{ "generated_at": "2026-06-01T04:07:24.135122", "option_A": { "option": "A", "mode": "fixed_split", "option_name": "Fixed Income / Alts", "signal_date": "2026-06-01", "last_data_date": "2026-05-29", "generated_at": "2026-06-01T04:07:23.392367", "pick": "VNQ", "conviction": 0.9792, "weights": { "TLT": 0.0171, "LQD": 0.0006, "HYG": 0.0002, "VNQ": 0.9792, "GLD": 0.0009, "SLV": 0.0001, "PFF": 0.0012, "MBB": 0.0008 }, "regime_context": { "VIX": 15.74, "T10Y2Y": 0.46, "HY_SPREAD": 2.72, "USD_INDEX": 119.29 }, "macro_stress": -0.311, "trained_at": "2026-06-01T01:33:30.717601", "winning_loss": "sharpe", "test_sharpe": 1.4599, "test_ann_return": 0.1269, "model_n_params": 129616, "actual_return": null, "hit": null }, "option_B": { "option": "B", "mode": "fixed_split", "option_name": "Equity Sectors", "signal_date": "2026-06-01", "last_data_date": "2026-05-29", "generated_at": "2026-06-01T04:07:23.875453", "pick": "XLV", "conviction": 0.8129, "weights": { "SPY": 0.0, "QQQ": 0.0581, "XLK": 0.0002, "XLF": 0.0, "XLE": 0.0, "XLV": 0.8129, "XLI": 0.0, "XLY": 0.0031, "XLP": 0.039, "XLU": 0.0007, "GDX": 0.0, "XLB": 0.0, "IWF": 0.0003, "IWD": 0.0, "IWO": 0.0, "XSD": 0.0004, "XBI": 0.0304, "XLRE": 0.0548, "IWM": 0.0, "XME": 0.0 }, "regime_context": { "VIX": 15.74, "T10Y2Y": 0.46, "HY_SPREAD": 2.72, "USD_INDEX": 119.29 }, "macro_stress": -0.311, "trained_at": "2026-06-01T01:51:36.823858", "winning_loss": "sharpe", "test_sharpe": 1.5796, "test_ann_return": 0.3392, "model_n_params": 131176, "actual_return": null, "hit": null }, "option_A_window": { "option": "A", "mode": "shrinking_window", "option_name": "Fixed Income / Alts", "signal_date": "2026-06-01", "last_data_date": "2026-05-29", "generated_at": "2026-06-01T04:07:23.612634", "pick": "VNQ", "conviction": 0.651, "weights": { "TLT": 0.0014, "LQD": 0.0014, "HYG": 0.0035, "VNQ": 0.651, "GLD": 0.0192, "SLV": 0.3187, "PFF": 0.0012, "MBB": 0.0037 }, "regime_context": { "VIX": 15.74, "T10Y2Y": 0.46, "HY_SPREAD": 2.72, "USD_INDEX": 119.29 }, "macro_stress": -0.311, "trained_at": "2026-06-01T02:22:42.511892", "winning_window": 7, "winning_train_start": "2020-01-01", "winning_train_end": "2024-12-31", "winning_loss": "sharpe", "oos_ann_return": 0.3852, "oos_sharpe": 3.0782, "actual_return": null, "hit": null }, "option_B_window": { "option": "B", "mode": "shrinking_window", "option_name": "Equity Sectors", "signal_date": "2026-06-01", "last_data_date": "2026-05-29", "generated_at": "2026-06-01T04:07:24.134989", "pick": "GDX", "conviction": 0.1835, "weights": { "SPY": 0.0103, "QQQ": 0.0342, "XLK": 0.0442, "XLF": 0.0989, "XLE": 0.0373, "XLV": 0.0631, "XLI": 0.0201, "XLY": 0.0206, "XLP": 0.0382, "XLU": 0.1607, "GDX": 0.1835, "XLB": 0.0166, "IWF": 0.0244, "IWD": 0.0085, "IWO": 0.0076, "XSD": 0.1445, "XBI": 0.0319, "XLRE": 0.0088, "IWM": 0.013, "XME": 0.0336 }, "regime_context": { "VIX": 15.74, "T10Y2Y": 0.46, "HY_SPREAD": 2.72, "USD_INDEX": 119.29 }, "macro_stress": -0.311, "trained_at": "2026-06-01T04:07:19.918623", "winning_window": 4, "winning_train_start": "2014-01-01", "winning_train_end": "2024-12-31", "winning_loss": "sharpe", "oos_ann_return": 0.7346, "oos_sharpe": 2.7283, "actual_return": null, "hit": null } }