models/year_2021/best_model.json

{
  "best_ma_window": 3,
  "val_returns": {
    "3": 0.091979,
    "5": 0.091979,
    "10": 0.091979
  },
  "oos_returns": {
    "3": 0.615152,
    "5": 0.156977,
    "10": 0.156977
  },
  "ma3_val_ann_return": 0.09197853735249262,
  "ma5_val_ann_return": 0.09197853735249262,
  "start_year": 2021,
  "run_date": "2026-06-03",
  "last_trained": "2026-06-03",
  "option": "a"
}