P2SAMAPA commited on
Commit
9b3238e
·
verified ·
1 Parent(s): c6232b7

[auto] Equity results year=2021 20260521 (batch 1)

Browse files
evaluation_results_equity.json CHANGED
The diff for this file is too large to render. See raw diff
 
latest_prediction_equity.json CHANGED
@@ -1,13 +1,13 @@
1
  {
2
  "as_of_date": "2026-05-21",
3
  "winner_model": "model_a",
4
- "final_signal": "GDX",
5
- "final_confidence": 0.0701,
6
  "tsl_status": {
7
  "two_day_cumul_pct": 5.57,
8
  "tsl_triggered": false,
9
  "in_cash": false,
10
- "current_z": 1.983,
11
  "z_reentry": 0.9,
12
  "tsl_pct": 12
13
  },
@@ -15,95 +15,95 @@
15
  "predictions": {
16
  "model_a": {
17
  "model": "model_a",
18
- "lookback": 60,
19
  "wavelet": "db4",
20
- "signal": "GDX",
21
- "confidence": 0.0701,
22
- "z_score": 1.983,
23
  "probabilities": {
24
- "QQQ": 0.048,
25
- "XLK": 0.0556,
26
- "XLF": 0.0605,
27
- "XLE": 0.0489,
28
- "XLV": 0.0425,
29
- "XLI": 0.0485,
30
- "XLY": 0.0475,
31
- "XLP": 0.051,
32
- "XLU": 0.0552,
33
- "XME": 0.0417,
34
- "XLB": 0.0637,
35
- "XLRE": 0.0654,
36
- "GDX": 0.0701,
37
- "IWM": 0.0443,
38
- "IWF": 0.0502,
39
- "XSD": 0.0523,
40
- "XBI": 0.0542,
41
- "IWD": 0.0357,
42
- "IWO": 0.0646
43
  }
44
  },
45
  "model_b": {
46
  "model": "model_b",
47
- "lookback": 45,
48
- "wavelet": "db4",
49
- "signal": "IWO",
50
- "confidence": 0.0693,
51
- "z_score": 1.988,
52
  "probabilities": {
53
- "QQQ": 0.0504,
54
- "XLK": 0.0446,
55
- "XLF": 0.0555,
56
- "XLE": 0.0501,
57
- "XLV": 0.058,
58
- "XLI": 0.0383,
59
- "XLY": 0.0523,
60
- "XLP": 0.0512,
61
- "XLU": 0.0544,
62
- "XME": 0.0416,
63
- "XLB": 0.0611,
64
- "XLRE": 0.0527,
65
- "GDX": 0.0688,
66
- "IWM": 0.05,
67
- "IWF": 0.0475,
68
- "XSD": 0.0621,
69
- "XBI": 0.052,
70
- "IWD": 0.0401,
71
- "IWO": 0.0693
72
  }
73
  },
74
  "model_c": {
75
  "model": "model_c",
76
  "lookback": 30,
77
- "wavelet": "db2",
78
- "signal": "XLK",
79
- "confidence": 0.0736,
80
- "z_score": 1.491,
81
  "probabilities": {
82
- "QQQ": 0.0567,
83
- "XLK": 0.0736,
84
- "XLF": 0.0678,
85
- "XLE": 0.0616,
86
- "XLV": 0.0458,
87
- "XLI": 0.0407,
88
- "XLY": 0.0545,
89
- "XLP": 0.0585,
90
- "XLU": 0.0468,
91
- "XME": 0.0528,
92
- "XLB": 0.0663,
93
- "XLRE": 0.0663,
94
- "GDX": 0.0705,
95
- "IWM": 0.0271,
96
- "IWF": 0.052,
97
- "XSD": 0.0523,
98
- "XBI": 0.0472,
99
- "IWD": 0.0172,
100
- "IWO": 0.0423
101
  }
102
  }
103
  },
104
- "trained_from_year": 2016,
105
- "trained_wavelet": "db4",
106
- "trained_at": "2026-05-21T11:28:58.406851",
107
  "universe": "equity",
108
  "etfs": [
109
  "QQQ",
 
1
  {
2
  "as_of_date": "2026-05-21",
3
  "winner_model": "model_a",
4
+ "final_signal": "XLU",
5
+ "final_confidence": 0.0651,
6
  "tsl_status": {
7
  "two_day_cumul_pct": 5.57,
8
  "tsl_triggered": false,
9
  "in_cash": false,
10
+ "current_z": 1.829,
11
  "z_reentry": 0.9,
12
  "tsl_pct": 12
13
  },
 
15
  "predictions": {
16
  "model_a": {
17
  "model": "model_a",
18
+ "lookback": 45,
19
  "wavelet": "db4",
20
+ "signal": "XLU",
21
+ "confidence": 0.0651,
22
+ "z_score": 1.829,
23
  "probabilities": {
24
+ "QQQ": 0.0438,
25
+ "XLK": 0.0558,
26
+ "XLF": 0.0508,
27
+ "XLE": 0.0575,
28
+ "XLV": 0.0482,
29
+ "XLI": 0.052,
30
+ "XLY": 0.0616,
31
+ "XLP": 0.0457,
32
+ "XLU": 0.0651,
33
+ "XME": 0.0533,
34
+ "XLB": 0.056,
35
+ "XLRE": 0.0449,
36
+ "GDX": 0.0641,
37
+ "IWM": 0.0419,
38
+ "IWF": 0.0469,
39
+ "XSD": 0.054,
40
+ "XBI": 0.0506,
41
+ "IWD": 0.0464,
42
+ "IWO": 0.0612
43
  }
44
  },
45
  "model_b": {
46
  "model": "model_b",
47
+ "lookback": 60,
48
+ "wavelet": "db2",
49
+ "signal": "GDX",
50
+ "confidence": 0.0628,
51
+ "z_score": 1.604,
52
  "probabilities": {
53
+ "QQQ": 0.0471,
54
+ "XLK": 0.0542,
55
+ "XLF": 0.0445,
56
+ "XLE": 0.0542,
57
+ "XLV": 0.0583,
58
+ "XLI": 0.0454,
59
+ "XLY": 0.0561,
60
+ "XLP": 0.0509,
61
+ "XLU": 0.044,
62
+ "XME": 0.0524,
63
+ "XLB": 0.0622,
64
+ "XLRE": 0.0463,
65
+ "GDX": 0.0628,
66
+ "IWM": 0.0443,
67
+ "IWF": 0.0619,
68
+ "XSD": 0.0486,
69
+ "XBI": 0.0495,
70
+ "IWD": 0.0581,
71
+ "IWO": 0.0591
72
  }
73
  },
74
  "model_c": {
75
  "model": "model_c",
76
  "lookback": 30,
77
+ "wavelet": "haar",
78
+ "signal": "GDX",
79
+ "confidence": 0.0712,
80
+ "z_score": 2.143,
81
  "probabilities": {
82
+ "QQQ": 0.0434,
83
+ "XLK": 0.0574,
84
+ "XLF": 0.0527,
85
+ "XLE": 0.0564,
86
+ "XLV": 0.0513,
87
+ "XLI": 0.0489,
88
+ "XLY": 0.0435,
89
+ "XLP": 0.0562,
90
+ "XLU": 0.0532,
91
+ "XME": 0.0504,
92
+ "XLB": 0.0436,
93
+ "XLRE": 0.0612,
94
+ "GDX": 0.0712,
95
+ "IWM": 0.049,
96
+ "IWF": 0.0501,
97
+ "XSD": 0.0513,
98
+ "XBI": 0.0608,
99
+ "IWD": 0.0326,
100
+ "IWO": 0.0667
101
  }
102
  }
103
  },
104
+ "trained_from_year": 2021,
105
+ "trained_wavelet": "db2",
106
+ "trained_at": "2026-05-21T11:47:37.189932",
107
  "universe": "equity",
108
  "etfs": [
109
  "QQQ",
models/model_b_eq/lb30_db4/best.keras CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:62d60919b03f35cf56348db2124771eb8786ba523404c5a7bc3cd0db10ef6a8a
3
  size 2739465
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:01b9d4758a37ed5a9dda2f183b54311c4d6397f43af5e6bd2af08eb0a1958c03
3
  size 2739465
models/model_b_eq/lb30_db4/final.keras CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:db285da42a6761ced9a578b9a9577b38fa9a7baca49422df90cd8a7265f740da
3
- size 2739464
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:00bff9959927b3ab234d2a5a4b6fa1aefbf308e07bce6ed6bd20f6a6ad0aa153
3
+ size 2739465
models/model_b_eq/lb30_haar/best.keras CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:0de21324e1e18ed7617fccd5e2b23430a81b268c333d5ab2f9db115bdde8b601
3
  size 2739483
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:06f5b23b6fcbad9e75d01cef3d0725a6111ae23562f4ce4bd43bbd49be2aaf29
3
  size 2739483
models/model_b_eq/lb30_haar/final.keras CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:8f974a87d4c85726d40009ceb49c63046ff466a13b12896c90f3d2d809c71da4
3
  size 2739483
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:6620bfac57f02a9f13658820507b518ac66a69f6d9dbd1a8b6d584f1bf1d23d0
3
  size 2739483
models/model_b_eq/lb45_db2/best.keras CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:e7a4e6b9002448dd9c88b9f9fa847709d1b770df8d96c7502f3b0305a00767dd
3
- size 2739482
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:821d0bbbd5573dea1161b81b83f1109e0441133992272522bbcd8a673e1687a3
3
+ size 2739483
models/model_b_eq/lb60_haar/best.keras CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:ab9e9d3b8f4be7db2bbc005295cfac71ad4c0668441fef2160fdc3249fc0a772
3
  size 2739483
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:a20be05b6515fceac01f3b66876b7a5b55714b087da7f4612f53906bfee637c5
3
  size 2739483
models/model_b_eq/lb60_haar/final.keras CHANGED
@@ -1,3 +1,3 @@
1
  version https://git-lfs.github.com/spec/v1
2
- oid sha256:20c96331dcf432b3b786d205db01b6101148b9597cddbab51d41fbb4c8f6ba90
3
  size 2739483
 
1
  version https://git-lfs.github.com/spec/v1
2
+ oid sha256:ec89db8a3070e8bed149711cbea962bda650b62e32ef6575ca1a1dc583195e55
3
  size 2739483
results/eq_2021_20260521.json ADDED
The diff for this file is too large to render. See raw diff