[auto] Update DeePM model weights and signals

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models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
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+  "trained_at": "2026-05-08T04:38:00.006535",
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   "n_windows": 8,
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   "winning_loss": "sharpe",
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+  "oos_ann_return": 0.4063,
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@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w1_evar.pt"
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@@ -29,9 +29,9 @@
       "oos_start": "2025-01-01",
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+      "n_oos": 337,
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       "model_path": "models/deepm_optionA_w1_sharpe.pt"
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@@ -41,9 +41,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w2_evar.pt"
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@@ -53,9 +53,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3774,
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+      "n_oos": 337,
+      "oos_ann_return": 0.3126,
+      "oos_sharpe": 1.97,
       "model_path": "models/deepm_optionA_w2_sharpe.pt"
     },
     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3270,
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-      "oos_ann_return": 0.0751,
-      "oos_sharpe": 1.639,
+      "n_oos": 337,
+      "oos_ann_return": 0.0678,
+      "oos_sharpe": 1.4275,
       "model_path": "models/deepm_optionA_w3_evar.pt"
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     {
@@ -77,9 +77,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3270,
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-      "oos_sharpe": 2.1831,
+      "n_oos": 337,
+      "oos_ann_return": 0.2624,
+      "oos_sharpe": 2.3686,
       "model_path": "models/deepm_optionA_w3_sharpe.pt"
     },
     {
@@ -89,9 +89,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 2768,
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-      "oos_sharpe": 1.6331,
+      "n_oos": 337,
+      "oos_ann_return": 0.0722,
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       "model_path": "models/deepm_optionA_w4_evar.pt"
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     {
@@ -101,9 +101,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 2768,
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       "model_path": "models/deepm_optionA_w4_sharpe.pt"
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     {
@@ -113,9 +113,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w5_evar.pt"
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@@ -125,9 +125,9 @@
       "oos_start": "2025-01-01",
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@@ -137,9 +137,9 @@
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       "model_path": "models/deepm_optionA_w6_evar.pt"
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@@ -149,9 +149,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 1761,
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@@ -161,9 +161,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w7_evar.pt"
     },
     {
@@ -173,9 +173,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 1258,
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@@ -185,9 +185,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w8_evar.pt"
     },
     {
@@ -197,9 +197,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 753,
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       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,9 +1,9 @@
 {
   "option": "B",
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-  "elapsed_sec": 261.5,
-  "n_params": 130916,
-  "n_assets": 18,
+  "trained_at": "2026-05-08T04:07:20.788806",
+  "elapsed_sec": 294.4,
+  "n_params": 131176,
+  "n_assets": 20,
   "tickers": [
     "SPY",
     "QQQ",
@@ -18,6 +18,8 @@
     "GDX",
     "XLB",
     "IWF",
+    "IWD",
+    "IWO",
     "XSD",
     "XBI",
     "XLRE",
@@ -29,101 +31,101 @@
   "n_macro_feats": 19,
   "lookback": 60,
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-  "test_loss": -1.590472,
-  "test_sharpe": 1.3356,
-  "test_ann_return": 0.2193,
+  "best_val_loss": -0.538505,
+  "best_val_sharpe": 0.5571,
+  "best_val_ann_return": 0.1463,
+  "test_loss": -2.062817,
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   "splits": {
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+    "n_train": 3188,
     "n_val": 683,
     "n_test": 684,
     "train_start": "2008-04-01",
-    "train_end": "2020-11-23",
-    "val_end": "2023-08-14",
-    "test_end": "2026-05-06"
+    "train_end": "2020-11-24",
+    "val_end": "2023-08-15",
+    "test_end": "2026-05-07"
   },
   "history": {
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models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
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@@ -17,9 +17,9 @@
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       "model_path": "models/deepm_optionB_w1_evar.pt"
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@@ -29,9 +29,9 @@
       "oos_start": "2025-01-01",
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@@ -41,9 +41,9 @@
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+      "n_oos": 337,
+      "oos_ann_return": 0.1375,
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       "model_path": "models/deepm_optionB_w2_evar.pt"
     },
     {
@@ -53,9 +53,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3774,
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-      "oos_sharpe": 1.5785,
+      "n_oos": 337,
+      "oos_ann_return": 0.276,
+      "oos_sharpe": 1.4424,
       "model_path": "models/deepm_optionB_w2_sharpe.pt"
     },
     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3270,
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-      "oos_sharpe": 1.2323,
+      "n_oos": 337,
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       "model_path": "models/deepm_optionB_w3_evar.pt"
     },
     {
@@ -77,9 +77,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3270,
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       "model_path": "models/deepm_optionB_w3_sharpe.pt"
     },
     {
@@ -89,9 +89,9 @@
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       "model_path": "models/deepm_optionB_w4_evar.pt"
     },
     {
@@ -101,9 +101,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 2768,
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       "model_path": "models/deepm_optionB_w4_sharpe.pt"
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     {
@@ -113,9 +113,9 @@
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       "model_path": "models/deepm_optionB_w5_evar.pt"
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@@ -125,9 +125,9 @@
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     {
@@ -137,9 +137,9 @@
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@@ -218,6 +218,8 @@
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     "XLB",
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