Update latest signals (2026-10-02T06:22:56.075780)

models/latest_signals.json

@@ -1,23 +1,23 @@
 {
-  "generated_at": "2026-10-02T02:12:11.760785",
+  "generated_at": "2026-10-02T06:22:56.075780",
   "option_A": {
     "option": "A",
     "mode": "fixed_split",
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-10-01",
     "last_data_date": "2026-09-30",
-    "generated_at": "2026-10-02T02:12:11.311530",
-    "pick": "SLV",
-    "conviction": 0.6345,
+    "generated_at": "2026-10-02T06:22:55.195989",
+    "pick": "GLD",
+    "conviction": 0.9972,
     "weights": {
-      "TLT": 0.0419,
-      "LQD": 0.0013,
-      "HYG": 0.0004,
-      "VNQ": 0.1815,
-      "GLD": 0.1394,
-      "SLV": 0.6345,
-      "PFF": 0.0001,
-      "MBB": 0.001
+      "TLT": 0.001,
+      "LQD": 0.0001,
+      "HYG": 0.0001,
+      "VNQ": 0.0007,
+      "GLD": 0.9972,
+      "SLV": 0.001,
+      "PFF": 0.0,
+      "MBB": 0.0
     },
     "regime_context": {
       "VIX": 16.34,
@@ -26,10 +26,10 @@
       "USD_INDEX": 120.33
     },
     "macro_stress": 1.319,
-    "trained_at": "2026-10-02T00:36:04.778600",
+    "trained_at": "2026-10-02T02:51:02.363745",
     "winning_loss": "sharpe",
-    "test_sharpe": 0.7741,
-    "test_ann_return": 0.0898,
+    "test_sharpe": 0.9725,
+    "test_ann_return": 0.1197,
     "model_n_params": 129616,
     "actual_return": 0.0,
     "hit": false
@@ -40,46 +40,46 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-10-01",
     "last_data_date": "2026-09-30",
-    "generated_at": "2026-10-02T02:12:11.595107",
-    "pick": "XLU",
-    "conviction": 0.5227,
+    "generated_at": "2026-10-02T06:22:55.754252",
+    "pick": "GDX",
+    "conviction": 0.2882,
     "weights": {
-      "SPY": 0.003,
-      "QQQ": 0.0771,
-      "XLK": 0.0386,
-      "XLF": 0.0072,
-      "XLE": 0.0044,
-      "XLV": 0.1301,
-      "XLI": 0.0043,
-      "XLY": 0.0108,
-      "XLP": 0.0168,
-      "XLU": 0.5227,
-      "GDX": 0.0246,
-      "XLB": 0.0025,
-      "IWF": 0.0067,
-      "IWD": 0.0021,
-      "IWO": 0.0059,
-      "XSD": 0.0066,
-      "SMH": 0.008,
-      "SOXX": 0.006,
-      "XBI": 0.006,
-      "IBB": 0.0162,
-      "VUG": 0.0024,
-      "VTV": 0.001,
-      "SPYG": 0.011,
-      "QUAL": 0.0178,
-      "IWR": 0.0017,
-      "VO": 0.004,
-      "VB": 0.0067,
-      "VIG": 0.0021,
-      "VEA": 0.002,
-      "VGT": 0.0072,
-      "VDE": 0.0019,
-      "XLC": 0.0063,
-      "URA": 0.0037,
-      "XLRE": 0.0209,
-      "IWM": 0.0112,
-      "XME": 0.0006
+      "SPY": 0.0049,
+      "QQQ": 0.0162,
+      "XLK": 0.072,
+      "XLF": 0.0069,
+      "XLE": 0.0122,
+      "XLV": 0.0052,
+      "XLI": 0.0041,
+      "XLY": 0.0127,
+      "XLP": 0.0084,
+      "XLU": 0.0337,
+      "GDX": 0.2882,
+      "XLB": 0.016,
+      "IWF": 0.0074,
+      "IWD": 0.0069,
+      "IWO": 0.0143,
+      "XSD": 0.0308,
+      "SMH": 0.0826,
+      "SOXX": 0.1687,
+      "XBI": 0.0109,
+      "IBB": 0.0158,
+      "VUG": 0.0299,
+      "VTV": 0.0055,
+      "SPYG": 0.0043,
+      "QUAL": 0.0038,
+      "IWR": 0.0083,
+      "VO": 0.0016,
+      "VB": 0.0102,
+      "VIG": 0.0037,
+      "VEA": 0.0026,
+      "VGT": 0.0263,
+      "VDE": 0.0086,
+      "XLC": 0.0023,
+      "URA": 0.0391,
+      "XLRE": 0.004,
+      "IWM": 0.0147,
+      "XME": 0.0171
     },
     "regime_context": {
       "VIX": 16.34,
@@ -88,10 +88,10 @@
       "USD_INDEX": 120.33
     },
     "macro_stress": 1.319,
-    "trained_at": "2026-10-02T00:52:12.444863",
+    "trained_at": "2026-10-02T03:15:44.497054",
     "winning_loss": "sharpe",
-    "test_sharpe": 1.8587,
-    "test_ann_return": 0.3073,
+    "test_sharpe": 1.7996,
+    "test_ann_return": 0.4644,
     "model_n_params": 133256,
     "actual_return": 0.0,
     "hit": false
@@ -102,18 +102,18 @@
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-10-01",
     "last_data_date": "2026-09-30",
-    "generated_at": "2026-10-02T02:12:11.425248",
-    "pick": "GLD",
-    "conviction": 0.8658,
+    "generated_at": "2026-10-02T06:22:55.424751",
+    "pick": "SLV",
+    "conviction": 0.855,
     "weights": {
-      "TLT": 0.0022,
-      "LQD": 0.003,
-      "HYG": 0.1214,
-      "VNQ": 0.0027,
-      "GLD": 0.8658,
-      "SLV": 0.0021,
+      "TLT": 0.0001,
+      "LQD": 0.0002,
+      "HYG": 0.003,
+      "VNQ": 0.0021,
+      "GLD": 0.1388,
+      "SLV": 0.855,
       "PFF": 0.0006,
-      "MBB": 0.0022
+      "MBB": 0.0001
     },
     "regime_context": {
       "VIX": 16.34,
@@ -122,13 +122,13 @@
       "USD_INDEX": 120.33
     },
     "macro_stress": 1.319,
-    "trained_at": "2026-10-02T01:07:11.086444",
-    "winning_window": 3,
-    "winning_train_start": "2012-01-01",
+    "trained_at": "2026-10-02T03:57:02.263807",
+    "winning_window": 7,
+    "winning_train_start": "2020-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.3118,
-    "oos_sharpe": 1.4041,
+    "oos_ann_return": 0.3429,
+    "oos_sharpe": 1.8565,
     "actual_return": 0.0,
     "hit": false
   },
@@ -138,46 +138,46 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-10-01",
     "last_data_date": "2026-09-30",
-    "generated_at": "2026-10-02T02:12:11.760620",
-    "pick": "XLC",
-    "conviction": 0.7673,
+    "generated_at": "2026-10-02T06:22:56.075636",
+    "pick": "SMH",
+    "conviction": 0.3513,
     "weights": {
-      "SPY": 0.0047,
-      "QQQ": 0.0089,
-      "XLK": 0.0044,
-      "XLF": 0.0052,
-      "XLE": 0.0059,
-      "XLV": 0.005,
-      "XLI": 0.0094,
-      "XLY": 0.0047,
-      "XLP": 0.0161,
-      "XLU": 0.015,
-      "GDX": 0.0039,
-      "XLB": 0.0029,
-      "IWF": 0.0036,
-      "IWD": 0.0041,
-      "IWO": 0.0012,
-      "XSD": 0.0003,
-      "SMH": 0.0043,
-      "SOXX": 0.0026,
-      "XBI": 0.0008,
-      "IBB": 0.0009,
-      "VUG": 0.005,
-      "VTV": 0.0078,
-      "SPYG": 0.0497,
-      "QUAL": 0.0054,
-      "IWR": 0.0017,
-      "VO": 0.0023,
-      "VB": 0.001,
-      "VIG": 0.0026,
-      "VEA": 0.0064,
-      "VGT": 0.0133,
-      "VDE": 0.0061,
-      "XLC": 0.7673,
-      "URA": 0.0168,
-      "XLRE": 0.0067,
-      "IWM": 0.0022,
-      "XME": 0.0017
+      "SPY": 0.001,
+      "QQQ": 0.0087,
+      "XLK": 0.0198,
+      "XLF": 0.001,
+      "XLE": 0.0102,
+      "XLV": 0.0215,
+      "XLI": 0.0014,
+      "XLY": 0.0014,
+      "XLP": 0.0198,
+      "XLU": 0.2272,
+      "GDX": 0.2231,
+      "XLB": 0.0005,
+      "IWF": 0.0077,
+      "IWD": 0.0007,
+      "IWO": 0.0001,
+      "XSD": 0.015,
+      "SMH": 0.3513,
+      "SOXX": 0.0107,
+      "XBI": 0.0011,
+      "IBB": 0.0004,
+      "VUG": 0.0072,
+      "VTV": 0.0029,
+      "SPYG": 0.0039,
+      "QUAL": 0.0015,
+      "IWR": 0.0002,
+      "VO": 0.0008,
+      "VB": 0.0004,
+      "VIG": 0.002,
+      "VEA": 0.001,
+      "VGT": 0.0395,
+      "VDE": 0.0089,
+      "XLC": 0.0005,
+      "URA": 0.002,
+      "XLRE": 0.0048,
+      "IWM": 0.0003,
+      "XME": 0.0016
     },
     "regime_context": {
       "VIX": 16.34,
@@ -186,13 +186,13 @@
       "USD_INDEX": 120.33
     },
     "macro_stress": 1.319,
-    "trained_at": "2026-10-02T02:12:07.394480",
+    "trained_at": "2026-10-02T06:22:51.111344",
     "winning_window": 3,
     "winning_train_start": "2012-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.6818,
-    "oos_sharpe": 2.5566,
+    "oos_ann_return": 0.6044,
+    "oos_sharpe": 2.0466,
     "actual_return": 0.0,
     "hit": false
   }