P2SAMAPA commited on
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f58d5fb
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1 Parent(s): 387457c

Update latest signals (2026-05-09T07:53:55.221253)

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Files changed (1) hide show
  1. models/latest_signals.json +105 -105
models/latest_signals.json CHANGED
@@ -1,35 +1,35 @@
1
  {
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- "generated_at": "2026-05-08T06:02:25.150759",
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  "option_A": {
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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": "2026-05-08",
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- "last_data_date": "2026-05-07",
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- "generated_at": "2026-05-08T06:02:24.492781",
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  "pick": "LQD",
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- "conviction": 0.2017,
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  "weights": {
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- "VNQ": 0.0913,
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- "GLD": 0.0507,
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- "SLV": 0.0332,
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- "PFF": 0.2001,
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- "MBB": 0.1747
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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": "2026-05-08T03:58:06.012052",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.5275,
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- "test_ann_return": 0.1325,
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  "model_n_params": 129616,
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  "actual_return": null,
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  "hit": null
@@ -38,44 +38,44 @@
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  "option": "B",
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  "mode": "fixed_split",
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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": "2026-05-08T06:02:24.921391",
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  "pick": "XLU",
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- "conviction": 0.126,
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  "weights": {
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- "SPY": 0.0369,
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- "QQQ": 0.115,
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- "XLK": 0.0514,
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- "XLF": 0.0383,
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- "XLE": 0.0201,
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- "XLV": 0.1133,
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- "XLI": 0.0287,
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- "XLY": 0.0677,
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- "XLP": 0.0802,
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- "XLU": 0.126,
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- "GDX": 0.0432,
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- "XLB": 0.0275,
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- "IWF": 0.0654,
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- "IWD": 0.0339,
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- "IWO": 0.0196,
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- "XSD": 0.0394,
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  },
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  "regime_context": {
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- "VIX": 17.39,
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  "USD_INDEX": 118.39
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- "macro_stress": -0.497,
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- "trained_at": "2026-05-08T04:07:20.788806",
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  "winning_loss": "sharpe",
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- "test_sharpe": 1.8349,
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- "test_ann_return": 0.3996,
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  "model_n_params": 131176,
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  "actual_return": null,
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  "hit": null
@@ -84,35 +84,35 @@
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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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": "2026-05-08T06:02:24.687718",
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- "pick": "GLD",
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- "conviction": 0.7179,
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  "weights": {
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- "TLT": 0.013,
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- "MBB": 0.0343
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  "regime_context": {
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  "winning_train_end": "2024-12-31",
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@@ -120,47 +120,47 @@
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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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- "generated_at": "2026-05-08T06:02:25.150605",
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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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  }
 
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  {
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+ "generated_at": "2026-05-09T07:53:55.221253",
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  "option_A": {
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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": "2026-05-11",
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+ "last_data_date": "2026-05-08",
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+ "generated_at": "2026-05-09T07:53:54.494744",
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  "pick": "LQD",
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  "hit": null
 
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  "option": "B",
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  "mode": "fixed_split",
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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": "2026-05-09T07:53:54.967050",
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  "option": "A",
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  "mode": "shrinking_window",
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  "option_name": "Fixed Income / Alts",
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+ "signal_date": "2026-05-11",
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+ "last_data_date": "2026-05-08",
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  "option": "B",
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