Update signal_B_window signal

models/signal_B_window.json

@@ -2,47 +2,47 @@
   "option": "B",
   "mode": "shrinking_window",
   "option_name": "Equity Sectors",
-  "signal_date": "2026-05-22",
-  "last_data_date": "2026-05-21",
-  "generated_at": "2026-05-22T06:49:53.380915",
-  "pick": "XSD",
-  "conviction": 0.9991,
+  "signal_date": "2026-05-26",
+  "last_data_date": "2026-05-22",
+  "generated_at": "2026-05-23T09:33:18.450287",
+  "pick": "XLV",
+  "conviction": 0.3136,
   "weights": {
-    "SPY": 0.0,
-    "QQQ": 0.0,
-    "XLK": 0.0,
-    "XLF": 0.0,
-    "XLE": 0.0,
-    "XLV": 0.0,
-    "XLI": 0.0,
-    "XLY": 0.0,
-    "XLP": 0.0,
-    "XLU": 0.0,
-    "GDX": 0.0002,
-    "XLB": 0.0,
-    "IWF": 0.0,
-    "IWD": 0.0,
-    "IWO": 0.0,
-    "XSD": 0.9991,
-    "XBI": 0.0005,
-    "XLRE": 0.0,
-    "IWM": 0.0,
-    "XME": 0.0
+    "SPY": 0.0069,
+    "QQQ": 0.0446,
+    "XLK": 0.0922,
+    "XLF": 0.0026,
+    "XLE": 0.0174,
+    "XLV": 0.3136,
+    "XLI": 0.0024,
+    "XLY": 0.0175,
+    "XLP": 0.0135,
+    "XLU": 0.1988,
+    "GDX": 0.0046,
+    "XLB": 0.0011,
+    "IWF": 0.0146,
+    "IWD": 0.0017,
+    "IWO": 0.0005,
+    "XSD": 0.2463,
+    "XBI": 0.005,
+    "XLRE": 0.0121,
+    "IWM": 0.0021,
+    "XME": 0.0026
   },
   "regime_context": {
-    "VIX": 17.44,
-    "T10Y2Y": 0.49,
-    "HY_SPREAD": 2.8,
+    "VIX": 16.76,
+    "T10Y2Y": 0.43,
+    "HY_SPREAD": 2.78,
     "USD_INDEX": 119.28
   },
-  "macro_stress": -0.355,
-  "trained_at": "2026-05-22T06:49:48.739868",
-  "winning_window": 2,
-  "winning_train_start": "2010-01-01",
+  "macro_stress": 0.069,
+  "trained_at": "2026-05-23T09:33:14.709992",
+  "winning_window": 3,
+  "winning_train_start": "2012-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.7067,
-  "oos_sharpe": 1.6379,
+  "oos_ann_return": 0.5535,
+  "oos_sharpe": 1.9546,
   "actual_return": null,
   "hit": null
 }