[auto] Update SAMBA models and signals
Browse files- models/signal_A.json +17 -17
models/signal_A.json
CHANGED
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@@ -4,18 +4,18 @@
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-05-14",
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"last_data_date": "2026-05-13",
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"generated_at": "2026-05-
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"pick": "
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"conviction": 0.
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"weights": {
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"TLT": 0.
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"LQD": 0.
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"HYG": 0.
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"VNQ": 0.
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"GLD": 0.
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"SLV": 0.
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"PFF": 0.
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"MBB": 0.
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},
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"regime_context": {
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"VIX": 17.99,
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@@ -23,13 +23,13 @@
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"HY_SPREAD": 2.82,
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"USD_INDEX": 118.039
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},
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"trained_at": "2026-05-
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"winning_loss": "evar",
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"test_ann_return": 0.
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"test_ann_vol": 0.
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"test_sharpe":
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"test_max_dd": -0.
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"test_hit_rate": 0.
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"test_start": "2023-08-23",
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"model_n_params": 66280
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}
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-05-14",
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"last_data_date": "2026-05-13",
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+
"generated_at": "2026-05-14T22:41:45.957839",
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"pick": "TLT",
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| 9 |
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"conviction": 0.9671,
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"weights": {
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"TLT": 0.9671,
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"LQD": 0.0021,
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"HYG": 0.0006,
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"VNQ": 0.0132,
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"GLD": 0.0133,
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"SLV": 0.0003,
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"PFF": 0.0003,
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"MBB": 0.0031
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},
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"regime_context": {
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"VIX": 17.99,
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"HY_SPREAD": 2.82,
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"USD_INDEX": 118.039
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},
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"trained_at": "2026-05-14T15:17:46.178760",
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"winning_loss": "evar",
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| 28 |
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"test_ann_return": 0.1393,
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| 29 |
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"test_ann_vol": 0.1391,
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"test_sharpe": 1.0018,
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"test_max_dd": -0.0838,
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"test_hit_rate": 0.5445,
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"test_start": "2023-08-23",
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"model_n_params": 66280
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}
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