Upload models/best_model.json with huggingface_hub
Browse files- models/best_model.json +102 -3
models/best_model.json
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@@ -1,5 +1,104 @@
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{
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"best_ma_window":
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}
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{
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"best_ma_window": 3,
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"year_start": 2008,
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"split_pct": "80/10/10",
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"oos_start_date": "2024-07-12",
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"oos_end_date": "2026-03-02",
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"ma3_val_ann_return": 0,
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"ma5_val_ann_return": 0,
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"ma3_val_sharpe": 0,
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"ma5_val_sharpe": 0,
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"ma3_oos_ann_return": 0,
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"ma5_oos_ann_return": 0,
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"ma3_oos_sharpe": 0,
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"ma5_oos_sharpe": 0,
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"split_dates": {
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"TLT": {
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"train_start": "2009-11-23",
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"train_end": "2022-11-21",
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"val_start": "2022-11-22",
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"val_end": "2024-07-11",
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"oos_start": "2024-07-12",
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"oos_end": "2026-03-02",
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"n_train": 3272,
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"n_val": 409,
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"n_test": 410
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},
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"VNQ": {
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"train_start": "2009-11-23",
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"train_end": "2022-11-21",
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"val_start": "2022-11-22",
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"val_end": "2024-07-11",
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"oos_start": "2024-07-12",
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"oos_end": "2026-03-02",
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"n_train": 3272,
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"n_val": 409,
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"n_test": 410
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},
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"GLD": {
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"train_start": "2009-11-23",
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"train_end": "2022-11-21",
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"val_start": "2022-11-22",
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"val_end": "2024-07-11",
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"oos_start": "2024-07-12",
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"oos_end": "2026-03-02",
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"n_train": 3272,
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"n_val": 409,
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"n_test": 410
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},
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"SLV": {
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"train_start": "2009-11-23",
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"train_end": "2022-11-21",
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"val_start": "2022-11-22",
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"val_end": "2024-07-11",
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"oos_start": "2024-07-12",
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"oos_end": "2026-03-02",
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"n_train": 3272,
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"n_val": 409,
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"n_test": 410
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},
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"VCIT": {
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"train_start": "2009-12-22",
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"train_end": "2022-11-28",
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"val_start": "2022-11-29",
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"val_end": "2024-07-15",
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"oos_start": "2024-07-16",
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"oos_end": "2026-03-02",
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"n_train": 3256,
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"n_val": 407,
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"n_test": 408
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},
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"HYG": {
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"train_start": "2009-11-23",
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"train_end": "2022-11-21",
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"val_start": "2022-11-22",
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"val_end": "2024-07-11",
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"oos_start": "2024-07-12",
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"oos_end": "2026-03-02",
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"n_train": 3272,
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"n_val": 409,
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"n_test": 410
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},
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"LQD": {
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"train_start": "2009-11-23",
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"train_end": "2022-11-21",
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"val_start": "2022-11-22",
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"val_end": "2024-07-11",
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"oos_start": "2024-07-12",
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"oos_end": "2026-03-02",
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"n_train": 3272,
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"n_val": 409,
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"n_test": 410
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}
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},
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"last_trained": "2026-03-05T06:45:33.385332Z",
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"etf_list": [
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"TLT",
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"VNQ",
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"GLD",
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"SLV",
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"VCIT",
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"HYG",
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"LQD"
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]
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}
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