[auto] Equity prediction + evaluation + sweep

latest_prediction_equity.json

@@ -1,13 +1,13 @@
 {
   "as_of_date": "2026-03-30",
   "winner_model": "model_a",
-  "final_signal": "XLE",
-  "final_confidence": 0.1126,
+  "final_signal": "GDX",
+  "final_confidence": 0.1004,
   "tsl_status": {
     "two_day_cumul_pct": 1.11,
     "tsl_triggered": false,
     "in_cash": false,
-    "current_z": 2.191,
+    "current_z": 2.089,
     "z_reentry": 0.9,
     "tsl_pct": 12
   },
@@ -15,74 +15,74 @@
   "predictions": {
     "model_a": {
       "model": "model_a",
-      "lookback": 45,
-      "wavelet": "db4",
-      "signal": "XLE",
-      "confidence": 0.1126,
-      "z_score": 2.191,
+      "lookback": 30,
+      "wavelet": "sym5",
+      "signal": "GDX",
+      "confidence": 0.1004,
+      "z_score": 2.089,
       "probabilities": {
-        "QQQ": 0.0955,
-        "XLK": 0.0866,
-        "XLF": 0.0731,
-        "XLE": 0.1126,
-        "XLV": 0.0855,
-        "XLI": 0.0674,
-        "XLY": 0.0804,
-        "XLP": 0.0682,
-        "XLU": 0.1013,
-        "XME": 0.0754,
-        "GDX": 0.0825,
-        "IWM": 0.0716
+        "QQQ": 0.0787,
+        "XLK": 0.0716,
+        "XLF": 0.0764,
+        "XLE": 0.0938,
+        "XLV": 0.0858,
+        "XLI": 0.078,
+        "XLY": 0.0777,
+        "XLP": 0.0855,
+        "XLU": 0.093,
+        "XME": 0.0792,
+        "GDX": 0.1004,
+        "IWM": 0.08
       }
     },
     "model_b": {
       "model": "model_b",
       "lookback": 30,
       "wavelet": "db2",
-      "signal": "GDX",
-      "confidence": 0.1078,
-      "z_score": 2.232,
+      "signal": "XLV",
+      "confidence": 0.1195,
+      "z_score": 1.516,
       "probabilities": {
-        "QQQ": 0.0911,
-        "XLK": 0.0917,
-        "XLF": 0.08,
-        "XLE": 0.0891,
-        "XLV": 0.0694,
-        "XLI": 0.086,
-        "XLY": 0.0699,
-        "XLP": 0.0751,
-        "XLU": 0.087,
-        "XME": 0.084,
-        "GDX": 0.1078,
-        "IWM": 0.069
+        "QQQ": 0.1158,
+        "XLK": 0.0402,
+        "XLF": 0.1107,
+        "XLE": 0.0854,
+        "XLV": 0.1195,
+        "XLI": 0.073,
+        "XLY": 0.063,
+        "XLP": 0.0712,
+        "XLU": 0.0726,
+        "XME": 0.1077,
+        "GDX": 0.0791,
+        "IWM": 0.0618
       }
     },
     "model_c": {
       "model": "model_c",
-      "lookback": 60,
-      "wavelet": "db4",
-      "signal": "XLU",
-      "confidence": 0.3454,
-      "z_score": 2.487,
+      "lookback": 30,
+      "wavelet": "sym5",
+      "signal": "XME",
+      "confidence": 0.4673,
+      "z_score": 2.246,
       "probabilities": {
-        "QQQ": 0.0001,
-        "XLK": 0.0013,
-        "XLF": 0.0065,
-        "XLE": 0.1423,
-        "XLV": 0.1965,
-        "XLI": 0.0002,
-        "XLY": 0.0001,
-        "XLP": 0.1233,
-        "XLU": 0.3454,
-        "XME": 0.0217,
-        "GDX": 0.15,
-        "IWM": 0.0125
+        "QQQ": 0.0031,
+        "XLK": 0.0001,
+        "XLF": 0.462,
+        "XLE": 0.0401,
+        "XLV": 0.0005,
+        "XLI": 0.0001,
+        "XLY": 0.0017,
+        "XLP": 0.0,
+        "XLU": 0.0006,
+        "XME": 0.4673,
+        "GDX": 0.0241,
+        "IWM": 0.0006
       }
     }
   },
-  "trained_from_year": 2017,
-  "trained_wavelet": "db4",
-  "trained_at": "2026-03-30T13:25:21.511807",
+  "trained_from_year": 2013,
+  "trained_wavelet": "sym5",
+  "trained_at": "2026-03-30T13:31:31.509666",
   "universe": "equity",
   "etfs": [
     "QQQ",

sweep/eq_sweep_2013_20260330.json

@@ -0,0 +1,10 @@
+{
+  "signal": "GDX",
+  "ann_return": 0.7406,
+  "z_score": 2.089,
+  "sharpe": 1.567,
+  "max_dd": -0.3088,
+  "winner_model": "model_a",
+  "start_year": 2013,
+  "sweep_date": "20260330"
+}