[auto] Equity prediction + evaluation + sweep

latest_prediction_equity.json

@@ -2,12 +2,12 @@
   "as_of_date": "2026-03-30",
   "winner_model": "model_a",
   "final_signal": "GDX",
-  "final_confidence": 0.1009,
+  "final_confidence": 0.1099,
   "tsl_status": {
     "two_day_cumul_pct": 1.11,
     "tsl_triggered": false,
     "in_cash": false,
-    "current_z": 1.623,
+    "current_z": 2.117,
     "z_reentry": 0.9,
     "tsl_pct": 12
   },
@@ -15,74 +15,74 @@
   "predictions": {
     "model_a": {
       "model": "model_a",
-      "lookback": 30,
-      "wavelet": "sym5",
+      "lookback": 45,
+      "wavelet": "db2",
       "signal": "GDX",
-      "confidence": 0.1009,
-      "z_score": 1.623,
+      "confidence": 0.1099,
+      "z_score": 2.117,
       "probabilities": {
-        "QQQ": 0.0921,
-        "XLK": 0.0765,
-        "XLF": 0.0898,
-        "XLE": 0.0845,
-        "XLV": 0.0582,
-        "XLI": 0.085,
-        "XLY": 0.0723,
-        "XLP": 0.0887,
-        "XLU": 0.0886,
-        "XME": 0.0742,
-        "GDX": 0.1009,
-        "IWM": 0.0893
+        "QQQ": 0.0934,
+        "XLK": 0.0748,
+        "XLF": 0.0756,
+        "XLE": 0.0794,
+        "XLV": 0.0879,
+        "XLI": 0.0917,
+        "XLY": 0.075,
+        "XLP": 0.0844,
+        "XLU": 0.0949,
+        "XME": 0.0727,
+        "GDX": 0.1099,
+        "IWM": 0.0604
       }
     },
     "model_b": {
       "model": "model_b",
       "lookback": 60,
-      "wavelet": "db2",
+      "wavelet": "db4",
       "signal": "XLE",
-      "confidence": 0.1213,
-      "z_score": 2.103,
+      "confidence": 0.1385,
+      "z_score": 2.045,
       "probabilities": {
-        "QQQ": 0.0716,
-        "XLK": 0.1008,
-        "XLF": 0.0776,
-        "XLE": 0.1213,
-        "XLV": 0.0775,
-        "XLI": 0.0559,
-        "XLY": 0.1072,
-        "XLP": 0.0924,
-        "XLU": 0.0638,
-        "XME": 0.0828,
-        "GDX": 0.078,
-        "IWM": 0.0713
+        "QQQ": 0.0597,
+        "XLK": 0.0706,
+        "XLF": 0.05,
+        "XLE": 0.1385,
+        "XLV": 0.0953,
+        "XLI": 0.0967,
+        "XLY": 0.0648,
+        "XLP": 0.0852,
+        "XLU": 0.0858,
+        "XME": 0.0574,
+        "GDX": 0.1302,
+        "IWM": 0.0657
       }
     },
     "model_c": {
       "model": "model_c",
-      "lookback": 60,
-      "wavelet": "db4",
-      "signal": "XLE",
-      "confidence": 0.2801,
-      "z_score": 1.848,
+      "lookback": 30,
+      "wavelet": "sym5",
+      "signal": "XME",
+      "confidence": 0.2974,
+      "z_score": 2.347,
       "probabilities": {
         "QQQ": 0.0001,
-        "XLK": 0.1392,
-        "XLF": 0.0079,
-        "XLE": 0.2801,
-        "XLV": 0.0011,
-        "XLI": 0.0,
-        "XLY": 0.0,
-        "XLP": 0.0023,
-        "XLU": 0.093,
-        "XME": 0.2418,
-        "GDX": 0.233,
-        "IWM": 0.0014
+        "XLK": 0.0914,
+        "XLF": 0.1943,
+        "XLE": 0.1173,
+        "XLV": 0.0265,
+        "XLI": 0.0081,
+        "XLY": 0.0008,
+        "XLP": 0.0045,
+        "XLU": 0.0236,
+        "XME": 0.2974,
+        "GDX": 0.0648,
+        "IWM": 0.1712
       }
     }
   },
-  "trained_from_year": 2021,
+  "trained_from_year": 2008,
   "trained_wavelet": "db4",
-  "trained_at": "2026-03-30T12:13:08.711454",
+  "trained_at": "2026-03-30T12:15:04.259982",
   "universe": "equity",
   "etfs": [
     "QQQ",

sweep/eq_sweep_2008_20260330.json

@@ -0,0 +1,10 @@
+{
+  "signal": "XLE",
+  "ann_return": 0.8109,
+  "z_score": 2.045,
+  "sharpe": 1.612,
+  "max_dd": -0.2929,
+  "winner_model": "model_b",
+  "start_year": 2008,
+  "sweep_date": "20260330"
+}