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P2SAMAPA
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p2-etf-deepwave-dl

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P2SAMAPA commited on
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1 Parent(s): 91b2088

[auto] Update prediction + evaluation results

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Files changed (1) hide show
  1. latest_prediction.json +35 -35
latest_prediction.json CHANGED
@@ -2,67 +2,67 @@
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  "as_of_date": "2026-03-05",
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  "winner_model": "model_b",
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  "final_signal": "SLV",
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- "final_confidence": 0.2961,
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  "tsl_status": {
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  "two_day_cumul_pct": -7.95,
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  "tsl_triggered": false,
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  "in_cash": false,
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- "current_z": 1.639,
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  "z_reentry": 1.1,
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- "tsl_pct": 10
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  },
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  "tbill_rate": 3.6,
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  "predictions": {
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  "model_a": {
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  "model": "model_a",
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- "lookback": 45,
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- "signal": "VNQ",
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- "confidence": 0.1584,
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- "z_score": 1.807,
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  "probabilities": {
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- "TLT": 0.1375,
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- "VCIT": 0.1313,
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- "LQD": 0.1447,
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- "HYG": 0.1385,
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- "VNQ": 0.1584,
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- "GLD": 0.1384,
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- "SLV": 0.1512
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  }
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  },
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  "model_b": {
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  "model": "model_b",
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- "lookback": 45,
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  "signal": "SLV",
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- "confidence": 0.2961,
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- "z_score": 1.639,
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  "probabilities": {
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- "TLT": 0.1734,
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- "VCIT": 0.0569,
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- "LQD": 0.0018,
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- "HYG": 0.1183,
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- "VNQ": 0.2339,
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- "GLD": 0.1195,
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- "SLV": 0.2961
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  }
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  },
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  "model_c": {
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  "model": "model_c",
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  "lookback": 30,
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- "signal": "TLT",
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- "confidence": 0.2901,
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- "z_score": 1.599,
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  "probabilities": {
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- "TLT": 0.2901,
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- "VCIT": 0.0073,
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- "LQD": 0.135,
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- "HYG": 0.0748,
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- "VNQ": 0.1419,
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- "GLD": 0.0964,
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- "SLV": 0.2545
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  }
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  }
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  },
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  "trained_from_year": 2008,
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  "trained_wavelet": "db4",
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- "trained_at": "2026-03-05T02:09:32.279323"
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  }
 
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  "as_of_date": "2026-03-05",
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  "winner_model": "model_b",
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  "final_signal": "SLV",
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+ "final_confidence": 0.2512,
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  "tsl_status": {
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  "two_day_cumul_pct": -7.95,
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  "tsl_triggered": false,
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  "in_cash": false,
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+ "current_z": 1.121,
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  "z_reentry": 1.1,
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+ "tsl_pct": 10.0
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  },
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  "tbill_rate": 3.6,
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  "predictions": {
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  "model_a": {
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  "model": "model_a",
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+ "lookback": 30,
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+ "signal": "GLD",
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+ "confidence": 0.2871,
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+ "z_score": 1.428,
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  "probabilities": {
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+ "TLT": 0.1546,
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+ "VCIT": 0.0015,
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+ "LQD": 0.0008,
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+ "HYG": 0.1294,
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+ "VNQ": 0.2039,
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+ "GLD": 0.2871,
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+ "SLV": 0.2227
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  }
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  },
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  "model_b": {
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  "model": "model_b",
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+ "lookback": 60,
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  "signal": "SLV",
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+ "confidence": 0.2512,
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+ "z_score": 1.121,
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  "probabilities": {
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+ "TLT": 0.1925,
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+ "VCIT": 0.0022,
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+ "LQD": 0.0021,
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+ "HYG": 0.1232,
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+ "VNQ": 0.2366,
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+ "GLD": 0.1922,
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+ "SLV": 0.2512
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  }
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  },
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  "model_c": {
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  "model": "model_c",
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  "lookback": 30,
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+ "signal": "GLD",
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+ "confidence": 0.3391,
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+ "z_score": 1.643,
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  "probabilities": {
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+ "TLT": 0.2112,
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+ "VCIT": 0.0011,
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+ "LQD": 0.0001,
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+ "HYG": 0.0459,
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+ "VNQ": 0.2011,
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+ "GLD": 0.3391,
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+ "SLV": 0.2015
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  }
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  }
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  },
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  "trained_from_year": 2008,
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  "trained_wavelet": "db4",
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+ "trained_at": "2026-03-05T05:54:46.470793"
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  }