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P2SAMAPA
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p2-etf-deepm-data

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P2SAMAPA commited on
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1 Parent(s): 1e1a147

Update signal_A signal

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Files changed (1) hide show
  1. models/signal_A.json +20 -20
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": "2026-04-16",
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- "last_data_date": "2026-04-15",
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- "generated_at": "2026-04-16T02:54:26.083083",
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- "pick": "LQD",
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- "conviction": 0.4,
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  "weights": {
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- "TLT": 0.0198,
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- "LQD": 0.4,
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- "HYG": 0.1407,
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- "VNQ": 0.0032,
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- "GLD": 0.0048,
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- "SLV": 0.0005,
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- "PFF": 0.3635,
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- "MBB": 0.0675
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  },
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  "regime_context": {
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- "VIX": 18.36,
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- "T10Y2Y": 0.53,
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- "HY_SPREAD": 2.84,
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  "USD_INDEX": 118.86
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  },
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- "macro_stress": -0.217,
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- "trained_at": "2026-04-16T01:34:29.675209",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.7121,
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- "test_ann_return": 0.241,
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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": "2026-04-17",
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+ "last_data_date": "2026-04-16",
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+ "generated_at": "2026-04-17T06:15:39.380976",
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+ "pick": "VNQ",
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+ "conviction": 0.3176,
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  "weights": {
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+ "TLT": 0.284,
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+ "LQD": 0.0437,
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+ "HYG": 0.0914,
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+ "VNQ": 0.3176,
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+ "GLD": 0.1438,
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+ "SLV": 0.0251,
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+ "PFF": 0.0429,
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+ "MBB": 0.0515
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  },
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  "regime_context": {
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+ "VIX": 18.17,
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+ "T10Y2Y": 0.54,
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+ "HY_SPREAD": 2.85,
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  "USD_INDEX": 118.86
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  },
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+ "macro_stress": -0.271,
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+ "trained_at": "2026-04-17T04:29:05.082769",
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  "winning_loss": "sharpe",
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+ "test_sharpe": 1.5194,
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+ "test_ann_return": 0.1309,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null