Update signal_A_window signal
Browse files- models/signal_A_window.json +15 -15
models/signal_A_window.json
CHANGED
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@@ -4,18 +4,18 @@
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-03-24",
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"last_data_date": "2026-03-23",
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"generated_at": "2026-03-
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"pick": "GLD",
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX": 26.78,
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@@ -24,13 +24,13 @@
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"USD_INDEX": 120.28
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},
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"macro_stress": 1.841,
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"trained_at": "2026-03-
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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": 1.
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"actual_return": 0.0,
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"hit": false
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}
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-03-24",
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"last_data_date": "2026-03-23",
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"generated_at": "2026-03-26T11:07:56.016738",
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"pick": "GLD",
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"conviction": 0.9724,
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"weights": {
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"TLT": 0.0,
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"LQD": 0.0002,
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"HYG": 0.021,
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"VNQ": 0.0012,
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"GLD": 0.9724,
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"SLV": 0.0004,
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"PFF": 0.0043,
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"MBB": 0.0005
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},
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"regime_context": {
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"VIX": 26.78,
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"USD_INDEX": 120.28
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},
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"macro_stress": 1.841,
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"trained_at": "2026-03-26T10:11:05.609644",
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"winning_window": 8,
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"winning_train_start": "2022-01-01",
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"winning_train_end": "2024-12-31",
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"winning_loss": "sharpe",
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"oos_ann_return": 0.3878,
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"oos_sharpe": 1.8994,
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"actual_return": 0.0,
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"hit": false
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}
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