Update signal_A signal
Browse files- models/signal_A.json +18 -18
models/signal_A.json
CHANGED
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@@ -2,32 +2,32 @@
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"option": "A",
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"mode": "fixed_split",
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-05-
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"last_data_date": "2026-05-
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"generated_at": "2026-05-
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"pick": "
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX": 17.
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"T10Y2Y": 0.48,
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"HY_SPREAD": 2.82,
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"USD_INDEX": 118.04
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_loss": "sharpe",
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"test_sharpe": 1.
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"test_ann_return": 0.
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"model_n_params": 129616,
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"actual_return": null,
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"hit": null
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"option": "A",
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"mode": "fixed_split",
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-05-15",
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"last_data_date": "2026-05-14",
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"generated_at": "2026-05-15T06:48:53.622374",
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"pick": "PFF",
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"conviction": 0.3213,
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"weights": {
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"TLT": 0.0218,
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"LQD": 0.2359,
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"HYG": 0.1215,
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"VNQ": 0.01,
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"GLD": 0.0016,
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"SLV": 0.0017,
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"PFF": 0.3213,
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"MBB": 0.2862
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},
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"regime_context": {
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"VIX": 17.87,
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"T10Y2Y": 0.48,
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"HY_SPREAD": 2.82,
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"USD_INDEX": 118.04
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},
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+
"macro_stress": -0.246,
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"trained_at": "2026-05-15T04:23:01.469973",
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"winning_loss": "sharpe",
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"test_sharpe": 1.7363,
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"test_ann_return": 0.2188,
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"model_n_params": 129616,
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"actual_return": null,
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"hit": null
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