[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 sha256:0658bd2604a30cbf195157b04eeb187f8068feabbb6980136cd05f2e0e86b768
+oid sha256:d079d8fc03b9bfde425b5b15cc3f257c36848bb7265cb91024f52945dfab3b87
 size 532854

models/deepm_optionA_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1b1ecb00b6bf2bab8d229ff5fb1beffca103e36e624b0ec497bccf372a6e4791
+oid sha256:64812aec25134c44cc57fe9f1d1ea1bdbe88a73f7f55cf814eb175c3b6093b02
 size 532766

models/deepm_optionA_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0658bd2604a30cbf195157b04eeb187f8068feabbb6980136cd05f2e0e86b768
+oid sha256:d079d8fc03b9bfde425b5b15cc3f257c36848bb7265cb91024f52945dfab3b87
 size 532854

models/deepm_optionA_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0a8cd72bdec255f1ea80e29c9e6e94fa15c32fdaa0f854a17bf5db908f4b291e
+oid sha256:24d1628f467b4dbd7f393568fb06f7204a017141d75eaeb3617a3221c0cb437d
 size 532614

models/deepm_optionA_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:abc6bbd2c65b0d65b04eb462e0f06729ed719862e63260faf8d84b8cd00afe3d
+oid sha256:d47f9d85afbdaef82c6dbfde9749c285a30fa628803b2631bb556dc2793afa6a
 size 532766

models/deepm_optionA_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0c797ff3c02e6cfe205607eb39f39fef8779aac45b4a0ca5e9fb8d39a3ec4cde
+oid sha256:5230655a8fbf7e25e27ce003148e1870383d975d1741c4ae44ef1c5ec427ec9e
 size 532614

models/deepm_optionA_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:151a1b8be00339eb3b77eae09ca1cc2e0e7e014445889385a7299ed8faa8b8e9
+oid sha256:aa03a0af2e1a02404d73b6522282f10b1f899a24508447c81778aa83eb8b8034
 size 532766

models/deepm_optionA_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:dbc1ef75109330f366a9c44e3c0363137cb0418b2bd77ff9dd5c2a8581f8b64c
+oid sha256:d421e6b46f10654ac5b0a8494ea0d7e0cc5876fba68d06f2a6e4a6e5a7cbe9e1
 size 532614

models/deepm_optionA_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:647425be11f55b92189450a825971060db99f3e2fa352bb589b5b0a99b89b206
+oid sha256:b9c0925ad74f0142c248c881ec10191b90886fa26a6536adc17eb425afb5d721
 size 532766

models/deepm_optionA_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c4727bf56e397f228c461e136b74e9987b1ae4ac42116e406ee814486f237f54
+oid sha256:c0e5c7205b68e2ff0ce5c10b06b03ad388a73b289f0f491a73e026f0080d3cd6
 size 532614

models/deepm_optionA_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:510555c0b48c9afaca917924f32a0605afb8fe7ebff9facb6cae7530c484e247
+oid sha256:d1f9053e1577b0328824552b57b1a8ecb77e166ede06cf4a4cf88369286db161
 size 532766

models/deepm_optionA_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:9f189f44c5d512327a616a364776e16a77ba7f8a9fd181b661146b320dcb7d35
+oid sha256:c27da6022d2b4621a4da9b2b18164d58432dff7d742f027f29d9010acff4aecf
 size 532614

models/deepm_optionA_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6dd6c084723790a78d130d6faf4120a202a1fe991f07ea28e071d5a85713de53
+oid sha256:5a110623b7a64eed68c570eff7c67afceea29bfa922276c2e38961f226bc797b
 size 532766

models/deepm_optionA_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0944a6c84592b8ec914ef5f5ff964c5a64391a8b2d790a07bd07aa2319268d1c
+oid sha256:f4ba17845a796e952e323af9786907d4928ac466a73a359830d3b04132615a16
 size 532614

models/deepm_optionA_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:901f32db5956b29feb8da3bf0f0a18171a19618eb2053e78bcd06f49db427e11
+oid sha256:ce68e2290301f9c1ae3c167af866b4ceaa4472a630f62d946eb6b0da2cea4340
 size 532766

models/deepm_optionA_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:7e62ceb4284126f620ac7bff8474dba5d2423646320c0b69d28e5232fa509315
+oid sha256:55f31b8e5d330231b9b3ced4c0c8cd6882620276b358dad05c0bac4ce1ea6c84
 size 532614

models/deepm_optionA_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a4c82c9c595bf276985de39bef130e9cde5ac3eacbeb3d1f3efff18f617579b3
+oid sha256:b7fa96d0c8af305ae9aa7861111367732d4e0064236ba4e8be9afe952cbabc96
 size 532766

models/deepm_optionA_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:164c2508856d6c51c1aa410e1a98b558264fe602020e507231f821b3362ee8f6
+oid sha256:790389b68944c22b466f47021993d82436a3e5c7cfdb6f41f2d6e72314ae9fbb
 size 532614

models/deepm_optionA_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:84783929a541f1ee59a0ba8c482bd836121cded719d70c85fbe5fb87b3777815
+oid sha256:82574f7141731908b78c585a2173ace447a3f01520380fecff1d1508674e4dac
 size 532766

models/deepm_optionA_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:151a1b8be00339eb3b77eae09ca1cc2e0e7e014445889385a7299ed8faa8b8e9
+oid sha256:b7fa96d0c8af305ae9aa7861111367732d4e0064236ba4e8be9afe952cbabc96
 size 532766

models/deepm_optionB_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:88c592e1ca58535a997eed2b07ab0736bdbcef600bea9315f054188736eecbf6
+oid sha256:bbd8dca85e0a70eb579659ba08324c323e08ad69f680568e3083107549b5f2fb
 size 539126

models/deepm_optionB_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:68b9233bb7f08e1f4aa2e46a1af082fcb3cdc9a264aa6977acbd98927000d6f7
+oid sha256:8be3ab9ce2b74db9bed90116559eb52d67fd96b1cb1a624ad35c590c01795dbe
 size 539038

models/deepm_optionB_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:88c592e1ca58535a997eed2b07ab0736bdbcef600bea9315f054188736eecbf6
+oid sha256:bbd8dca85e0a70eb579659ba08324c323e08ad69f680568e3083107549b5f2fb
 size 539126

models/deepm_optionB_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:edba2132ac19a3ba42be5b3d0b8bfb15fa9fc94aeaf2aca236cd5242178f8529
+oid sha256:7692c6f9687c35129d7f93156e69e09e1dd5bc10da701a387a264ea697fd8a8a
 size 538886

models/deepm_optionB_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c5f9390d8af241e4ec2fcb55084e4b3183f410b7f4560a90e54e84e4deca0bda
+oid sha256:160ca9d90a791ba2b2ce5355860ce033f1a1342483c1c664f13bfdd9a04b9ab9
 size 539038

models/deepm_optionB_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:cc4485758deb9176476b91e439b20d5f6c420c865c8f93034aaecfc7a8758e89
+oid sha256:3bc23b252df8a0cabb7106d4cba5820de6b4fd9fda11dab1b4dbc63b0a6cc255
 size 538886

models/deepm_optionB_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6ab8e952ac4b9afb4493e8c566827b1d8b516245714b817aa205a537c062a4c8
+oid sha256:9668d838de6eead2a024c6d8c3daff47555873c3553f66398d11f6e338333fec
 size 539038

models/deepm_optionB_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:cd44cafaeeec5dd4dd51a68020174050a58d64a88c349378787765055b8f7303
+oid sha256:166c27295715340f3ba147f5d25cf86fba7f2a7ceca89cdd98ce102964a8ba13
 size 538886

models/deepm_optionB_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a40399d923d38bcf0facd9e6b6332d189bc0efd1e9d76ab3b8cc4813a9405fb5
+oid sha256:af7a1c24f02a738fe72592dc88bb20a7266a6b9ceb62741c56c9987316e229db
 size 539038

models/deepm_optionB_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e3f61836ddc345ffaf192fbc063bb78a51b63cd920a1d13ce6ab5a29383b14af
+oid sha256:ac3a5b92f7ee5c0e946567a665d7e95f60f978e245872166f60c8a70cc5a5339
 size 538886

models/deepm_optionB_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:b928cd164a599549583ee9b0521118e371871dff902d8522188b2b8065fbcc11
+oid sha256:9bfb762b406d8e84d0b935957fb1d11ee2cc5573523d4b04c64149d203e27ce4
 size 539038

models/deepm_optionB_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6e758575cf8134acbf334b507aad518e05fe918dacfd34c8eda7dee6eadedc4d
+oid sha256:beae80862baa96d63c36054291fcaafd8e6d1f164c575791995aa866885a2884
 size 538886

models/deepm_optionB_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:ca2d16509dd9d65f013f0d84c469cfa42a0d01fa483ab132ce1c43ac889a6cce
+oid sha256:80450b82510cfe5b26a16d8ded43c2143dcc5ea5bf153969ebb564ad318c36d6
 size 539038

models/deepm_optionB_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:977f18d339222e7c0d33bf3e3b9e3be9a077c50d6997fa78dc13775b654bfd3e
+oid sha256:afb55228be9438e70aed8d70643a95ff0f9bcc08f8ea08ca42c66d0ce5c0432d
 size 538886

models/deepm_optionB_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c1452644e08a664f186cfbd43e2a259b45bdab0b5fc9a90f8ac872320293dfb1
+oid sha256:664a50f60486a858d02caefe64b4bbcb79437e9d95d0b2eece1ecf214e23523c
 size 539038

models/deepm_optionB_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:fc07dcfa64db6332d7ea77282f7339b8debaf9d34efca3dab70d5ff974a9be3a
+oid sha256:aeb2864792dd194310d19a9022be860e518aa9004120f283dde6f1aec19352f5
 size 538886

models/deepm_optionB_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6499f9f9de9f789fc08193870aad95b6e016f5b86f11e441bac64eb17b5c3715
+oid sha256:65f798525bb3e1734355cc96c3407b6247e1d236dd990f5977ed6a24877b9486
 size 539038

models/deepm_optionB_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e5c6e17e4bf55f48a87bcc557c05b957b92ba692161afb22a4a9c4b98eef91ed
+oid sha256:36de26fb15b611af49aff0e45187b23f98895a218d08e5256e7061d549caf201
 size 538886

models/deepm_optionB_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:efa79428503e63e75bd8efc1bb0a8fd3613710a94ded574cee798683a2eca530
+oid sha256:c1ab86f66d9086b020147fb5d41a5de1ab40cc0b5599aee3f54ff75be587645d
 size 539038

models/deepm_optionB_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a40399d923d38bcf0facd9e6b6332d189bc0efd1e9d76ab3b8cc4813a9405fb5
+oid sha256:664a50f60486a858d02caefe64b4bbcb79437e9d95d0b2eece1ecf214e23523c
 size 539038

models/meta_optionA.json

@@ -1,7 +1,7 @@
 {
   "option": "A",
-  "trained_at": "2026-05-28T04:32:30.865338",
-  "elapsed_sec": 230.8,
+  "trained_at": "2026-05-29T07:41:41.501384",
+  "elapsed_sec": 135.8,
   "n_params": 129616,
   "n_assets": 8,
   "tickers": [
@@ -19,157 +19,105 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.601986,
-  "best_val_sharpe": 0.356,
-  "best_val_ann_return": 0.0483,
-  "test_loss": -1.125306,
-  "test_sharpe": 1.1583,
-  "test_ann_return": 0.0929,
+  "best_val_loss": -0.213142,
+  "best_val_sharpe": 0.018,
+  "best_val_ann_return": 0.0018,
+  "test_loss": -1.234864,
+  "test_sharpe": 1.2826,
+  "test_ann_return": 0.0919,
   "splits": {
-    "n_train": 3197,
+    "n_train": 3198,
     "n_val": 685,
     "n_test": 686,
     "train_start": "2008-04-01",
-    "train_end": "2020-12-08",
-    "val_end": "2023-08-30",
-    "test_end": "2026-05-27"
+    "train_end": "2020-12-09",
+    "val_end": "2023-08-31",
+    "test_end": "2026-05-28"
   },
   "history": {
     "train_loss": [
-      -1.03767,
-      -1.430197,
-      -1.513368,
-      -1.633976,
-      -1.707067,
-      -1.868627,
-      -2.026788,
-      -2.017456,
-      -2.206926,
-      -2.419554,
-      -2.370321,
-      -2.61059,
-      -2.599229,
-      -2.76134,
-      -2.864322,
-      -2.637992,
-      -3.041957,
-      -2.921684,
-      -3.133534,
-      -3.145636,
-      -2.951914,
-      -3.319768,
-      -3.348032,
-      -3.566036,
-      -4.103607,
-      -4.091175,
-      -4.331326,
-      -4.686199,
-      -4.561461,
-      -4.636423,
-      -5.070688,
-      -5.140438
+      -0.915185,
+      -1.479758,
+      -1.609176,
+      -1.615284,
+      -1.632877,
+      -1.841428,
+      -1.983766,
+      -2.074173,
+      -2.338888,
+      -2.530761,
+      -2.545765,
+      -2.464958,
+      -2.885807,
+      -2.752586,
+      -2.972878,
+      -2.98701,
+      -3.219462,
+      -3.376624,
+      -3.503118
     ],
     "val_loss": [
-      0.027877,
-      0.084739,
-      0.068446,
-      0.12988,
-      -0.059104,
-      -0.306906,
-      -0.359763,
-      -0.447608,
-      -0.359616,
-      -0.421708,
-      -0.311974,
-      -0.255348,
-      -0.358823,
-      -0.47033,
-      0.339064,
-      -0.513092,
-      -0.601986,
-      -0.18523,
-      -0.457599,
-      -0.396275,
-      -0.230898,
-      -0.330361,
-      -0.352651,
-      -0.3286,
-      -0.315557,
-      -0.245945,
-      -0.409874,
-      -0.446082,
-      -0.29773,
-      -0.269749,
-      -0.267435,
-      -0.364209
+      0.218675,
+      0.147011,
+      0.111348,
+      -0.213142,
+      0.189879,
+      0.099507,
+      0.064405,
+      0.131626,
+      -0.141887,
+      -0.174497,
+      -0.146444,
+      0.149905,
+      -0.028682,
+      0.184218,
+      -0.030035,
+      -0.124595,
+      0.045964,
+      0.070225,
+      0.100985
     ],
     "val_sharpe": [
-      -0.2176,
-      -0.2697,
-      -0.2391,
-      -0.2452,
-      -0.1178,
-      0.0064,
-      0.0727,
-      0.1532,
-      0.0776,
-      0.1127,
-      0.036,
-      -0.006,
-      -0.0157,
-      0.1805,
-      -0.4676,
-      0.2475,
-      0.356,
-      0.025,
-      0.2249,
-      0.1704,
-      -0.0262,
-      0.1491,
-      0.125,
-      0.252,
-      0.1414,
-      0.1439,
-      0.1342,
-      0.2453,
-      0.0728,
-      0.0612,
-      0.0802,
-      0.1188
+      -0.329,
+      -0.2997,
+      -0.2623,
+      0.018,
+      -0.3453,
+      -0.2245,
+      -0.2433,
+      -0.2253,
+      -0.238,
+      -0.2172,
+      -0.125,
+      -0.3644,
+      -0.2187,
+      -0.3687,
+      -0.2141,
+      -0.1708,
+      -0.2587,
+      -0.2924,
+      -0.3175
     ],
     "val_ann_return": [
-      -0.0202,
-      -0.0262,
-      -0.0229,
-      -0.0239,
-      -0.0126,
-      0.0008,
-      0.0095,
-      0.0199,
-      0.0095,
-      0.0149,
-      0.005,
-      -0.0007,
-      -0.0021,
-      0.0245,
-      -0.059,
-      0.0327,
-      0.0483,
-      0.0028,
-      0.0309,
-      0.0208,
-      -0.0032,
-      0.0196,
-      0.0164,
-      0.0332,
-      0.0182,
-      0.0182,
-      0.0175,
-      0.0318,
-      0.0093,
-      0.0078,
-      0.0101,
-      0.0152
+      -0.0303,
+      -0.0261,
+      -0.0246,
+      0.0018,
+      -0.0294,
+      -0.0238,
+      -0.0282,
+      -0.026,
+      -0.0372,
+      -0.0326,
+      -0.0198,
+      -0.0526,
+      -0.0331,
+      -0.0542,
+      -0.0329,
+      -0.0261,
+      -0.0393,
+      -0.0443,
+      -0.0485
     ]
   },
   "config": {

models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
-  "trained_at": "2026-05-28T05:10:09.525187",
-  "elapsed_sec": 1712.9,
+  "trained_at": "2026-05-29T08:34:03.314633",
+  "elapsed_sec": 1935.7,
   "n_windows": 8,
-  "winning_window": 2,
-  "winning_train_start": "2010-01-01",
+  "winning_window": 7,
+  "winning_train_start": "2020-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.4268,
-  "oos_sharpe": 2.2225,
+  "oos_ann_return": 0.4121,
+  "oos_sharpe": 2.5264,
   "all_windows": [
     {
       "window_id": 1,
@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
-      "n_oos": 350,
-      "oos_ann_return": 0.0629,
-      "oos_sharpe": 1.2552,
+      "n_oos": 351,
+      "oos_ann_return": 0.0785,
+      "oos_sharpe": 1.6199,
       "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": 350,
-      "oos_ann_return": 0.1867,
-      "oos_sharpe": 1.8256,
+      "n_oos": 351,
+      "oos_ann_return": 0.2798,
+      "oos_sharpe": 1.566,
       "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": 350,
-      "oos_ann_return": 0.0628,
-      "oos_sharpe": 1.2574,
+      "n_oos": 351,
+      "oos_ann_return": 0.0718,
+      "oos_sharpe": 1.3983,
       "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": 350,
-      "oos_ann_return": 0.4268,
-      "oos_sharpe": 2.2225,
+      "n_oos": 351,
+      "oos_ann_return": 0.2502,
+      "oos_sharpe": 2.8514,
       "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": 350,
-      "oos_ann_return": 0.0703,
-      "oos_sharpe": 1.5921,
+      "n_oos": 351,
+      "oos_ann_return": 0.077,
+      "oos_sharpe": 1.6474,
       "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": 350,
-      "oos_ann_return": 0.2267,
-      "oos_sharpe": 2.3189,
+      "n_oos": 351,
+      "oos_ann_return": 0.3765,
+      "oos_sharpe": 2.6426,
       "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": 350,
-      "oos_ann_return": 0.064,
-      "oos_sharpe": 1.4288,
+      "n_oos": 351,
+      "oos_ann_return": 0.0673,
+      "oos_sharpe": 1.392,
       "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": 350,
-      "oos_ann_return": 0.2081,
-      "oos_sharpe": 2.0712,
+      "n_oos": 351,
+      "oos_ann_return": 0.2286,
+      "oos_sharpe": 2.3012,
       "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": 350,
-      "oos_ann_return": 0.0635,
-      "oos_sharpe": 1.297,
+      "n_oos": 351,
+      "oos_ann_return": 0.0815,
+      "oos_sharpe": 1.5878,
       "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": 350,
-      "oos_ann_return": 0.2358,
-      "oos_sharpe": 2.3531,
+      "n_oos": 351,
+      "oos_ann_return": 0.194,
+      "oos_sharpe": 1.9972,
       "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": 350,
-      "oos_ann_return": 0.0746,
-      "oos_sharpe": 1.5859,
+      "n_oos": 351,
+      "oos_ann_return": 0.084,
+      "oos_sharpe": 1.5567,
       "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": 350,
-      "oos_ann_return": 0.2762,
-      "oos_sharpe": 1.8705,
+      "n_oos": 351,
+      "oos_ann_return": 0.3296,
+      "oos_sharpe": 2.3249,
       "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": 350,
-      "oos_ann_return": 0.1406,
-      "oos_sharpe": 1.8237,
+      "n_oos": 351,
+      "oos_ann_return": 0.159,
+      "oos_sharpe": 1.7898,
       "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": 350,
-      "oos_ann_return": 0.3292,
-      "oos_sharpe": 2.0716,
+      "n_oos": 351,
+      "oos_ann_return": 0.4121,
+      "oos_sharpe": 2.5264,
       "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": 350,
-      "oos_ann_return": 0.176,
-      "oos_sharpe": 1.8059,
+      "n_oos": 351,
+      "oos_ann_return": 0.171,
+      "oos_sharpe": 1.8226,
       "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": 350,
-      "oos_ann_return": 0.2382,
-      "oos_sharpe": 1.961,
+      "n_oos": 351,
+      "oos_ann_return": 0.3184,
+      "oos_sharpe": 1.849,
       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-05-28T04:41:33.794202",
-  "elapsed_sec": 280.0,
+  "trained_at": "2026-05-29T08:01:45.001632",
+  "elapsed_sec": 356.6,
   "n_params": 131176,
   "n_assets": 20,
   "tickers": [
@@ -31,97 +31,117 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.860859,
-  "best_val_sharpe": 0.4322,
-  "best_val_ann_return": 0.0916,
-  "test_loss": -1.707615,
-  "test_sharpe": 1.3658,
-  "test_ann_return": 0.2364,
+  "best_val_loss": -0.685502,
+  "best_val_sharpe": 0.4031,
+  "best_val_ann_return": 0.0965,
+  "test_loss": -1.829365,
+  "test_sharpe": 1.5167,
+  "test_ann_return": 0.2872,
   "splits": {
-    "n_train": 3197,
+    "n_train": 3198,
     "n_val": 685,
     "n_test": 686,
     "train_start": "2008-04-01",
-    "train_end": "2020-12-08",
-    "val_end": "2023-08-30",
-    "test_end": "2026-05-27"
+    "train_end": "2020-12-09",
+    "val_end": "2023-08-31",
+    "test_end": "2026-05-28"
   },
   "history": {
     "train_loss": [
-      -1.048772,
-      -1.154781,
-      -1.242045,
-      -1.365598,
-      -1.326904,
-      -1.400352,
-      -1.326099,
-      -1.386194,
-      -1.40092,
-      -1.527137,
-      -1.660499,
-      -1.704845,
-      -1.808177,
-      -1.824496,
-      -1.773466,
-      -1.956214,
-      -2.046144
+      -1.040384,
+      -1.228148,
+      -1.304877,
+      -1.33792,
+      -1.425512,
+      -1.554056,
+      -1.594045,
+      -1.674494,
+      -1.685477,
+      -1.738607,
+      -1.841272,
+      -1.837814,
+      -1.949653,
+      -2.011941,
+      -2.083716,
+      -2.086912,
+      -2.273636,
+      -2.320653,
+      -2.342424,
+      -2.392761,
+      -2.443805,
+      -2.598026
     ],
     "val_loss": [
-      -0.733221,
-      -0.860859,
-      -0.887922,
-      -0.676869,
-      -0.634554,
-      -0.578731,
-      -0.346044,
-      -0.438569,
-      -0.376113,
-      -0.4175,
-      -0.36882,
-      -0.455155,
-      -0.310818,
-      -0.247018,
-      -0.303754,
-      -0.346938,
-      -0.332256
+      -0.724181,
+      -0.842225,
+      -0.86346,
+      -0.779629,
+      -0.673723,
+      -0.624774,
+      -0.685502,
+      -0.759337,
+      -0.526872,
+      -0.535419,
+      -0.516668,
+      -0.412209,
+      -0.413142,
+      -0.422821,
+      -0.420882,
+      -0.393786,
+      -0.335515,
+      -0.281079,
+      -0.364593,
+      -0.337399,
+      -0.256364,
+      -0.300336
     ],
     "val_sharpe": [
-      0.4691,
-      0.4322,
-      0.4232,
-      0.3402,
-      0.2316,
-      0.299,
-      0.0661,
-      0.2002,
-      0.1315,
-      0.1365,
-      0.1536,
-      0.2267,
-      0.0743,
-      0.1132,
-      0.1408,
-      0.1673,
-      0.1363
+      0.4687,
+      0.5217,
+      0.5007,
+      0.4382,
+      0.4139,
+      0.3261,
+      0.4031,
+      0.4282,
+      0.3526,
+      0.314,
+      0.3199,
+      0.2469,
+      0.2515,
+      0.2435,
+      0.2307,
+      0.2085,
+      0.1362,
+      0.1166,
+      0.2004,
+      0.1726,
+      0.094,
+      0.1088
     ],
     "val_ann_return": [
-      0.0896,
-      0.0916,
-      0.0885,
-      0.0604,
-      0.0444,
-      0.0556,
-      0.0128,
-      0.0379,
-      0.0265,
-      0.0268,
-      0.0312,
-      0.047,
-      0.016,
-      0.0271,
-      0.0318,
-      0.0376,
-      0.0305
+      0.0859,
+      0.0965,
+      0.0917,
+      0.079,
+      0.0837,
+      0.0659,
+      0.0965,
+      0.0935,
+      0.0933,
+      0.0778,
+      0.0804,
+      0.0632,
+      0.0668,
+      0.0639,
+      0.0605,
+      0.0533,
+      0.0356,
+      0.0315,
+      0.0535,
+      0.046,
+      0.0259,
+      0.0297
     ]
   },
   "config": {

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-05-28T07:13:27.866251",
-  "elapsed_sec": 7398.3,
+  "trained_at": "2026-05-29T10:13:49.570785",
+  "elapsed_sec": 5986.3,
   "n_windows": 8,
-  "winning_window": 3,
-  "winning_train_start": "2012-01-01",
+  "winning_window": 6,
+  "winning_train_start": "2018-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.6629,
-  "oos_sharpe": 2.2526,
+  "oos_ann_return": 0.5436,
+  "oos_sharpe": 2.4864,
   "all_windows": [
     {
       "window_id": 1,
@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
-      "n_oos": 350,
-      "oos_ann_return": 0.2501,
-      "oos_sharpe": 1.5266,
+      "n_oos": 351,
+      "oos_ann_return": 0.2728,
+      "oos_sharpe": 1.5885,
       "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": 350,
-      "oos_ann_return": 0.3058,
-      "oos_sharpe": 1.5479,
+      "n_oos": 351,
+      "oos_ann_return": 0.2989,
+      "oos_sharpe": 1.4061,
       "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": 350,
-      "oos_ann_return": 0.2093,
-      "oos_sharpe": 1.4247,
+      "n_oos": 351,
+      "oos_ann_return": 0.2665,
+      "oos_sharpe": 1.668,
       "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": 350,
-      "oos_ann_return": 0.3339,
-      "oos_sharpe": 1.6164,
+      "n_oos": 351,
+      "oos_ann_return": 0.365,
+      "oos_sharpe": 1.4904,
       "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": 350,
-      "oos_ann_return": 0.1808,
-      "oos_sharpe": 1.3652,
+      "n_oos": 351,
+      "oos_ann_return": 0.258,
+      "oos_sharpe": 1.7309,
       "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": 350,
-      "oos_ann_return": 0.6629,
-      "oos_sharpe": 2.2526,
+      "n_oos": 351,
+      "oos_ann_return": 0.5405,
+      "oos_sharpe": 1.9889,
       "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": 350,
-      "oos_ann_return": 0.1935,
-      "oos_sharpe": 1.482,
+      "n_oos": 351,
+      "oos_ann_return": 0.2133,
+      "oos_sharpe": 1.5352,
       "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": 350,
-      "oos_ann_return": 0.4102,
-      "oos_sharpe": 1.7266,
+      "n_oos": 351,
+      "oos_ann_return": 0.4308,
+      "oos_sharpe": 1.7489,
       "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": 350,
-      "oos_ann_return": 0.2191,
-      "oos_sharpe": 1.642,
+      "n_oos": 351,
+      "oos_ann_return": 0.2565,
+      "oos_sharpe": 1.9303,
       "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": 350,
-      "oos_ann_return": 0.4505,
-      "oos_sharpe": 1.938,
+      "n_oos": 351,
+      "oos_ann_return": 0.3474,
+      "oos_sharpe": 1.2635,
       "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": 350,
-      "oos_ann_return": 0.2228,
-      "oos_sharpe": 1.6136,
+      "n_oos": 351,
+      "oos_ann_return": 0.2046,
+      "oos_sharpe": 1.4559,
       "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": 350,
-      "oos_ann_return": 0.3535,
-      "oos_sharpe": 1.7714,
+      "n_oos": 351,
+      "oos_ann_return": 0.5436,
+      "oos_sharpe": 2.4864,
       "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": 350,
-      "oos_ann_return": 0.218,
-      "oos_sharpe": 1.5034,
+      "n_oos": 351,
+      "oos_ann_return": 0.2635,
+      "oos_sharpe": 1.6447,
       "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": 350,
-      "oos_ann_return": 0.3589,
-      "oos_sharpe": 1.5349,
+      "n_oos": 351,
+      "oos_ann_return": 0.4817,
+      "oos_sharpe": 2.3474,
       "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": 350,
-      "oos_ann_return": 0.2568,
-      "oos_sharpe": 1.5352,
+      "n_oos": 351,
+      "oos_ann_return": 0.2514,
+      "oos_sharpe": 1.5571,
       "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": 350,
-      "oos_ann_return": 0.2818,
-      "oos_sharpe": 1.5896,
+      "n_oos": 351,
+      "oos_ann_return": 0.2707,
+      "oos_sharpe": 1.56,
       "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 sha256:97f12e6960324d6dca6ce701375c18c867edf225c12ffaeb6793d992c0b5e301
+oid sha256:aa2aeddd471a60d80d75288a5f31fbf91dd7873215e19fadda33f0bea0a33dbd
 size 941

models/scaler_optionA_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:321ecfe42bf81a7648f09bfe93daff4279bc2af9b4965ebca76982325bc09b02
+oid sha256:26eee3f414d1e60fdb971867c9588a51d08ec2c0e4561ac3c84ceda63bc31707
 size 941

models/scaler_optionB.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a4335ed25855548adbe78a8c4c9033db6a5757ee521c5d1180486358d140399c
+oid sha256:fe7278e7dc4cc84cd4698d13e785ef74ab3a270a3ae077de8e9ed02662e5217f
 size 941

models/scaler_optionB_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:f6e0ead2b70e24b094d7fb9cdc091fbd633202153f385ca96485dc010d619eae
+oid sha256:45ba9b0d063791fca68cb7b100f00fb8f20439fb3b0a7d6cd9cec62a5159cdd9
 size 941