[auto] Update DeePM model weights and signals

models/deepm_optionA_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:ea3d6253ef96f71a41f1a0ab94ec7d9f5aca084458a01197dd10e9784953cd6f
+oid sha256:e94cdc54246aa265ab1e15383bc5ffd6d294b30b72d62b35bf034655326b5186
 size 532854

models/deepm_optionA_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1eb97d80bdb50ab5179df6a4b85146dec92598b3698912fb1f9ec19a90a6d32b
+oid sha256:54d49acd497a44f98d38388f609abf6bf144854587aff38e18b806a9dffbc843
 size 532766

models/deepm_optionA_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:ea3d6253ef96f71a41f1a0ab94ec7d9f5aca084458a01197dd10e9784953cd6f
+oid sha256:e94cdc54246aa265ab1e15383bc5ffd6d294b30b72d62b35bf034655326b5186
 size 532854

models/deepm_optionA_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:85709a4692894cefcbd18e2423f1159a4ffc1eec8f7874b0e484a3de806d4522
+oid sha256:4fbdf200db4940ec628be0a8a88ed8c910ba8b6e88cfdc86d3c72e22263a7cfe
 size 532614

models/deepm_optionA_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:24e8ce487e08a27f54953ed707ca15b32478ccce9bf784d94e4152da9a9fece3
+oid sha256:f245a5647c25f52e2faafa951b039c5ad3c5b0bc3875a4e07c0a5687c894b133
 size 532766

models/deepm_optionA_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:097133414a3d85e0efc1b0f3d2d83b33874fc5131891ff3717af904b83e5bac1
+oid sha256:0c981095ee6d0c52f23b91271145d4912f3263678e858f6593c85ce79a3207a6
 size 532614

models/deepm_optionA_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:5d724e7f35dd26396a2dd6dc3ece7bf09e5a69890238ffe23ebfda741b3beb97
+oid sha256:d77654b43c4a969613b26b3a05777aaef3ad9c0ed21d5675f4f29651681de730
 size 532766

models/deepm_optionA_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0ed4403832dea918fd971c2a8dc487415c0c0eb9175f59734ff722917cb22281
+oid sha256:e2d7270091a7c03e35998866a29ea04b388c9f0c4cdd5738b4424465f342b518
 size 532614

models/deepm_optionA_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8227e960f7f215ce928fcb75107defc1508ca3c3571c55379611a9c9eb1b89b8
+oid sha256:746ff4e1bba1d5425b82df6892337b63c8fe102a7b7e253fbc8dcab34690c1b7
 size 532766

models/deepm_optionA_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:fea7ec9d756190e963a3ba33b987e7bf6dc1ae8d8a495716bd77d36cf61e6a9b
+oid sha256:e04adfe5d5b14308622ffe5bfb59b466cb65ec8d21d3e1fa87c3cbd07beb99df
 size 532614

models/deepm_optionA_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:34593c68f2b85183888ebe54cf9e67a7e18b94f6a87959fa911cafc3d83ce459
+oid sha256:8c1bd6e98ec44f191bd15d0e983cedb6ebab10bfb2bded1751f4b5fa5084e767
 size 532766

models/deepm_optionA_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:9fa220f98c4f98610c58aae688d3a064a6327f12ff390762321500236b0dcb57
+oid sha256:e8bbf1270b9f8e6973ed8b7d429ee8293df42ac4736611af9e6393046056af27
 size 532614

models/deepm_optionA_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:288e147a66ab082123da68ab00182488f910ea3f552ce1bc937c0bf89fdcf911
+oid sha256:befa613300ae1be9518bccd305b4aa97d21a82aa99423a0ae2047036907e0ab1
 size 532766

models/deepm_optionA_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:08202493c0bb6274d40c732525b53dcef76b002da97d07c050a37e33d47bcf97
+oid sha256:566489cdb30edd8d6cf3feac41fcf9c1be19876fcad5a25d38c1d5fc3ba9cca0
 size 532614

models/deepm_optionA_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:be86d8a757f4cbd60d19ed428ce60d45986bf2d6d2dbd9ffa84660977a6cbff0
+oid sha256:6c24981610cf57ea97d7d8b3c509650221bf595289650053a389df752591875e
 size 532766

models/deepm_optionA_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:324ce738fc3dd239106254068c7de3b9e65481804f424939af716cd0bfb6b6fa
+oid sha256:35311470d32db89b938b70f488bf5a3aab41c1dd81b368d3d15c736ec72d59b6
 size 532614

models/deepm_optionA_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:cd40c03af8bfeb227f1e9cc1227ba8f322729ccd334beb6b8c40cba221d64630
+oid sha256:31ba9b85515dc810ee9699f3756ef2b8a1aec06f11322a721c48cc8e06217dfe
 size 532766

models/deepm_optionA_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1495bf7cc8e72e3bcacb4fe1628399d9724b2311bdd15672b28f1db19fefdb7b
+oid sha256:3468b4cfce8813372034eea4a168b7be9395767508ecd847e04c3fd7cf4e1708
 size 532614

models/deepm_optionA_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:bb42e549139645981c3beb8803aedb050c2417204f94aa8125ebeafbc222ae95
+oid sha256:aac4da4f4d6533504f59decc263df5ce576f36425ed375eafb6baead893da6fb
 size 532766

models/deepm_optionA_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:5d724e7f35dd26396a2dd6dc3ece7bf09e5a69890238ffe23ebfda741b3beb97
+oid sha256:d77654b43c4a969613b26b3a05777aaef3ad9c0ed21d5675f4f29651681de730
 size 532766

models/deepm_optionB_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1fa4f5d0cc73dde3c924a019d358d7fdc62e8b40405c426ca5d1490ceb2f0210
+oid sha256:2fc9be8f47da08beff66c8c944202cbea05f57a932609ba484baa0696fe68b21
 size 536566

models/deepm_optionB_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d3d798bd5d348456a5432f410390593d066113f564cd871f9c5eef8d5d72abbf
+oid sha256:7e11c3ab5d5a05587e93bb53e104472bbdb775afe952fbd1db8cacce41258d0e
 size 536478

models/deepm_optionB_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1fa4f5d0cc73dde3c924a019d358d7fdc62e8b40405c426ca5d1490ceb2f0210
+oid sha256:2fc9be8f47da08beff66c8c944202cbea05f57a932609ba484baa0696fe68b21
 size 536566

models/deepm_optionB_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:bcf7df2c73ef99cda370b3f1cc95f2ba289d1cc71992f34b473ed82b2be652c6
+oid sha256:23e7ee867c767fdbb5da0c03d2999cc2ebea0538ff9c30b148d3be116c739625
 size 536326

models/deepm_optionB_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:47f71064e358b71e7aa255a39da14c461d84eada2c4511db206e3006d7163862
+oid sha256:fa7d69f0c2a6a780f063399f091c297a7ea38636b92d3102f18ee310d5e3ad1d
 size 536478

models/deepm_optionB_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3e90de245daa0d3ca584aa60bf79e0bcbb11c4c9571a0a26429e2ebdad817714
+oid sha256:c81cc030ab4e17c526cf29c62cfc244bb7f6872e98d90881214961f6a9d7aa4f
 size 536326

models/deepm_optionB_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:45c05b9bf1f41374efd92d890c73c8f4a41d58a3fb7e28b9c2ab2f30364bf535
+oid sha256:633529b94e6da5f20d7af97788133476bfad395ed0f69457414d2b589e7cc90f
 size 536478

models/deepm_optionB_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c4f5cb58cb1bc4cb82e08dba7911b2f9c3ddafbba6822914e003d3c3d327c4ab
+oid sha256:e330f37790f20da80e00addf4a4b4588f971537c873e6874922e406d8f59628d
 size 536326

models/deepm_optionB_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:f2289f7eab9177d9eb3f4c82a382966c581196f4c3fe684ac162c7dd912c0c05
+oid sha256:b793310518c7a871fb61297860a3e5b30bf3fc425a57027fa948c6e80ffb7779
 size 536478

models/deepm_optionB_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d933215a3748ab3fe1802d2d83454e29ac19a570008fd8c7607d17307a742901
+oid sha256:1f06bf2b07a1166e28c3442c18a545b1dd04de01add9a1c2e6d92bdc973c2111
 size 536326

models/deepm_optionB_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2bd91bc49c6644cee0b2e4f8010d11a0bf85b8d2c3c9fa05096de5baa979b7e5
+oid sha256:ce1977b248562b91ddea93c3c1e9d3eb717477fb8bbe4c72e9fc66338bd9256d
 size 536478

models/deepm_optionB_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:01e6d83fee108d97c9e3a8d24b7b429fce504f2d4ded679015c84582b20f0a3c
+oid sha256:e3ca2dde8c1f839bf1ecee309bc1779f2c47a5066bc3fe1f12ccb49c95f4a127
 size 536326

models/deepm_optionB_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:fff85ef1923b03140649d6c77c57716e0ae5601ffc6b3a99d9511e73c0015990
+oid sha256:a24b992410d16b3c804bda3a05f9262cde3f513563ff372dbbd2955e36b0e528
 size 536478

models/deepm_optionB_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0755b97a78101016e5c971e815276b1124be16fd0fed7ce5ce2cf1143d3e4667
+oid sha256:e1fae475170300afcadbb63f0d5bed9097c7ccb85d440ab61d2706b84800d082
 size 536326

models/deepm_optionB_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e31c82a408ab663f7d579c143509dbc90b0110148276ba2cbc8290dec4a14e3f
+oid sha256:e2e27fed93c8d1c20400406fd0d53edb63a4a264bba741a7e919a057a08c4922
 size 536478

models/deepm_optionB_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:b23b8a2f9aeb48e15bf3c9bcffd96d33cb1865649a0d51276ea9487ab2a8ac3a
+oid sha256:c2baf8d9c09ea9efd6197e079b3736361f73bb849ca121624197139db8650f75
 size 536326

models/deepm_optionB_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2e544d7fe90022bbbe77d1f8715919bce28ff2db567e20523ab4649ec9091434
+oid sha256:4d1419350af3e12527a762d03ba4832a7314511935b3301c6bb54592a7c264f4
 size 536478

models/deepm_optionB_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d2f0be3a8b6937a641f76026cbcbeccf3704eeb993a4863176a0422b3d303258
+oid sha256:59e78d09a2b49760ec3da1ed2a93293142a82368f129699bdfd2c4813422b501
 size 536326

models/deepm_optionB_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3d30ed3949df513f1e06d7bd4bbf6492c566e583df96b08ae015fa55c9984928
+oid sha256:076a28f32bffdd55cc3fbe81f505eee3a0a88b8957aae642138fd1dfaba9c5bc
 size 536478

models/deepm_optionB_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2bd91bc49c6644cee0b2e4f8010d11a0bf85b8d2c3c9fa05096de5baa979b7e5
+oid sha256:e2e27fed93c8d1c20400406fd0d53edb63a4a264bba741a7e919a057a08c4922
 size 536478

models/meta_optionA.json

@@ -1,7 +1,7 @@
 {
   "option": "A",
-  "trained_at": "2026-04-16T01:34:29.675209",
-  "elapsed_sec": 139.0,
+  "trained_at": "2026-04-17T04:29:05.082769",
+  "elapsed_sec": 166.9,
   "n_params": 129616,
   "n_assets": 8,
   "tickers": [
@@ -19,141 +19,125 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.887992,
-  "best_val_sharpe": 0.4077,
-  "best_val_ann_return": 0.0589,
-  "test_loss": -1.531077,
-  "test_sharpe": 1.7121,
-  "test_ann_return": 0.241,
+  "best_val_loss": -0.962318,
+  "best_val_sharpe": 0.5902,
+  "best_val_ann_return": 0.0873,
+  "test_loss": -1.535946,
+  "test_sharpe": 1.5194,
+  "test_ann_return": 0.1309,
   "splits": {
-    "n_train": 3177,
-    "n_val": 680,
-    "n_test": 682,
+    "n_train": 3178,
+    "n_val": 681,
+    "n_test": 681,
     "train_start": "2008-04-01",
-    "train_end": "2020-11-09",
-    "val_end": "2023-07-26",
-    "test_end": "2026-04-15"
+    "train_end": "2020-11-10",
+    "val_end": "2023-07-28",
+    "test_end": "2026-04-16"
   },
   "history": {
     "train_loss": [
-      -0.917647,
-      -1.291111,
-      -1.595101,
-      -1.57487,
-      -1.727895,
-      -1.842856,
-      -2.133634,
-      -2.190237,
-      -2.482227,
-      -2.588288,
-      -2.741343,
-      -2.54032,
-      -2.613146,
-      -2.907212,
-      -3.155575,
-      -3.384932,
-      -3.440981,
-      -3.542295,
-      -3.618143,
-      -3.839247,
-      -3.9553,
-      -4.07708,
-      -4.106726,
-      -4.282189,
-      -4.278612,
-      -4.434016,
-      -4.579892,
-      -4.62027
+      -0.909028,
+      -1.460186,
+      -1.676467,
+      -1.811762,
+      -2.077966,
+      -2.364237,
+      -2.57299,
+      -2.753057,
+      -2.307332,
+      -2.519625,
+      -2.702051,
+      -2.678894,
+      -2.759373,
+      -3.276916,
+      -3.424308,
+      -3.26835,
+      -3.298993,
+      -3.479648,
+      -3.672493,
+      -3.641829,
+      -3.864545,
+      -4.020006,
+      -4.065189,
+      -4.227781
     ],
     "val_loss": [
-      -0.257669,
-      -0.186141,
-      -0.18197,
-      -0.277026,
-      -0.350232,
-      -0.254572,
-      -0.941663,
-      -0.903751,
-      -0.854452,
-      -0.702539,
-      -0.707627,
-      -0.78379,
-      -0.887992,
-      -0.344709,
-      -0.486947,
-      -0.398067,
-      -0.476655,
-      -0.420393,
-      -0.477855,
-      -0.627161,
-      -0.603344,
-      -0.515013,
-      -0.517497,
-      -0.614776,
-      -0.569733,
-      -0.590327,
-      -0.671558,
-      -0.802027
+      -0.049541,
+      -0.143341,
+      -0.137123,
+      -0.275225,
+      -0.17783,
+      -0.663271,
+      -0.993447,
+      -0.912359,
+      -0.962318,
+      -0.765573,
+      -0.583217,
+      -0.703894,
+      -0.844072,
+      -0.829037,
+      -0.879002,
+      -0.627931,
+      -0.814463,
+      -0.598831,
+      -0.643882,
+      -0.625085,
+      -0.736335,
+      -0.735682,
+      -0.743077,
+      -0.757223
     ],
     "val_sharpe": [
-      -0.0697,
-      -0.1527,
-      -0.0915,
-      0.0154,
-      0.1049,
-      0.0229,
-      0.358,
-      0.299,
-      0.3692,
-      0.2915,
-      0.2402,
-      0.3881,
-      0.4077,
-      0.0216,
-      0.0545,
-      0.0556,
-      0.111,
-      0.1855,
-      0.1616,
-      0.2325,
-      0.2173,
-      0.1668,
-      0.1451,
-      0.1842,
-      0.1766,
-      0.1881,
-      0.2655,
-      0.3526
+      -0.127,
+      -0.1326,
+      -0.1451,
+      -0.0326,
+      0.0344,
+      0.2621,
+      0.5204,
+      0.5878,
+      0.5902,
+      0.3451,
+      0.2406,
+      0.2657,
+      0.4767,
+      0.4973,
+      0.5473,
+      0.2066,
+      0.5183,
+      0.281,
+      0.3383,
+      0.3131,
+      0.439,
+      0.4146,
+      0.4466,
+      0.4232
     ],
     "val_ann_return": [
-      -0.0065,
-      -0.0142,
-      -0.0088,
-      0.0015,
-      0.0107,
-      0.0025,
-      0.0538,
-      0.0442,
-      0.0553,
-      0.0429,
-      0.0368,
-      0.0583,
+      -0.0119,
+      -0.0123,
+      -0.0143,
+      -0.0034,
+      0.0038,
+      0.0331,
+      0.0709,
+      0.0855,
+      0.0873,
+      0.0458,
+      0.0321,
+      0.0342,
+      0.0662,
+      0.0694,
+      0.0769,
+      0.0264,
+      0.0756,
+      0.0388,
+      0.0443,
+      0.0427,
+      0.0627,
       0.0589,
-      0.0025,
-      0.0069,
-      0.0069,
-      0.0137,
-      0.021,
-      0.0193,
-      0.0299,
-      0.0282,
-      0.0211,
-      0.019,
-      0.0242,
-      0.0231,
-      0.0253,
-      0.036,
-      0.0489
+      0.064,
+      0.0595
     ]
   },
   "config": {

models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
-  "trained_at": "2026-04-16T02:06:28.816556",
-  "elapsed_sec": 1447.7,
+  "trained_at": "2026-04-17T05:05:40.734209",
+  "elapsed_sec": 1801.3,
   "n_windows": 8,
   "winning_window": 2,
   "winning_train_start": "2010-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.5367,
-  "oos_sharpe": 2.0738,
+  "oos_ann_return": 0.4945,
+  "oos_sharpe": 2.7009,
   "all_windows": [
     {
       "window_id": 1,
@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
-      "n_oos": 321,
-      "oos_ann_return": 0.0771,
-      "oos_sharpe": 1.7306,
+      "n_oos": 322,
+      "oos_ann_return": 0.0903,
+      "oos_sharpe": 1.9756,
       "model_path": "models/deepm_optionA_w1_evar.pt"
     },
     {
@@ -29,9 +29,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 4218,
-      "n_oos": 321,
-      "oos_ann_return": 0.485,
-      "oos_sharpe": 1.9301,
+      "n_oos": 322,
+      "oos_ann_return": 0.3476,
+      "oos_sharpe": 2.1607,
       "model_path": "models/deepm_optionA_w1_sharpe.pt"
     },
     {
@@ -41,9 +41,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 3774,
-      "n_oos": 321,
-      "oos_ann_return": 0.0766,
-      "oos_sharpe": 1.6885,
+      "n_oos": 322,
+      "oos_ann_return": 0.0877,
+      "oos_sharpe": 1.9328,
       "model_path": "models/deepm_optionA_w2_evar.pt"
     },
     {
@@ -53,9 +53,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 3774,
-      "n_oos": 321,
-      "oos_ann_return": 0.5367,
-      "oos_sharpe": 2.0738,
+      "n_oos": 322,
+      "oos_ann_return": 0.4945,
+      "oos_sharpe": 2.7009,
       "model_path": "models/deepm_optionA_w2_sharpe.pt"
     },
     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 3270,
-      "n_oos": 321,
-      "oos_ann_return": 0.0919,
-      "oos_sharpe": 1.7833,
+      "n_oos": 322,
+      "oos_ann_return": 0.0727,
+      "oos_sharpe": 1.4562,
       "model_path": "models/deepm_optionA_w3_evar.pt"
     },
     {
@@ -77,9 +77,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 3270,
-      "n_oos": 321,
-      "oos_ann_return": 0.4007,
-      "oos_sharpe": 2.1663,
+      "n_oos": 322,
+      "oos_ann_return": 0.3692,
+      "oos_sharpe": 2.7236,
       "model_path": "models/deepm_optionA_w3_sharpe.pt"
     },
     {
@@ -89,9 +89,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 2768,
-      "n_oos": 321,
-      "oos_ann_return": 0.0773,
-      "oos_sharpe": 1.6493,
+      "n_oos": 322,
+      "oos_ann_return": 0.0751,
+      "oos_sharpe": 1.6753,
       "model_path": "models/deepm_optionA_w4_evar.pt"
     },
     {
@@ -101,9 +101,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 2768,
-      "n_oos": 321,
-      "oos_ann_return": 0.2442,
-      "oos_sharpe": 2.2735,
+      "n_oos": 322,
+      "oos_ann_return": 0.1606,
+      "oos_sharpe": 1.2232,
       "model_path": "models/deepm_optionA_w4_sharpe.pt"
     },
     {
@@ -113,9 +113,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 2264,
-      "n_oos": 321,
-      "oos_ann_return": 0.0942,
-      "oos_sharpe": 2.0183,
+      "n_oos": 322,
+      "oos_ann_return": 0.0811,
+      "oos_sharpe": 1.779,
       "model_path": "models/deepm_optionA_w5_evar.pt"
     },
     {
@@ -125,9 +125,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 2264,
-      "n_oos": 321,
-      "oos_ann_return": 0.2109,
-      "oos_sharpe": 1.7831,
+      "n_oos": 322,
+      "oos_ann_return": 0.1956,
+      "oos_sharpe": 2.1063,
       "model_path": "models/deepm_optionA_w5_sharpe.pt"
     },
     {
@@ -137,9 +137,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 1761,
-      "n_oos": 321,
-      "oos_ann_return": 0.0778,
-      "oos_sharpe": 1.6552,
+      "n_oos": 322,
+      "oos_ann_return": 0.0814,
+      "oos_sharpe": 1.7551,
       "model_path": "models/deepm_optionA_w6_evar.pt"
     },
     {
@@ -149,9 +149,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 1761,
-      "n_oos": 321,
-      "oos_ann_return": 0.2082,
-      "oos_sharpe": 2.1173,
+      "n_oos": 322,
+      "oos_ann_return": 0.2335,
+      "oos_sharpe": 2.1311,
       "model_path": "models/deepm_optionA_w6_sharpe.pt"
     },
     {
@@ -161,9 +161,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 1258,
-      "n_oos": 321,
-      "oos_ann_return": 0.13,
-      "oos_sharpe": 2.013,
+      "n_oos": 322,
+      "oos_ann_return": 0.149,
+      "oos_sharpe": 2.0748,
       "model_path": "models/deepm_optionA_w7_evar.pt"
     },
     {
@@ -173,9 +173,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 1258,
-      "n_oos": 321,
-      "oos_ann_return": 0.3309,
-      "oos_sharpe": 2.2465,
+      "n_oos": 322,
+      "oos_ann_return": 0.4811,
+      "oos_sharpe": 2.7321,
       "model_path": "models/deepm_optionA_w7_sharpe.pt"
     },
     {
@@ -185,9 +185,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 753,
-      "n_oos": 321,
-      "oos_ann_return": 0.1992,
-      "oos_sharpe": 2.112,
+      "n_oos": 322,
+      "oos_ann_return": 0.1871,
+      "oos_sharpe": 2.1047,
       "model_path": "models/deepm_optionA_w8_evar.pt"
     },
     {
@@ -197,9 +197,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 753,
-      "n_oos": 321,
-      "oos_ann_return": 0.3763,
-      "oos_sharpe": 2.1658,
+      "n_oos": 322,
+      "oos_ann_return": 0.4005,
+      "oos_sharpe": 1.678,
       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-04-16T01:42:18.562622",
-  "elapsed_sec": 328.6,
+  "trained_at": "2026-04-17T04:35:36.949059",
+  "elapsed_sec": 195.3,
   "n_params": 130526,
   "n_assets": 15,
   "tickers": [
@@ -26,181 +26,93 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -1.896322,
-  "best_val_sharpe": 1.173,
-  "best_val_ann_return": 0.3108,
-  "test_loss": -0.762675,
-  "test_sharpe": 0.7426,
-  "test_ann_return": 0.1087,
+  "best_val_loss": -1.223785,
+  "best_val_sharpe": 0.7321,
+  "best_val_ann_return": 0.1186,
+  "test_loss": -1.436409,
+  "test_sharpe": 1.2752,
+  "test_ann_return": 0.1672,
   "splits": {
-    "n_train": 3177,
-    "n_val": 680,
-    "n_test": 682,
+    "n_train": 3178,
+    "n_val": 681,
+    "n_test": 681,
     "train_start": "2008-04-01",
-    "train_end": "2020-11-09",
-    "val_end": "2023-07-26",
-    "test_end": "2026-04-15"
+    "train_end": "2020-11-10",
+    "val_end": "2023-07-28",
+    "test_end": "2026-04-16"
   },
   "history": {
     "train_loss": [
-      -1.017477,
-      -1.247988,
-      -1.282881,
-      -1.268396,
-      -1.387912,
-      -1.410287,
-      -1.55791,
-      -1.654159,
-      -1.528655,
-      -1.634442,
-      -1.781627,
-      -1.861613,
-      -1.874013,
-      -1.630543,
-      -1.90293,
-      -2.037037,
-      -2.292187,
-      -2.174517,
-      -2.374296,
-      -2.183196,
-      -2.531622,
-      -2.514552,
-      -2.710395,
-      -2.760784,
-      -2.913187,
-      -2.747304,
-      -2.840506,
-      -2.938336,
-      -2.996162,
-      -3.124794,
-      -3.111449,
-      -3.285196,
-      -3.331135,
-      -3.3664,
-      -3.407237,
-      -3.380039,
-      -3.450084,
-      -3.382695
+      -1.018606,
+      -1.213031,
+      -1.301491,
+      -1.32715,
+      -1.275839,
+      -1.402348,
+      -1.593225,
+      -1.609455,
+      -1.791401,
+      -1.835959,
+      -2.006868,
+      -2.171723,
+      -2.250891,
+      -2.320101,
+      -2.556848,
+      -2.393396
     ],
     "val_loss": [
-      -1.409989,
-      -1.363245,
-      -1.432703,
-      -1.724689,
-      -1.817601,
-      -1.621304,
-      -1.614968,
-      -1.402919,
-      -1.887533,
-      -1.451085,
-      -1.752653,
-      -1.447338,
-      -1.297663,
-      -1.584976,
-      -1.465729,
-      -1.595228,
-      -1.718658,
-      -1.712888,
-      -1.76683,
-      -1.678907,
-      -1.756184,
-      -1.655848,
-      -1.896322,
-      -1.86414,
-      -1.79249,
-      -1.765018,
-      -1.624812,
-      -1.771342,
-      -1.632521,
-      -1.578558,
-      -1.695407,
-      -1.528108,
-      -1.514357,
-      -1.535063,
-      -1.559361,
-      -1.496968,
-      -1.484042,
-      -1.421869
+      -1.223785,
+      -1.179671,
+      -1.223913,
+      -1.257183,
+      -1.090104,
+      -1.024846,
+      -0.820392,
+      -0.957664,
+      -0.974442,
+      -0.900996,
+      -0.783098,
+      -0.899211,
+      -0.71123,
+      -0.706667,
+      -0.54058,
+      -0.878245
     ],
     "val_sharpe": [
-      0.7706,
-      0.6671,
-      0.7756,
-      0.914,
-      1.0418,
-      0.83,
-      0.7632,
-      0.652,
-      0.998,
-      0.6831,
-      0.9991,
-      0.8332,
-      0.7394,
-      1.0607,
-      0.8492,
-      0.9235,
-      1.0268,
-      1.0392,
-      1.1132,
-      1.1275,
-      1.1041,
-      1.0016,
-      1.173,
-      1.1541,
-      1.059,
-      1.1153,
-      0.8887,
-      1.0149,
-      1.056,
-      0.9665,
-      0.9723,
-      0.9219,
-      0.8447,
-      0.8784,
-      0.8658,
-      0.8252,
-      0.8131,
-      0.789
+      0.7321,
+      0.6992,
+      0.6794,
+      0.6562,
+      0.5722,
+      0.445,
+      0.3198,
+      0.5223,
+      0.405,
+      0.4802,
+      0.3281,
+      0.3827,
+      0.2685,
+      0.3066,
+      0.0742,
+      0.4949
     ],
     "val_ann_return": [
-      0.1311,
-      0.1213,
-      0.1359,
-      0.1687,
-      0.2024,
-      0.1584,
-      0.1507,
-      0.1231,
-      0.2398,
-      0.126,
-      0.2053,
-      0.1586,
-      0.1927,
-      0.2434,
-      0.2109,
-      0.2143,
-      0.2418,
-      0.2369,
-      0.2855,
-      0.309,
-      0.2962,
-      0.2581,
-      0.3108,
-      0.2926,
-      0.2694,
-      0.2951,
-      0.2241,
-      0.2488,
-      0.2782,
-      0.2484,
-      0.2443,
-      0.2318,
-      0.2151,
-      0.2258,
-      0.2141,
-      0.2097,
-      0.2077,
-      0.2027
+      0.1186,
+      0.1091,
+      0.1107,
+      0.1128,
+      0.0916,
+      0.0823,
+      0.0633,
+      0.1031,
+      0.0846,
+      0.1008,
+      0.065,
+      0.0825,
+      0.0556,
+      0.0642,
+      0.016,
+      0.1102
     ]
   },
   "config": {

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-04-16T02:54:22.210277",
-  "elapsed_sec": 2873.4,
+  "trained_at": "2026-04-17T06:15:36.015583",
+  "elapsed_sec": 4195.3,
   "n_windows": 8,
-  "winning_window": 4,
-  "winning_train_start": "2014-01-01",
+  "winning_window": 6,
+  "winning_train_start": "2018-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.4665,
-  "oos_sharpe": 2.215,
+  "oos_ann_return": 0.3789,
+  "oos_sharpe": 1.8605,
   "all_windows": [
     {
       "window_id": 1,
@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
-      "n_oos": 321,
-      "oos_ann_return": 0.0965,
-      "oos_sharpe": 0.5892,
+      "n_oos": 322,
+      "oos_ann_return": 0.2327,
+      "oos_sharpe": 1.5906,
       "model_path": "models/deepm_optionB_w1_evar.pt"
     },
     {
@@ -29,9 +29,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 4218,
-      "n_oos": 321,
-      "oos_ann_return": 0.2112,
-      "oos_sharpe": 1.2833,
+      "n_oos": 322,
+      "oos_ann_return": 0.198,
+      "oos_sharpe": 0.955,
       "model_path": "models/deepm_optionB_w1_sharpe.pt"
     },
     {
@@ -41,9 +41,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 3774,
-      "n_oos": 321,
-      "oos_ann_return": 0.2005,
-      "oos_sharpe": 1.4177,
+      "n_oos": 322,
+      "oos_ann_return": 0.1561,
+      "oos_sharpe": 1.1764,
       "model_path": "models/deepm_optionB_w2_evar.pt"
     },
     {
@@ -53,9 +53,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 3774,
-      "n_oos": 321,
-      "oos_ann_return": 0.3877,
-      "oos_sharpe": 1.724,
+      "n_oos": 322,
+      "oos_ann_return": 0.2767,
+      "oos_sharpe": 1.4965,
       "model_path": "models/deepm_optionB_w2_sharpe.pt"
     },
     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 3270,
-      "n_oos": 321,
-      "oos_ann_return": 0.1591,
-      "oos_sharpe": 1.239,
+      "n_oos": 322,
+      "oos_ann_return": 0.1689,
+      "oos_sharpe": 1.289,
       "model_path": "models/deepm_optionB_w3_evar.pt"
     },
     {
@@ -77,9 +77,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 3270,
-      "n_oos": 321,
-      "oos_ann_return": 0.2697,
-      "oos_sharpe": 1.3102,
+      "n_oos": 322,
+      "oos_ann_return": 0.3375,
+      "oos_sharpe": 1.5847,
       "model_path": "models/deepm_optionB_w3_sharpe.pt"
     },
     {
@@ -89,9 +89,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 2768,
-      "n_oos": 321,
-      "oos_ann_return": 0.1485,
-      "oos_sharpe": 1.0749,
+      "n_oos": 322,
+      "oos_ann_return": 0.1711,
+      "oos_sharpe": 1.3684,
       "model_path": "models/deepm_optionB_w4_evar.pt"
     },
     {
@@ -101,9 +101,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 2768,
-      "n_oos": 321,
-      "oos_ann_return": 0.4665,
-      "oos_sharpe": 2.215,
+      "n_oos": 322,
+      "oos_ann_return": 0.3666,
+      "oos_sharpe": 1.5808,
       "model_path": "models/deepm_optionB_w4_sharpe.pt"
     },
     {
@@ -113,9 +113,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 2264,
-      "n_oos": 321,
-      "oos_ann_return": 0.1711,
-      "oos_sharpe": 1.3807,
+      "n_oos": 322,
+      "oos_ann_return": 0.1568,
+      "oos_sharpe": 1.2548,
       "model_path": "models/deepm_optionB_w5_evar.pt"
     },
     {
@@ -125,9 +125,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 2264,
-      "n_oos": 321,
-      "oos_ann_return": 0.3362,
-      "oos_sharpe": 1.5706,
+      "n_oos": 322,
+      "oos_ann_return": 0.3487,
+      "oos_sharpe": 1.4927,
       "model_path": "models/deepm_optionB_w5_sharpe.pt"
     },
     {
@@ -137,9 +137,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 1761,
-      "n_oos": 321,
-      "oos_ann_return": 0.1912,
-      "oos_sharpe": 1.4664,
+      "n_oos": 322,
+      "oos_ann_return": 0.2009,
+      "oos_sharpe": 1.444,
       "model_path": "models/deepm_optionB_w6_evar.pt"
     },
     {
@@ -149,9 +149,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 1761,
-      "n_oos": 321,
-      "oos_ann_return": 0.2874,
-      "oos_sharpe": 1.3269,
+      "n_oos": 322,
+      "oos_ann_return": 0.3789,
+      "oos_sharpe": 1.8605,
       "model_path": "models/deepm_optionB_w6_sharpe.pt"
     },
     {
@@ -161,9 +161,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 1258,
-      "n_oos": 321,
-      "oos_ann_return": 0.2085,
-      "oos_sharpe": 1.3938,
+      "n_oos": 322,
+      "oos_ann_return": 0.2152,
+      "oos_sharpe": 1.4461,
       "model_path": "models/deepm_optionB_w7_evar.pt"
     },
     {
@@ -173,9 +173,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 1258,
-      "n_oos": 321,
-      "oos_ann_return": 0.3144,
-      "oos_sharpe": 1.5131,
+      "n_oos": 322,
+      "oos_ann_return": 0.3015,
+      "oos_sharpe": 1.3286,
       "model_path": "models/deepm_optionB_w7_sharpe.pt"
     },
     {
@@ -185,9 +185,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 753,
-      "n_oos": 321,
-      "oos_ann_return": 0.2235,
-      "oos_sharpe": 1.4163,
+      "n_oos": 322,
+      "oos_ann_return": 0.213,
+      "oos_sharpe": 1.4365,
       "model_path": "models/deepm_optionB_w8_evar.pt"
     },
     {
@@ -197,9 +197,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "n_train": 753,
-      "n_oos": 321,
-      "oos_ann_return": 0.3075,
-      "oos_sharpe": 1.6059,
+      "n_oos": 322,
+      "oos_ann_return": 0.2507,
+      "oos_sharpe": 1.5317,
       "model_path": "models/deepm_optionB_w8_sharpe.pt"
     }
   ],

models/scaler_optionA.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:fef18fd200c1dc4d5c95e6060b6ea899730baa63528447b2a2185dcd466b2b08
+oid sha256:222905744ca396f28db065d604f6b3ae4773310b8714b5e99ff768072f488183
 size 941

models/scaler_optionA_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:eada47bd244a83562e2324787f6f4e0c19d4efd2bd1032b0dcfa814764fb9b31
+oid sha256:0f6cb02052d6cbb6958b4c1b85679b61eed7df63aff287b602f5c70032e07e4f
 size 941

models/scaler_optionB.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:875ba5c0fd73d5baa81d63c0e2ffa91b6cd3272ec8913c6bdba5ec9d181bc5cb
+oid sha256:cfe07523318af9eafa23a176687afadda404948800adb2e37a6abc91edabcdef
 size 941

models/scaler_optionB_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:41f463e6eb701f1f6f841f0509da7e6f8e4c3138d0daf34dd4795104dd866fb2
+oid sha256:b884cb87d01982fc310b31967f2443796ce8e7eed99527f7febeb53a617a9073
 size 941