P2SAMAPA commited on
Commit
f925eb8
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verified ·
1 Parent(s): b2dd9df

Update signal_A_window signal

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Files changed (1) hide show
  1. models/signal_A_window.json +15 -15
models/signal_A_window.json CHANGED
@@ -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": "2026-03-26T08:48:47.629782",
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  "pick": "GLD",
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- "conviction": 0.9339,
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  "weights": {
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- "TLT": 0.0002,
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- "LQD": 0.001,
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- "HYG": 0.003,
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- "VNQ": 0.0359,
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- "GLD": 0.9339,
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- "SLV": 0.0257,
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- "PFF": 0.0001,
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- "MBB": 0.0001
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  },
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  "regime_context": {
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  "VIX": 26.78,
@@ -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": "2026-03-26T07:56:29.298539",
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- "winning_window": 1,
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- "winning_train_start": "2008-01-01",
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  "winning_train_end": "2024-12-31",
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  "winning_loss": "sharpe",
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- "oos_ann_return": 0.4586,
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- "oos_sharpe": 1.8336,
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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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  }