Model year_2011 update [2026-03-11]
Browse filesThis view is limited to 50 files because it contains too many changes. See raw diff
- models/year_2011/base_models_GLD_MA10.pkl +2 -2
- models/year_2011/base_models_GLD_MA10_2026-03-11.pkl +3 -0
- models/year_2011/base_models_GLD_MA3.pkl +2 -2
- models/year_2011/base_models_GLD_MA3_2026-03-11.pkl +3 -0
- models/year_2011/base_models_GLD_MA5.pkl +2 -2
- models/year_2011/base_models_GLD_MA5_2026-03-11.pkl +3 -0
- models/year_2011/base_models_HYG_MA10.pkl +2 -2
- models/year_2011/base_models_HYG_MA10_2026-03-11.pkl +3 -0
- models/year_2011/base_models_HYG_MA3.pkl +2 -2
- models/year_2011/base_models_HYG_MA3_2026-03-11.pkl +3 -0
- models/year_2011/base_models_HYG_MA5.pkl +2 -2
- models/year_2011/base_models_HYG_MA5_2026-03-11.pkl +3 -0
- models/year_2011/base_models_LQD_MA10.pkl +2 -2
- models/year_2011/base_models_LQD_MA10_2026-03-11.pkl +3 -0
- models/year_2011/base_models_LQD_MA3.pkl +2 -2
- models/year_2011/base_models_LQD_MA3_2026-03-11.pkl +3 -0
- models/year_2011/base_models_LQD_MA5.pkl +2 -2
- models/year_2011/base_models_LQD_MA5_2026-03-11.pkl +3 -0
- models/year_2011/base_models_SLV_MA10.pkl +2 -2
- models/year_2011/base_models_SLV_MA10_2026-03-11.pkl +3 -0
- models/year_2011/base_models_SLV_MA3.pkl +2 -2
- models/year_2011/base_models_SLV_MA3_2026-03-11.pkl +3 -0
- models/year_2011/base_models_SLV_MA5.pkl +2 -2
- models/year_2011/base_models_SLV_MA5_2026-03-11.pkl +3 -0
- models/year_2011/base_models_TLT_MA10.pkl +2 -2
- models/year_2011/base_models_TLT_MA10_2026-03-11.pkl +3 -0
- models/year_2011/base_models_TLT_MA3.pkl +2 -2
- models/year_2011/base_models_TLT_MA3_2026-03-11.pkl +3 -0
- models/year_2011/base_models_TLT_MA5.pkl +2 -2
- models/year_2011/base_models_TLT_MA5_2026-03-11.pkl +3 -0
- models/year_2011/base_models_VCIT_MA10.pkl +2 -2
- models/year_2011/base_models_VCIT_MA10_2026-03-11.pkl +3 -0
- models/year_2011/base_models_VCIT_MA3.pkl +2 -2
- models/year_2011/base_models_VCIT_MA3_2026-03-11.pkl +3 -0
- models/year_2011/base_models_VCIT_MA5.pkl +2 -2
- models/year_2011/base_models_VCIT_MA5_2026-03-11.pkl +3 -0
- models/year_2011/base_models_VNQ_MA10.pkl +2 -2
- models/year_2011/base_models_VNQ_MA10_2026-03-11.pkl +3 -0
- models/year_2011/base_models_VNQ_MA3.pkl +2 -2
- models/year_2011/base_models_VNQ_MA3_2026-03-11.pkl +3 -0
- models/year_2011/base_models_VNQ_MA5.pkl +2 -2
- models/year_2011/base_models_VNQ_MA5_2026-03-11.pkl +3 -0
- models/year_2011/best_model.json +10 -10
- models/year_2011/best_model_2026-03-11.json +18 -0
- models/year_2011/dtw_matrix_MA10.npy +1 -1
- models/year_2011/dtw_matrix_MA10_2026-03-11.npy +3 -0
- models/year_2011/dtw_matrix_MA3.npy +1 -1
- models/year_2011/dtw_matrix_MA3_2026-03-11.npy +3 -0
- models/year_2011/dtw_matrix_MA5.npy +1 -1
- models/year_2011/dtw_matrix_MA5_2026-03-11.npy +3 -0
models/year_2011/base_models_GLD_MA10.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:bc69bdec7d35873248cfff2f20fd5cdb2e3ed69a3a51fc23a3f4f4120ee60e0b
|
| 3 |
+
size 13991272
|
models/year_2011/base_models_GLD_MA10_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:bc69bdec7d35873248cfff2f20fd5cdb2e3ed69a3a51fc23a3f4f4120ee60e0b
|
| 3 |
+
size 13991272
|
models/year_2011/base_models_GLD_MA3.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:c9aee5e1aaace6651eef28065aad4943bd77ee75d345d67e4c545606520a76b5
|
| 3 |
+
size 1152111
|
models/year_2011/base_models_GLD_MA3_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:c9aee5e1aaace6651eef28065aad4943bd77ee75d345d67e4c545606520a76b5
|
| 3 |
+
size 1152111
|
models/year_2011/base_models_GLD_MA5.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:570373653816827fd333765dd2e9b2e949cc3c15342fc4e7f0ce77243261c4b6
|
| 3 |
+
size 1611321
|
models/year_2011/base_models_GLD_MA5_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:570373653816827fd333765dd2e9b2e949cc3c15342fc4e7f0ce77243261c4b6
|
| 3 |
+
size 1611321
|
models/year_2011/base_models_HYG_MA10.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:085e54a86f6485743ba3fe9ad898112722cda296dac0c57f4f198e1c159c21d3
|
| 3 |
+
size 1482246
|
models/year_2011/base_models_HYG_MA10_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:085e54a86f6485743ba3fe9ad898112722cda296dac0c57f4f198e1c159c21d3
|
| 3 |
+
size 1482246
|
models/year_2011/base_models_HYG_MA3.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:6798c309280b03edeb200a1be4303a26edff704443f99e92f2795c4025f385aa
|
| 3 |
+
size 540886
|
models/year_2011/base_models_HYG_MA3_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:6798c309280b03edeb200a1be4303a26edff704443f99e92f2795c4025f385aa
|
| 3 |
+
size 540886
|
models/year_2011/base_models_HYG_MA5.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:19a08425e6a34607209802e85369244d0b0cf1c5bf4e33c90d14751109d0434d
|
| 3 |
+
size 651378
|
models/year_2011/base_models_HYG_MA5_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:19a08425e6a34607209802e85369244d0b0cf1c5bf4e33c90d14751109d0434d
|
| 3 |
+
size 651378
|
models/year_2011/base_models_LQD_MA10.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:e88f322acfb6dc0c651fba377c196347770b281b33ee233e4782b406f56e9d21
|
| 3 |
+
size 13946422
|
models/year_2011/base_models_LQD_MA10_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:e88f322acfb6dc0c651fba377c196347770b281b33ee233e4782b406f56e9d21
|
| 3 |
+
size 13946422
|
models/year_2011/base_models_LQD_MA3.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:4f383d252e85f65b6ba08b529e6d192c4d26e5e9438906f8746d753e782bdc93
|
| 3 |
+
size 522872
|
models/year_2011/base_models_LQD_MA3_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:4f383d252e85f65b6ba08b529e6d192c4d26e5e9438906f8746d753e782bdc93
|
| 3 |
+
size 522872
|
models/year_2011/base_models_LQD_MA5.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:6ac0f8b8a87ac70e24e27b5727e098a8c441f5c11fcd98a868a5d76071b82d97
|
| 3 |
+
size 599323
|
models/year_2011/base_models_LQD_MA5_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:6ac0f8b8a87ac70e24e27b5727e098a8c441f5c11fcd98a868a5d76071b82d97
|
| 3 |
+
size 599323
|
models/year_2011/base_models_SLV_MA10.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:81569dd46eacb350e042089de6b68ebea2506bf6362b71867ebc887dcf38c3ae
|
| 3 |
+
size 1744522
|
models/year_2011/base_models_SLV_MA10_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:81569dd46eacb350e042089de6b68ebea2506bf6362b71867ebc887dcf38c3ae
|
| 3 |
+
size 1744522
|
models/year_2011/base_models_SLV_MA3.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:5c81627241725df95c5e740b636d715769225604208213d95cb66ba58a7f7a78
|
| 3 |
+
size 703082
|
models/year_2011/base_models_SLV_MA3_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:5c81627241725df95c5e740b636d715769225604208213d95cb66ba58a7f7a78
|
| 3 |
+
size 703082
|
models/year_2011/base_models_SLV_MA5.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:7772e054320528d2b6951fb621f3a1ab1f144591db7095274464244763eedcd3
|
| 3 |
+
size 898149
|
models/year_2011/base_models_SLV_MA5_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:7772e054320528d2b6951fb621f3a1ab1f144591db7095274464244763eedcd3
|
| 3 |
+
size 898149
|
models/year_2011/base_models_TLT_MA10.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:442893a2b0e2a0de01ff536898df93db9d44160a0f6024dd3238516c2825f741
|
| 3 |
+
size 2329348
|
models/year_2011/base_models_TLT_MA10_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:442893a2b0e2a0de01ff536898df93db9d44160a0f6024dd3238516c2825f741
|
| 3 |
+
size 2329348
|
models/year_2011/base_models_TLT_MA3.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:7a3691f8de2a53bb10cb8a139ac6f71087f5c10cdc444b064fd22df7ce694b1b
|
| 3 |
+
size 879031
|
models/year_2011/base_models_TLT_MA3_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:7a3691f8de2a53bb10cb8a139ac6f71087f5c10cdc444b064fd22df7ce694b1b
|
| 3 |
+
size 879031
|
models/year_2011/base_models_TLT_MA5.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:0f6f5e9f1b8078c38e0635e75768c8d6a612369c650f535244cc11133a074543
|
| 3 |
+
size 1418303
|
models/year_2011/base_models_TLT_MA5_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:0f6f5e9f1b8078c38e0635e75768c8d6a612369c650f535244cc11133a074543
|
| 3 |
+
size 1418303
|
models/year_2011/base_models_VCIT_MA10.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:c21cba8d2353b10a64f50bb6e6f9267e4770520830d2a076f8dfbde9d539adcc
|
| 3 |
+
size 1324081
|
models/year_2011/base_models_VCIT_MA10_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:c21cba8d2353b10a64f50bb6e6f9267e4770520830d2a076f8dfbde9d539adcc
|
| 3 |
+
size 1324081
|
models/year_2011/base_models_VCIT_MA3.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:ca0ae568e07cbc84070b115c27a5d57b28294db10840b8d8512fbebc7af15b4d
|
| 3 |
+
size 643093
|
models/year_2011/base_models_VCIT_MA3_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:ca0ae568e07cbc84070b115c27a5d57b28294db10840b8d8512fbebc7af15b4d
|
| 3 |
+
size 643093
|
models/year_2011/base_models_VCIT_MA5.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:61bb7472c4d1f4f538a8a30de7763e41837c3dc56f4390fbab6bd0822340cea6
|
| 3 |
+
size 725386
|
models/year_2011/base_models_VCIT_MA5_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:61bb7472c4d1f4f538a8a30de7763e41837c3dc56f4390fbab6bd0822340cea6
|
| 3 |
+
size 725386
|
models/year_2011/base_models_VNQ_MA10.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:0e4df9494f461251bab0e5eb78474da852201c05f2a38c02d6771d19dce62097
|
| 3 |
+
size 13965577
|
models/year_2011/base_models_VNQ_MA10_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:0e4df9494f461251bab0e5eb78474da852201c05f2a38c02d6771d19dce62097
|
| 3 |
+
size 13965577
|
models/year_2011/base_models_VNQ_MA3.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:cb25bdaf013e2a5aae8bc0097cec794a1f930e462b22b2c50cff0cf11262d3ae
|
| 3 |
+
size 463427
|
models/year_2011/base_models_VNQ_MA3_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:cb25bdaf013e2a5aae8bc0097cec794a1f930e462b22b2c50cff0cf11262d3ae
|
| 3 |
+
size 463427
|
models/year_2011/base_models_VNQ_MA5.pkl
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
-
size
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:2dd3475d8ddc6f751b7ce66f67d984545f93d5fe63dfa0a5ac9435df93c5daeb
|
| 3 |
+
size 578279
|
models/year_2011/base_models_VNQ_MA5_2026-03-11.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:2dd3475d8ddc6f751b7ce66f67d984545f93d5fe63dfa0a5ac9435df93c5daeb
|
| 3 |
+
size 578279
|
models/year_2011/best_model.json
CHANGED
|
@@ -1,18 +1,18 @@
|
|
| 1 |
{
|
| 2 |
"best_ma_window": 3,
|
| 3 |
"val_returns": {
|
| 4 |
-
"3": 0.
|
| 5 |
-
"5": 0.
|
| 6 |
-
"10": 0.
|
| 7 |
},
|
| 8 |
"oos_returns": {
|
| 9 |
-
"3": 0.
|
| 10 |
-
"5": 1.
|
| 11 |
-
"10": 0.
|
| 12 |
},
|
| 13 |
-
"ma3_val_ann_return": 0.
|
| 14 |
-
"ma5_val_ann_return": 0.
|
| 15 |
"start_year": 2011,
|
| 16 |
-
"run_date": "2026-03-
|
| 17 |
-
"last_trained": "2026-03-
|
| 18 |
}
|
|
|
|
| 1 |
{
|
| 2 |
"best_ma_window": 3,
|
| 3 |
"val_returns": {
|
| 4 |
+
"3": 0.255699,
|
| 5 |
+
"5": 0.255699,
|
| 6 |
+
"10": 0.255699
|
| 7 |
},
|
| 8 |
"oos_returns": {
|
| 9 |
+
"3": 0.114253,
|
| 10 |
+
"5": 1.611463,
|
| 11 |
+
"10": 0.069456
|
| 12 |
},
|
| 13 |
+
"ma3_val_ann_return": 0.25569947597274645,
|
| 14 |
+
"ma5_val_ann_return": 0.25569947597274645,
|
| 15 |
"start_year": 2011,
|
| 16 |
+
"run_date": "2026-03-11",
|
| 17 |
+
"last_trained": "2026-03-11"
|
| 18 |
}
|
models/year_2011/best_model_2026-03-11.json
ADDED
|
@@ -0,0 +1,18 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"best_ma_window": 3,
|
| 3 |
+
"val_returns": {
|
| 4 |
+
"3": 0.255699,
|
| 5 |
+
"5": 0.255699,
|
| 6 |
+
"10": 0.255699
|
| 7 |
+
},
|
| 8 |
+
"oos_returns": {
|
| 9 |
+
"3": 0.114253,
|
| 10 |
+
"5": 1.611463,
|
| 11 |
+
"10": 0.069456
|
| 12 |
+
},
|
| 13 |
+
"ma3_val_ann_return": 0.25569947597274645,
|
| 14 |
+
"ma5_val_ann_return": 0.25569947597274645,
|
| 15 |
+
"start_year": 2011,
|
| 16 |
+
"run_date": "2026-03-11",
|
| 17 |
+
"last_trained": "2026-03-11"
|
| 18 |
+
}
|
models/year_2011/dtw_matrix_MA10.npy
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
size 520
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b03477fc9d7ce92a6637a215bf29071ab3ea7431d4bab1a6307698201d422c55
|
| 3 |
size 520
|
models/year_2011/dtw_matrix_MA10_2026-03-11.npy
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b03477fc9d7ce92a6637a215bf29071ab3ea7431d4bab1a6307698201d422c55
|
| 3 |
+
size 520
|
models/year_2011/dtw_matrix_MA3.npy
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
size 520
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b03477fc9d7ce92a6637a215bf29071ab3ea7431d4bab1a6307698201d422c55
|
| 3 |
size 520
|
models/year_2011/dtw_matrix_MA3_2026-03-11.npy
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b03477fc9d7ce92a6637a215bf29071ab3ea7431d4bab1a6307698201d422c55
|
| 3 |
+
size 520
|
models/year_2011/dtw_matrix_MA5.npy
CHANGED
|
@@ -1,3 +1,3 @@
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
-
oid sha256:
|
| 3 |
size 520
|
|
|
|
| 1 |
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b03477fc9d7ce92a6637a215bf29071ab3ea7431d4bab1a6307698201d422c55
|
| 3 |
size 520
|
models/year_2011/dtw_matrix_MA5_2026-03-11.npy
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b03477fc9d7ce92a6637a215bf29071ab3ea7431d4bab1a6307698201d422c55
|
| 3 |
+
size 520
|