Latest ticker values:
fetching latest SPY value
2025-01-17 SPY 598.32
SPY Last 3 Days:
               SPY
date              
2025-01-15  592.78
2025-01-16  591.64
2025-01-17  598.32
SPY Vol (rolling 8 day) Last 3 Days:
date
2025-01-15    17.603852
2025-01-16    16.255327
2025-01-17    17.223317
Name: SPY, dtype: float64
VIX Last 3 Days:
                     close
2025-01-15 00:00:00  16.12
2025-01-16 00:00:00  16.60
2025-01-17           16.07
VIX3M Last 3 Days:
                     close
2025-01-15 00:00:00  18.23
2025-01-16 00:00:00  18.35
2025-01-17           17.99
Raw ensemble runs output:  [(1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1), (0, 1, 1, 1)]
Different ensemble runs yielded a short vol signal of (>=1 means stay in short vol):  [4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 3, 3, 4, 3, 3, 4, 3, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 3, 3, 4, 3, 3, 4, 3, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 3, 3, 4, 3, 3, 4, 3, 3, 3, 3, 3, 3]
Mean ensemble run score to stay in short vol is: 1.0
We should stay in SHORT_VOL
<!DOCTYPE html>
<html>
<body>

<h3>Time signal was computed: 2025-01-17 10:57:51 PST</h3>

<h2>The signal is: SHORT_VOL</h2>

<p> 
Detailed notebook output <a href="./signal.html">here</a>
</p>

</body>
</html>