Update latest signals (2026-03-26T11:07:56.486804)

models/latest_signals.json

@@ -1,23 +1,23 @@
 {
-  "generated_at": "2026-03-26T08:48:48.094719",
+  "generated_at": "2026-03-26T11:07:56.486804",
   "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": "2026-03-26T08:48:47.412868",
-    "pick": "MBB",
-    "conviction": 0.7619,
+    "generated_at": "2026-03-26T11:07:55.799483",
+    "pick": "PFF",
+    "conviction": 0.2868,
     "weights": {
-      "TLT": 0.0052,
-      "LQD": 0.0324,
-      "HYG": 0.1025,
-      "VNQ": 0.0029,
-      "GLD": 0.0329,
-      "SLV": 0.0005,
-      "PFF": 0.0617,
-      "MBB": 0.7619
+      "TLT": 0.2166,
+      "LQD": 0.1466,
+      "HYG": 0.0901,
+      "VNQ": 0.1664,
+      "GLD": 0.0213,
+      "SLV": 0.0031,
+      "PFF": 0.2868,
+      "MBB": 0.069
     },
     "regime_context": {
       "VIX": 26.78,
@@ -26,10 +26,10 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-26T07:23:33.516257",
-    "winning_loss": "\u2014",
-    "test_sharpe": 0.745,
-    "test_ann_return": 0.0588,
+    "trained_at": "2026-03-26T09:34:17.389896",
+    "winning_loss": "sharpe",
+    "test_sharpe": 1.6219,
+    "test_ann_return": 0.1732,
     "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": "2026-03-26T08:48:47.859016",
-    "pick": "XLU",
-    "conviction": 0.1979,
+    "generated_at": "2026-03-26T11:07:56.249339",
+    "pick": "GDX",
+    "conviction": 0.9642,
     "weights": {
-      "SPY": 0.031,
-      "QQQ": 0.0668,
-      "XLK": 0.0514,
-      "XLF": 0.0314,
-      "XLE": 0.0322,
-      "XLV": 0.1662,
-      "XLI": 0.0293,
-      "XLY": 0.0345,
-      "XLP": 0.174,
-      "XLU": 0.1979,
-      "GDX": 0.1577,
-      "XME": 0.0275
+      "SPY": 0.0002,
+      "QQQ": 0.0,
+      "XLK": 0.0002,
+      "XLF": 0.0023,
+      "XLE": 0.0163,
+      "XLV": 0.0001,
+      "XLI": 0.0006,
+      "XLY": 0.0013,
+      "XLP": 0.0003,
+      "XLU": 0.0038,
+      "GDX": 0.9642,
+      "XME": 0.0108
     },
     "regime_context": {
       "VIX": 26.78,
@@ -64,10 +64,10 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-26T07:28:58.636094",
-    "winning_loss": "\u2014",
-    "test_sharpe": 1.2553,
-    "test_ann_return": 0.1751,
+    "trained_at": "2026-03-26T09:42:26.958585",
+    "winning_loss": "sharpe",
+    "test_sharpe": 1.2818,
+    "test_ann_return": 0.3186,
     "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": "2026-03-26T08:48:47.629782",
+    "generated_at": "2026-03-26T11:07:56.016738",
     "pick": "GLD",
-    "conviction": 0.9339,
+    "conviction": 0.9724,
     "weights": {
-      "TLT": 0.0002,
-      "LQD": 0.001,
-      "HYG": 0.003,
-      "VNQ": 0.0359,
-      "GLD": 0.9339,
-      "SLV": 0.0257,
-      "PFF": 0.0001,
-      "MBB": 0.0001
+      "TLT": 0.0,
+      "LQD": 0.0002,
+      "HYG": 0.021,
+      "VNQ": 0.0012,
+      "GLD": 0.9724,
+      "SLV": 0.0004,
+      "PFF": 0.0043,
+      "MBB": 0.0005
     },
     "regime_context": {
       "VIX": 26.78,
@@ -98,13 +98,13 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-26T07:56:29.298539",
-    "winning_window": 1,
-    "winning_train_start": "2008-01-01",
+    "trained_at": "2026-03-26T10:11:05.609644",
+    "winning_window": 8,
+    "winning_train_start": "2022-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.4586,
-    "oos_sharpe": 1.8336,
+    "oos_ann_return": 0.3878,
+    "oos_sharpe": 1.8994,
     "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": "2026-03-26T08:48:48.094566",
-    "pick": "QQQ",
-    "conviction": 0.3962,
+    "generated_at": "2026-03-26T11:07:56.486694",
+    "pick": "GDX",
+    "conviction": 0.9971,
     "weights": {
-      "SPY": 0.0135,
-      "QQQ": 0.3962,
-      "XLK": 0.0551,
-      "XLF": 0.0055,
-      "XLE": 0.0628,
-      "XLV": 0.0169,
-      "XLI": 0.0056,
-      "XLY": 0.0186,
-      "XLP": 0.0109,
-      "XLU": 0.0132,
-      "GDX": 0.3841,
-      "XME": 0.0176
+      "SPY": 0.0,
+      "QQQ": 0.0012,
+      "XLK": 0.0,
+      "XLF": 0.0,
+      "XLE": 0.0008,
+      "XLV": 0.0,
+      "XLI": 0.0,
+      "XLY": 0.0,
+      "XLP": 0.0,
+      "XLU": 0.0005,
+      "GDX": 0.9971,
+      "XME": 0.0003
     },
     "regime_context": {
       "VIX": 26.78,
@@ -138,13 +138,13 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-26T08:48:43.964470",
-    "winning_window": 2,
-    "winning_train_start": "2010-01-01",
+    "trained_at": "2026-03-26T11:07:52.431791",
+    "winning_window": 1,
+    "winning_train_start": "2008-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.3865,
-    "oos_sharpe": 1.8202,
+    "oos_ann_return": 0.4722,
+    "oos_sharpe": 2.0934,
     "actual_return": 0.0,
     "hit": false
   }