 0.0835,
-      "GDX": 0.0331,
-      "XME": 0.0187
+      "SPY": 0.0097,
+      "QQQ": 0.008,
+      "XLK": 0.0155,
+      "XLF": 0.0059,
+      "XLE": 0.0093,
+      "XLV": 0.21,
+      "XLI": 0.0111,
+      "XLY": 0.0301,
+      "XLP": 0.1788,
+      "XLU": 0.3413,
+      "GDX": 0.1715,
+      "XME": 0.0089
     },
     "regime_context": {
       "VIX": 26.78,
@@ -64,10 +64,10 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-26T23:07:55.632385",
-    "winning_loss": "sharpe",
-    "test_sharpe": 1.2524,
-    "test_ann_return": 0.1689,
+    "trained_at": "2026-03-27T23:18:18.985300",
+    "winning_loss": "\u2014",
+    "test_sharpe": 1.2775,
+    "test_ann_return": 0.1705,
     "model_n_params": 130136,
     "actual_return": 0.0,
     "hit": false
@@ -78,18 +78,18 @@
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-03-24",
     "last_data_date": "2026-03-23",
-    "generated_at": "2026-03-27T00:31:54.930449",
-    "pick": "SLV",
-    "conviction": 0.5598,
+    "generated_at": "2026-03-28T00:46:02.525919",
+    "pick": "GLD",
+    "conviction": 0.6427,
     "weights": {
-      "TLT": 0.0229,
-      "LQD": 0.02,
-      "HYG": 0.0513,
-      "VNQ": 0.0974,
-      "GLD": 0.1978,
-      "SLV": 0.5598,
-      "PFF": 0.0237,
-      "MBB": 0.0272
+      "TLT": 0.0101,
+      "LQD": 0.0769,
+      "HYG": 0.1045,
+      "VNQ": 0.0445,
+      "GLD": 0.6427,
+      "SLV": 0.0075,
+      "PFF": 0.0815,
+      "MBB": 0.0324
     },
     "regime_context": {
       "VIX": 26.78,
@@ -98,13 +98,13 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-26T23:35:07.262486",
-    "winning_window": 2,
-    "winning_train_start": "2010-01-01",
+    "trained_at": "2026-03-27T23:47:55.034578",
+    "winning_window": 3,
+    "winning_train_start": "2012-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.4333,
-    "oos_sharpe": 2.0734,
+    "oos_ann_return": 0.3766,
+    "oos_sharpe": 2.2193,
     "actual_return": 0.0,
     "hit": false
   },
@@ -114,22 +114,22 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-03-24",
     "last_data_date": "2026-03-23",
-    "generated_at": "2026-03-27T00:31:55.402994",
-    "pick": "GDX",
-    "conviction": 0.9932,
+    "generated_at": "2026-03-28T00:46:03.007830",
+    "pick": "XLE",
+    "conviction": 0.8136,
     "weights": {
-      "SPY": 0.0003,
-      "QQQ": 0.0009,
-      "XLK": 0.0021,
-      "XLF": 0.0008,
-      "XLE": 0.0001,
-      "XLV": 0.0001,
-      "XLI": 0.0005,
-      "XLY": 0.0017,
-      "XLP": 0.0001,
-      "XLU": 0.0,
-      "GDX": 0.9932,
-      "XME": 0.0003
+      "SPY": 0.0005,
+      "QQQ": 0.0057,
+      "XLK": 0.061,
+      "XLF": 0.0046,
+      "XLE": 0.8136,
+      "XLV": 0.0141,
+      "XLI": 0.0007,
+      "XLY": 0.0014,
+      "XLP": 0.0028,
+      "XLU": 0.011,
+      "GDX": 0.0761,
+      "XME": 0.0086
     },
     "regime_context": {
       "VIX": 26.78,
@@ -138,13 +138,13 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-27T00:31:51.180573",
+    "trained_at": "2026-03-28T00:45:58.733658",
     "winning_window": 6,
     "winning_train_start": "2018-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.6594,
-    "oos_sharpe": 2.3312,
+    "oos_ann_return": 0.4787,
+    "oos_sharpe": 1.9312,
     "actual_return": 0.0,
     "hit": false
   }