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f2cf151
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1 Parent(s): 4b9d63b

Update signal_B_window signal

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  1. models/signal_B_window.json +34 -34
models/signal_B_window.json CHANGED
@@ -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": "2026-05-08",
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- "last_data_date": "2026-05-07",
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- "generated_at": "2026-05-08T06:02:25.150605",
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- "pick": "XLU",
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- "conviction": 0.5228,
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  "weights": {
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- "SPY": 0.0014,
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- "QQQ": 0.4063,
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- "XLK": 0.0551,
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- "XLF": 0.0022,
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- "XLE": 0.0,
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- "XLV": 0.0018,
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- "XLI": 0.0012,
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- "XLY": 0.0017,
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- "XLP": 0.0043,
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- "XLU": 0.5228,
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- "GDX": 0.0003,
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- "XLB": 0.0001,
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- "IWF": 0.002,
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- "IWD": 0.0001,
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- "IWO": 0.0,
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- "XSD": 0.0005,
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- "XBI": 0.0,
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- "XLRE": 0.0,
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- "IWM": 0.0,
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- "XME": 0.0002
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  },
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  "regime_context": {
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- "VIX": 17.39,
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- "T10Y2Y": 0.49,
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- "HY_SPREAD": 2.75,
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  "USD_INDEX": 118.39
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  },
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- "macro_stress": -0.497,
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- "trained_at": "2026-05-08T06:02:20.918293",
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- "winning_window": 4,
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- "winning_train_start": "2014-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.5555,
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- "oos_sharpe": 2.1346,
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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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  }