[auto] Update DeePM model weights and signals

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models/deepm_optionA_window_best.pt

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models/deepm_optionB_best.pt

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models/deepm_optionB_w1_evar.pt

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models/deepm_optionB_w2_evar.pt

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models/deepm_optionB_window_best.pt

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models/latest_signals.json

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 {
-  "generated_at": "2026-03-22T09:47:13.987786",
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   "option_A": {
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     "model_n_params": 129681
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     "option_name": "Equity Sectors",
     "signal_date": "2026-03-23",
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     "model_n_params": 130201
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+    "signal_date": "2026-03-23",
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 }

models/meta_optionA.json

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   "n_params": 129681,
   "n_assets": 8,
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models/meta_optionA_window.json

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+    "PFF",
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+}

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
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@@ -22,12 +22,12 @@
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@@ -39,88 +39,76 @@
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models/meta_optionB_window.json

@@ -0,0 +1,229 @@
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+  "tickers": [
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+    "QQQ",
+    "XLK",
+    "XLF",
+    "XLE",
+    "XLV",
+    "XLI",
+    "XLY",
+    "XLP",
+    "XLU",
+    "GDX",
+    "XME"
+  ],
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+  "n_macro_feats": 19,
+  "config": {
+    "lookback": 60,
+    "asset_hidden_dim": 64,
+    "macro_hidden_dim": 64,
+    "graph_hidden_dim": 64
+  }
+}

models/scaler_optionA_window.pkl

@@ -0,0 +1,3 @@
+version https://git-lfs.github.com/spec/v1
+oid sha256:d215959fd257d1bc8337a471a05ebd19d3f33bd74e83697f518468f293488c79
+size 927

models/scaler_optionB_window.pkl

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+version https://git-lfs.github.com/spec/v1
+oid sha256:1ed156ffa07904405ce5e592469e80619efd012eeb85929cea1d6614a54b5a4d
+size 927

models/signal_A.json

@@ -1,21 +1,22 @@
 {
   "option": "A",
+  "mode": "fixed_split",
   "option_name": "Fixed Income / Alts",
   "signal_date": "2026-03-23",
   "last_data_date": "2026-03-20",
-  "generated_at": "2026-03-22T09:47:13.756141",
-  "pick": "TLT",
-  "conviction": 0.5685,
+  "generated_at": "2026-03-22T12:13:30.290509",
+  "pick": "PFF",
+  "conviction": 0.8381,
   "weights": {
-    "TLT": 0.5685,
-    "LQD": 0.0088,
-    "HYG": 0.0052,
-    "VNQ": 0.2288,
-    "GLD": 0.1515,
-    "SLV": 0.0219,
-    "PFF": 0.0049,
-    "MBB": 0.0058,
-    "CASH": 0.0046
+    "TLT": 0.0049,
+    "LQD": 0.0724,
+    "HYG": 0.0641,
+    "VNQ": 0.0058,
+    "GLD": 0.0004,
+    "SLV": 0.0006,
+    "PFF": 0.8381,
+    "MBB": 0.0111,
+    "CASH": 0.0026
   },
   "regime_context": {
     "VIX": 24.06,
@@ -24,9 +25,9 @@
     "USD_INDEX": 120.55
   },
   "macro_stress": 1.753,
-  "trained_at": "2026-03-22T09:41:20.225919",
-  "test_sharpe": 1.7264,
-  "test_ann_return": 0.1529,
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   "winning_loss": "sharpe",
+  "test_sharpe": 1.8254,
+  "test_ann_return": 0.2369,
   "model_n_params": 129681
 }

models/signal_A_window.json

@@ -0,0 +1,35 @@
+{
+  "option": "A",
+  "mode": "shrinking_window",
+  "option_name": "Fixed Income / Alts",
+  "signal_date": "2026-03-23",
+  "last_data_date": "2026-03-20",
+  "generated_at": "2026-03-22T12:13:30.497208",
+  "pick": "GLD",
+  "conviction": 0.8632,
+  "weights": {
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+    "LQD": 0.005,
+    "HYG": 0.0235,
+    "VNQ": 0.0201,
+    "GLD": 0.8632,
+    "SLV": 0.0301,
+    "PFF": 0.0264,
+    "MBB": 0.0182,
+    "CASH": 0.0112
+  },
+  "regime_context": {
+    "VIX": 24.06,
+    "T10Y2Y": 0.51,
+    "HY_SPREAD": 3.27,
+    "USD_INDEX": 120.55
+  },
+  "macro_stress": 1.753,
+  "trained_at": "2026-03-22T11:28:17.580317",
+  "winning_window": 8,
+  "winning_train_start": "2022-01-01",
+  "winning_train_end": "2024-12-31",
+  "winning_loss": "sharpe",
+  "oos_ann_return": 0.3874,
+  "oos_sharpe": 2.0963
+}

models/signal_B.json

@@ -1,25 +1,26 @@
 {
   "option": "B",
+  "mode": "fixed_split",
   "option_name": "Equity Sectors",
   "signal_date": "2026-03-23",
   "last_data_date": "2026-03-20",
-  "generated_at": "2026-03-22T09:47:13.987592",
-  "pick": "GDX",
-  "conviction": 0.4637,
+  "generated_at": "2026-03-22T12:13:30.715113",
+  "pick": "CASH",
+  "conviction": 0.1343,
   "weights": {
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-    "QQQ": 0.0455,
-    "XLK": 0.049,
-    "XLF": 0.057,
-    "XLE": 0.1,
-    "XLV": 0.0306,
-    "XLI": 0.0343,
-    "XLY": 0.0397,
-    "XLP": 0.048,
-    "XLU": 0.0373,
-    "GDX": 0.4637,
-    "XME": 0.0428,
-    "CASH": 0.015
+    "SPY": 0.0767,
+    "QQQ": 0.0982,
+    "XLK": 0.1081,
+    "XLF": 0.0638,
+    "XLE": 0.043,
+    "XLV": 0.0812,
+    "XLI": 0.0483,
+    "XLY": 0.0795,
+    "XLP": 0.1049,
+    "XLU": 0.0934,
+    "GDX": 0.0363,
+    "XME": 0.0323,
+    "CASH": 0.1343
   },
   "regime_context": {
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@@ -28,9 +29,9 @@
     "USD_INDEX": 120.55
   },
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-  "trained_at": "2026-03-22T09:47:10.461242",
-  "test_sharpe": 1.4435,
-  "test_ann_return": 0.2379,
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   "winning_loss": "sharpe",
+  "test_sharpe": 1.2825,
+  "test_ann_return": 0.1501,
   "model_n_params": 130201
 }