Update latest signals (2026-06-26T03:15:56.508365)

models/latest_signals.json

@@ -1,23 +1,23 @@
 {
-  "generated_at": "2026-06-26T03:01:16.306166",
+  "generated_at": "2026-06-26T03:15:56.508365",
   "option_A": {
     "option": "A",
     "mode": "fixed_split",
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-06-26",
     "last_data_date": "2026-06-25",
-    "generated_at": "2026-06-26T03:01:15.586292",
+    "generated_at": "2026-06-26T03:15:55.999155",
     "pick": "GLD",
-    "conviction": 0.4915,
+    "conviction": 0.4703,
     "weights": {
-      "TLT": 0.1703,
-      "LQD": 0.0052,
-      "HYG": 0.008,
-      "VNQ": 0.0675,
-      "GLD": 0.4915,
-      "SLV": 0.0086,
-      "PFF": 0.0011,
-      "MBB": 0.2478
+      "TLT": 0.2147,
+      "LQD": 0.0352,
+      "HYG": 0.0722,
+      "VNQ": 0.0431,
+      "GLD": 0.4703,
+      "SLV": 0.012,
+      "PFF": 0.0028,
+      "MBB": 0.1495
     },
     "regime_context": {
       "VIX": 18.63,
@@ -26,10 +26,10 @@
       "USD_INDEX": 120.4
     },
     "macro_stress": 0.505,
-    "trained_at": "2026-06-26T00:46:29.140692",
+    "trained_at": "2026-06-26T01:29:50.466470",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.4862,
-    "test_ann_return": 0.1117,
+    "test_sharpe": 1.2629,
+    "test_ann_return": 0.1043,
     "model_n_params": 129616,
     "actual_return": null,
     "hit": null
@@ -40,30 +40,30 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-06-26",
     "last_data_date": "2026-06-25",
-    "generated_at": "2026-06-26T03:01:16.051507",
+    "generated_at": "2026-06-26T03:15:56.330800",
     "pick": "XLU",
-    "conviction": 0.7191,
+    "conviction": 0.3927,
     "weights": {
-      "SPY": 0.0016,
-      "QQQ": 0.0171,
-      "XLK": 0.0026,
-      "XLF": 0.0015,
-      "XLE": 0.001,
-      "XLV": 0.1693,
-      "XLI": 0.0024,
-      "XLY": 0.0079,
-      "XLP": 0.0368,
-      "XLU": 0.7191,
-      "GDX": 0.0058,
-      "XLB": 0.0018,
-      "IWF": 0.0026,
-      "IWD": 0.0016,
-      "IWO": 0.0016,
-      "XSD": 0.0149,
-      "XBI": 0.0031,
-      "XLRE": 0.0072,
-      "IWM": 0.0012,
-      "XME": 0.0009
+      "SPY": 0.0004,
+      "QQQ": 0.0332,
+      "XLK": 0.1199,
+      "XLF": 0.0002,
+      "XLE": 0.0001,
+      "XLV": 0.3327,
+      "XLI": 0.0006,
+      "XLY": 0.0298,
+      "XLP": 0.0689,
+      "XLU": 0.3927,
+      "GDX": 0.0021,
+      "XLB": 0.0003,
+      "IWF": 0.0009,
+      "IWD": 0.0001,
+      "IWO": 0.0002,
+      "XSD": 0.0013,
+      "XBI": 0.0004,
+      "XLRE": 0.0159,
+      "IWM": 0.0002,
+      "XME": 0.0001
     },
     "regime_context": {
       "VIX": 18.63,
@@ -72,10 +72,10 @@
       "USD_INDEX": 120.4
     },
     "macro_stress": 0.505,
-    "trained_at": "2026-06-26T01:00:18.706069",
+    "trained_at": "2026-06-26T01:39:40.311264",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.551,
-    "test_ann_return": 0.3572,
+    "test_sharpe": 1.8685,
+    "test_ann_return": 0.3735,
     "model_n_params": 131176,
     "actual_return": null,
     "hit": null
@@ -86,18 +86,18 @@
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-06-26",
     "last_data_date": "2026-06-25",
-    "generated_at": "2026-06-26T03:01:15.797834",
+    "generated_at": "2026-06-26T03:15:56.150145",
     "pick": "GLD",
-    "conviction": 0.9776,
+    "conviction": 0.7337,
     "weights": {
-      "TLT": 0.0021,
-      "LQD": 0.0025,
-      "HYG": 0.0051,
-      "VNQ": 0.0007,
-      "GLD": 0.9776,
-      "SLV": 0.0099,
-      "PFF": 0.0006,
-      "MBB": 0.0016
+      "TLT": 0.0024,
+      "LQD": 0.0059,
+      "HYG": 0.0025,
+      "VNQ": 0.0026,
+      "GLD": 0.7337,
+      "SLV": 0.2463,
+      "PFF": 0.004,
+      "MBB": 0.0027
     },
     "regime_context": {
       "VIX": 18.63,
@@ -106,13 +106,13 @@
       "USD_INDEX": 120.4
     },
     "macro_stress": 0.505,
-    "trained_at": "2026-06-26T01:34:31.254983",
-    "winning_window": 1,
-    "winning_train_start": "2008-01-01",
+    "trained_at": "2026-06-26T02:00:21.062043",
+    "winning_window": 2,
+    "winning_train_start": "2010-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.3414,
-    "oos_sharpe": 1.3958,
+    "oos_ann_return": 0.3726,
+    "oos_sharpe": 1.3279,
     "actual_return": null,
     "hit": null
   },
@@ -122,30 +122,30 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-06-26",
     "last_data_date": "2026-06-25",
-    "generated_at": "2026-06-26T03:01:16.305969",
-    "pick": "QQQ",
-    "conviction": 0.9179,
+    "generated_at": "2026-06-26T03:15:56.508212",
+    "pick": "GDX",
+    "conviction": 0.2758,
     "weights": {
-      "SPY": 0.0001,
-      "QQQ": 0.9179,
-      "XLK": 0.02,
-      "XLF": 0.0003,
-      "XLE": 0.0,
-      "XLV": 0.0001,
-      "XLI": 0.0001,
-      "XLY": 0.0001,
-      "XLP": 0.0003,
-      "XLU": 0.0103,
-      "GDX": 0.0001,
-      "XLB": 0.0,
-      "IWF": 0.0505,
-      "IWD": 0.0,
-      "IWO": 0.0,
-      "XSD": 0.0001,
-      "XBI": 0.0,
-      "XLRE": 0.0,
-      "IWM": 0.0,
-      "XME": 0.0
+      "SPY": 0.0035,
+      "QQQ": 0.0056,
+      "XLK": 0.007,
+      "XLF": 0.2396,
+      "XLE": 0.129,
+      "XLV": 0.0156,
+      "XLI": 0.0094,
+      "XLY": 0.0065,
+      "XLP": 0.1504,
+      "XLU": 0.0393,
+      "GDX": 0.2758,
+      "XLB": 0.0097,
+      "IWF": 0.0095,
+      "IWD": 0.0081,
+      "IWO": 0.0019,
+      "XSD": 0.0064,
+      "XBI": 0.0101,
+      "XLRE": 0.0086,
+      "IWM": 0.0065,
+      "XME": 0.0577
     },
     "regime_context": {
       "VIX": 18.63,
@@ -154,13 +154,13 @@
       "USD_INDEX": 120.4
     },
     "macro_stress": 0.505,
-    "trained_at": "2026-06-26T03:01:11.905703",
-    "winning_window": 4,
-    "winning_train_start": "2014-01-01",
+    "trained_at": "2026-06-26T03:15:52.975447",
+    "winning_window": 5,
+    "winning_train_start": "2016-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.6208,
-    "oos_sharpe": 2.26,
+    "oos_ann_return": 0.5688,
+    "oos_sharpe": 2.5844,
     "actual_return": null,
     "hit": null
   }