P2SAMAPA commited on
Commit
eba0b53
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verified ·
1 Parent(s): 801f1fd

Update signal_B signal

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Files changed (1) hide show
  1. models/signal_B.json +27 -27
models/signal_B.json CHANGED
@@ -2,44 +2,44 @@
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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- "signal_date": "2026-05-19",
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- "last_data_date": "2026-05-18",
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- "generated_at": "2026-05-19T07:30:55.671706",
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- "pick": "QQQ",
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- "conviction": 0.8417,
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  "weights": {
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- "SPY": 0.0004,
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- "QQQ": 0.8417,
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- "XLK": 0.0758,
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- "XLF": 0.0001,
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- "XLE": 0.0001,
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- "XLV": 0.0074,
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  "XLI": 0.0,
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- "XLY": 0.0032,
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- "XLP": 0.0006,
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- "XLU": 0.0044,
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- "GDX": 0.0011,
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  "XLB": 0.0,
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- "IWF": 0.0052,
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  "IWD": 0.0,
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- "IWO": 0.0002,
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- "XSD": 0.0568,
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- "XBI": 0.0005,
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- "XLRE": 0.0025,
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- "IWM": 0.0001,
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  "XME": 0.0
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  },
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  "regime_context": {
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- "VIX": 18.43,
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  "T10Y2Y": 0.54,
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- "HY_SPREAD": 2.8,
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  "USD_INDEX": 119.28
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  },
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- "macro_stress": -0.688,
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- "trained_at": "2026-05-19T05:00:24.553806",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.705,
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- "test_ann_return": 0.3906,
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  "model_n_params": 131176,
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  "actual_return": null,
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  "hit": null
 
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  "option": "B",
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  "mode": "fixed_split",
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  "option_name": "Equity Sectors",
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+ "signal_date": "2026-05-20",
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+ "last_data_date": "2026-05-19",
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+ "generated_at": "2026-05-20T06:56:27.066865",
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+ "pick": "XLV",
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+ "conviction": 0.8542,
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  "weights": {
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+ "SPY": 0.0,
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+ "QQQ": 0.0143,
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+ "XLK": 0.0001,
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+ "XLF": 0.0,
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+ "XLE": 0.0,
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+ "XLV": 0.8542,
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  "XLI": 0.0,
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+ "XLY": 0.0025,
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+ "XLP": 0.1233,
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+ "XLU": 0.0045,
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+ "GDX": 0.0,
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  "XLB": 0.0,
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+ "IWF": 0.0001,
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  "IWD": 0.0,
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+ "IWO": 0.0,
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+ "XSD": 0.0,
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+ "XBI": 0.0002,
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+ "XLRE": 0.0007,
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+ "IWM": 0.0,
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  "XME": 0.0
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  },
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  "regime_context": {
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+ "VIX": 17.82,
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  "T10Y2Y": 0.54,
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+ "HY_SPREAD": 2.83,
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  "USD_INDEX": 119.28
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  },
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+ "macro_stress": -0.695,
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+ "trained_at": "2026-05-20T04:53:54.435894",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.6814,
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+ "test_ann_return": 0.4544,
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  "model_n_params": 131176,
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  "actual_return": null,
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  "hit": null