[auto] Update SAMBA models and signals

models/latest_signals.json

@@ -1,23 +1,23 @@
 {
-  "generated_at": "2026-10-20T03:27:52.299321",
+  "generated_at": "2026-10-20T08:29:30.298473",
   "option_A": {
     "option": "A",
     "mode": "fixed_split",
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-10-20",
     "last_data_date": "2026-10-19",
-    "generated_at": "2026-10-20T03:27:51.811099",
-    "pick": "VNQ",
-    "conviction": 0.9836,
+    "generated_at": "2026-10-20T08:29:29.566576",
+    "pick": "PFF",
+    "conviction": 0.4696,
     "weights": {
-      "TLT": 0.0163,
-      "LQD": 0.0,
-      "HYG": 0.0,
-      "VNQ": 0.9836,
-      "GLD": 0.0,
-      "SLV": 0.0,
-      "PFF": 0.0001,
-      "MBB": 0.0
+      "TLT": 0.0033,
+      "LQD": 0.0046,
+      "HYG": 0.0771,
+      "VNQ": 0.4368,
+      "GLD": 0.0024,
+      "SLV": 0.0042,
+      "PFF": 0.4696,
+      "MBB": 0.002
     },
     "regime_context": {
       "VIX": 19.99,
@@ -25,13 +25,13 @@
       "HY_SPREAD": 3.31,
       "USD_INDEX": 121.405
     },
-    "trained_at": "2026-10-20T01:09:59.332140",
-    "winning_loss": "evar",
-    "test_ann_return": 0.08,
-    "test_ann_vol": 0.1344,
-    "test_sharpe": 0.5952,
-    "test_max_dd": -0.1374,
-    "test_hit_rate": 0.5235,
+    "trained_at": "2026-10-20T05:08:29.000174",
+    "winning_loss": "sharpe",
+    "test_ann_return": 0.0587,
+    "test_ann_vol": 0.0866,
+    "test_sharpe": 0.6776,
+    "test_max_dd": -0.106,
+    "test_hit_rate": 0.5292,
     "test_start": "2024-01-04",
     "model_n_params": 66280
   },
@@ -41,7 +41,7 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-10-20",
     "last_data_date": "2026-10-19",
-    "generated_at": "2026-10-20T03:27:52.123376",
+    "generated_at": "2026-10-20T08:29:30.037309",
     "pick": "SPY",
     "conviction": NaN,
     "weights": {
@@ -87,7 +87,7 @@
       "HY_SPREAD": 3.31,
       "USD_INDEX": 121.405
     },
-    "trained_at": "2026-10-20T01:19:16.607294",
+    "trained_at": "2026-10-20T05:15:54.088662",
     "winning_loss": "sharpe",
     "test_ann_return": 0.0,
     "test_ann_vol": 0.0,
@@ -103,29 +103,29 @@
     "option_name": "Fixed Income / Alts",
     "signal_date": "2026-10-20",
     "last_data_date": "2026-10-19",
-    "generated_at": "2026-10-20T03:27:51.943301",
+    "generated_at": "2026-10-20T08:29:29.769513",
     "pick": "VNQ",
-    "conviction": 0.9391,
+    "conviction": 1.0,
     "weights": {
-      "TLT": 0.0026,
-      "LQD": 0.0044,
-      "HYG": 0.0046,
-      "VNQ": 0.9391,
-      "GLD": 0.0096,
-      "SLV": 0.0292,
-      "PFF": 0.0078,
-      "MBB": 0.0028
+      "TLT": 0.0,
+      "LQD": 0.0,
+      "HYG": 0.0,
+      "VNQ": 1.0,
+      "GLD": 0.0,
+      "SLV": 0.0,
+      "PFF": 0.0,
+      "MBB": 0.0
     },
-    "trained_at": "2026-10-20T03:24:41.133864",
-    "winning_window": 5,
-    "winning_train_start": "2016-01-01",
+    "trained_at": "2026-10-20T08:23:50.134015",
+    "winning_window": 3,
+    "winning_train_start": "2012-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "evar",
-    "oos_ann_return": 0.6059,
-    "oos_ann_vol": 0.4231,
-    "oos_sharpe": 1.432,
-    "oos_hit_rate": 0.5556,
-    "oos_max_dd": -0.3594
+    "oos_ann_return": 0.5176,
+    "oos_ann_vol": 0.2919,
+    "oos_sharpe": 1.7731,
+    "oos_hit_rate": 0.5978,
+    "oos_max_dd": -0.2543
   },
   "option_B_window": {
     "option": "B",
@@ -133,18 +133,18 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-10-20",
     "last_data_date": "2026-10-19",
-    "generated_at": "2026-10-20T03:27:52.299064",
-    "pick": "SMH",
-    "conviction": 0.9997,
+    "generated_at": "2026-10-20T08:29:30.298268",
+    "pick": "XLE",
+    "conviction": 0.9833,
     "weights": {
       "SPY": 0.0,
       "QQQ": 0.0,
       "XLK": 0.0,
-      "XLF": 0.0,
-      "XLE": 0.0,
+      "XLF": 0.0001,
+      "XLE": 0.9833,
       "XLV": 0.0,
-      "SMH": 0.9997,
-      "SOXX": 0.0002,
+      "SMH": 0.0003,
+      "SOXX": 0.0001,
       "XLB": 0.0,
       "IWD": 0.0,
       "IWO": 0.0,
@@ -153,15 +153,15 @@
       "XLI": 0.0,
       "XLY": 0.0,
       "XLP": 0.0,
-      "XLU": 0.0,
+      "XLU": 0.0012,
       "GDX": 0.0,
       "IWF": 0.0,
       "IWM": 0.0,
       "XSD": 0.0,
       "XBI": 0.0,
-      "XME": 0.0,
+      "XME": 0.0001,
       "VUG": 0.0,
-      "VTV": 0.0,
+      "VTV": 0.0001,
       "SPYG": 0.0,
       "QUAL": 0.0,
       "IWR": 0.0,
@@ -170,18 +170,18 @@
       "VIG": 0.0,
       "VEA": 0.0,
       "VGT": 0.0,
-      "VDE": 0.0,
+      "VDE": 0.0144,
       "XLC": 0.0
     },
-    "trained_at": "2026-10-20T01:56:53.921062",
+    "trained_at": "2026-10-20T05:53:50.935269",
     "winning_window": 8,
     "winning_train_start": "2022-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "evar",
-    "oos_ann_return": 0.5462,
-    "oos_ann_vol": 0.3123,
-    "oos_sharpe": 1.7488,
-    "oos_hit_rate": 0.5933,
-    "oos_max_dd": -0.3089
+    "oos_ann_return": 0.514,
+    "oos_ann_vol": 0.2799,
+    "oos_sharpe": 1.8365,
+    "oos_hit_rate": 0.5822,
+    "oos_max_dd": -0.2224
   }
 }