Update signal_B_window signal
Browse files- models/signal_B_window.json +34 -34
models/signal_B_window.json
CHANGED
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@@ -2,47 +2,47 @@
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"option": "B",
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"mode": "shrinking_window",
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"option_name": "Equity Sectors",
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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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"SPY": 0.
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"QQQ": 0.
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"XLK": 0.
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.
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"IWF": 0.
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"IWD": 0.
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"IWO": 0.
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.
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"IWM": 0.
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"XME": 0.
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},
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"regime_context": {
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"VIX": 17.
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 118.39
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},
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"macro_stress": -0.
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"trained_at": "2026-05-
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"winning_window":
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"winning_train_start": "
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"winning_train_end": "2024-12-31",
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"winning_loss": "sharpe",
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"oos_ann_return": 0.
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"oos_sharpe": 2.
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"actual_return": null,
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"hit": null
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}
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"option": "B",
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"mode": "shrinking_window",
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"option_name": "Equity Sectors",
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"signal_date": "2026-05-11",
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"last_data_date": "2026-05-08",
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"generated_at": "2026-05-09T07:53:55.221140",
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"pick": "XME",
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"conviction": 0.1721,
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"weights": {
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"SPY": 0.0232,
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"QQQ": 0.0128,
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"XLK": 0.0119,
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"XLF": 0.0425,
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"XLE": 0.1171,
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"XLV": 0.0218,
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"XLI": 0.0324,
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"XLY": 0.0231,
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"XLP": 0.0267,
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"XLU": 0.0273,
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"GDX": 0.1482,
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"XLB": 0.0472,
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"IWF": 0.0263,
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"IWD": 0.0363,
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"IWO": 0.0631,
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"XSD": 0.0367,
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"XBI": 0.0369,
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"XLRE": 0.0333,
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"IWM": 0.0611,
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"XME": 0.1721
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},
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"regime_context": {
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"VIX": 17.08,
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"T10Y2Y": 0.48,
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"HY_SPREAD": 2.79,
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"USD_INDEX": 118.39
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},
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"macro_stress": -0.386,
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"trained_at": "2026-05-09T07:53:50.849351",
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"winning_window": 2,
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"winning_train_start": "2010-01-01",
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"winning_train_end": "2024-12-31",
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"winning_loss": "sharpe",
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"oos_ann_return": 0.7727,
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"oos_sharpe": 2.0463,
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"actual_return": null,
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"hit": null
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}
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