P2SAMAPA commited on
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7c7537b
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verified ·
1 Parent(s): 60c18af

[auto] Update SAMBA models and signals

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Files changed (1) hide show
  1. models/signal_A.json +17 -17
models/signal_A.json CHANGED
@@ -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": "2026-05-14T11:12:50.420918",
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- "pick": "VNQ",
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- "conviction": 0.9993,
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  "weights": {
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- "TLT": 0.0002,
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- "LQD": 0.0,
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- "HYG": 0.0001,
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- "VNQ": 0.9993,
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- "GLD": 0.0002,
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- "SLV": 0.0001,
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- "PFF": 0.0,
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- "MBB": 0.0
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  },
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  "regime_context": {
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  "VIX": 17.99,
@@ -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": "2026-05-14T01:44:59.107937",
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  "winning_loss": "evar",
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- "test_ann_return": 0.1525,
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- "test_ann_vol": 0.1532,
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- "test_sharpe": 0.9954,
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- "test_max_dd": -0.1403,
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- "test_hit_rate": 0.5533,
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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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+ "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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+ "test_ann_return": 0.1393,
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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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  }