P2SAMAPA commited on
Commit
f9e19d6
·
verified ·
1 Parent(s): 2acade2

Update signal_A_window signal

Browse files
Files changed (1) hide show
  1. models/signal_A_window.json +21 -21
models/signal_A_window.json CHANGED
@@ -2,35 +2,35 @@
2
  "option": "A",
3
  "mode": "shrinking_window",
4
  "option_name": "Fixed Income / Alts",
5
- "signal_date": "2026-05-28",
6
- "last_data_date": "2026-05-27",
7
- "generated_at": "2026-05-28T07:13:31.377333",
8
  "pick": "SLV",
9
- "conviction": 0.5279,
10
  "weights": {
11
- "TLT": 0.0208,
12
- "LQD": 0.0084,
13
- "HYG": 0.0336,
14
- "VNQ": 0.087,
15
- "GLD": 0.2979,
16
- "SLV": 0.5279,
17
- "PFF": 0.0102,
18
- "MBB": 0.0142
19
  },
20
  "regime_context": {
21
- "VIX": 17.01,
22
- "T10Y2Y": 0.48,
23
- "HY_SPREAD": 2.72,
24
  "USD_INDEX": 119.29
25
  },
26
- "macro_stress": -0.425,
27
- "trained_at": "2026-05-28T05:10:09.525187",
28
- "winning_window": 2,
29
- "winning_train_start": "2010-01-01",
30
  "winning_train_end": "2024-12-31",
31
  "winning_loss": "sharpe",
32
- "oos_ann_return": 0.4268,
33
- "oos_sharpe": 2.2225,
34
  "actual_return": null,
35
  "hit": null
36
  }
 
2
  "option": "A",
3
  "mode": "shrinking_window",
4
  "option_name": "Fixed Income / Alts",
5
+ "signal_date": "2026-05-29",
6
+ "last_data_date": "2026-05-28",
7
+ "generated_at": "2026-05-29T10:13:53.401399",
8
  "pick": "SLV",
9
+ "conviction": 0.9175,
10
  "weights": {
11
+ "TLT": 0.0025,
12
+ "LQD": 0.0023,
13
+ "HYG": 0.0061,
14
+ "VNQ": 0.032,
15
+ "GLD": 0.0287,
16
+ "SLV": 0.9175,
17
+ "PFF": 0.0086,
18
+ "MBB": 0.0023
19
  },
20
  "regime_context": {
21
+ "VIX": 16.29,
22
+ "T10Y2Y": 0.46,
23
+ "HY_SPREAD": 2.71,
24
  "USD_INDEX": 119.29
25
  },
26
+ "macro_stress": -0.299,
27
+ "trained_at": "2026-05-29T08:34:03.314633",
28
+ "winning_window": 7,
29
+ "winning_train_start": "2020-01-01",
30
  "winning_train_end": "2024-12-31",
31
  "winning_loss": "sharpe",
32
+ "oos_ann_return": 0.4121,
33
+ "oos_sharpe": 2.5264,
34
  "actual_return": null,
35
  "hit": null
36
  }