Update signal_B_window signal
Browse files- models/signal_B_window.json +32 -32
models/signal_B_window.json
CHANGED
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@@ -2,45 +2,45 @@
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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": "2026-04-
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"last_data_date": "2026-04-
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"generated_at": "2026-04-
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"pick": "
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"conviction": 0.
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"weights": {
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"SPY": 0.
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"QQQ": 0.
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"XLK": 0.
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"XLF": 0.
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"XLE": 0.
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"XLV": 0.
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"XLI": 0.
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"XLY": 0.
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"XLP": 0.
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"XLU": 0.
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"GDX": 0.
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"XLB": 0.
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"IWF": 0.
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"XSD": 0.
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"XBI": 0.
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"XLRE": 0.
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"IWM": 0.
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"XME": 0.
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},
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"regime_context": {
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"VIX":
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"T10Y2Y": 0.
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"HY_SPREAD": 2.
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"USD_INDEX": 118.08
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},
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"macro_stress": -0.
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"trained_at": "2026-04-
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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": 2.
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"actual_return": null,
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"hit": null
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}
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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": "2026-04-23",
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"last_data_date": "2026-04-22",
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"generated_at": "2026-04-23T03:19:23.291666",
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"pick": "XSD",
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"conviction": 0.4944,
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"weights": {
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"SPY": 0.0069,
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"QQQ": 0.0058,
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"XLK": 0.0292,
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"XLF": 0.0096,
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"XLE": 0.0273,
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"XLV": 0.0163,
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"XLI": 0.0104,
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"XLY": 0.0224,
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"XLP": 0.0083,
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"XLU": 0.0189,
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"GDX": 0.2487,
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"XLB": 0.0252,
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"IWF": 0.0098,
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"XSD": 0.4944,
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"XBI": 0.0214,
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"XLRE": 0.0063,
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"IWM": 0.0069,
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"XME": 0.0323
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},
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"regime_context": {
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"VIX": 19.5,
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"T10Y2Y": 0.51,
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"HY_SPREAD": 2.85,
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"USD_INDEX": 118.08
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},
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+
"macro_stress": -0.111,
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"trained_at": "2026-04-23T03:19:19.281928",
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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": 0.6395,
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"oos_sharpe": 2.0257,
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"actual_return": null,
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"hit": null
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}
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