etf-hrformer-model / latest.json
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{
"generated_at": "2026-05-15T11:54:21Z",
"best_historical_mode": "shrinking",
"hero_mode": "shrinking",
"signal": {
"entry_date": "2026-05-15",
"target_48_date": "2026-07-21",
"data_date": "2026-05-14",
"recommended_etf": "HYG",
"predicted_return": 0.1657,
"predicted_returns": {
"TLT": 0.0639,
"VNQ": -0.0131,
"SLV": -0.0582,
"GLD": -0.0664,
"LQD": 0.1318,
"HYG": 0.1657
},
"strategy": "daily_rebalance"
},
"mode_predictions": {
"expanding": {
"entry_date": "2026-05-15",
"target_48_date": "2026-07-21",
"data_date": "2026-05-14",
"recommended_etf": "VNQ",
"predicted_return": 0.0879,
"predicted_returns": {
"TLT": 0.0525,
"VNQ": 0.0879,
"SLV": -0.0044,
"GLD": 0.0508,
"LQD": 0.0377,
"HYG": 0.0017
},
"strategy": "daily_rebalance"
},
"shrinking": {
"entry_date": "2026-05-15",
"target_48_date": "2026-07-21",
"data_date": "2026-05-14",
"recommended_etf": "HYG",
"predicted_return": 0.1657,
"predicted_returns": {
"TLT": 0.0639,
"VNQ": -0.0131,
"SLV": -0.0582,
"GLD": -0.0664,
"LQD": 0.1318,
"HYG": 0.1657
},
"strategy": "daily_rebalance"
}
},
"historical_performance": {
"annualised_return": 0.0833,
"sharpe_ratio": 0.3882,
"max_drawdown": -0.4368,
"annualised_vol": 0.2146
},
"mode_comparison": {
"expanding": {
"annualised_return": 0.0706,
"sharpe_ratio": 0.3256,
"max_drawdown": -0.3954,
"annualised_vol": 0.2167
},
"shrinking": {
"annualised_return": 0.0833,
"sharpe_ratio": 0.3882,
"max_drawdown": -0.4368,
"annualised_vol": 0.2146
}
}
}