P2SAMAPA commited on
Commit
eca797f
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verified ·
1 Parent(s): d5ab4e1

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +18 -18
models/signal_A.json CHANGED
@@ -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": "2026-05-14",
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- "last_data_date": "2026-05-13",
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- "generated_at": "2026-05-14T06:54:46.238269",
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- "pick": "LQD",
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- "conviction": 0.3404,
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  "weights": {
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- "TLT": 0.0846,
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- "LQD": 0.3404,
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- "HYG": 0.1204,
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- "VNQ": 0.0088,
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- "GLD": 0.0296,
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- "SLV": 0.0122,
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- "PFF": 0.1523,
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- "MBB": 0.2517
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  },
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  "regime_context": {
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- "VIX": 17.99,
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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": -0.238,
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- "trained_at": "2026-05-14T04:17:40.113314",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.3682,
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- "test_ann_return": 0.1507,
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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