[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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-  "elapsed_sec": 1801.3,
+  "trained_at": "2026-04-18T14:04:09.517535",
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   "winning_window": 2,
   "winning_train_start": "2010-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
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-  "oos_sharpe": 2.7009,
+  "oos_ann_return": 0.4578,
+  "oos_sharpe": 2.241,
   "all_windows": [
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@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
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+      "oos_ann_return": 0.0767,
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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_train": 4218,
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+      "n_oos": 323,
+      "oos_ann_return": 0.3931,
+      "oos_sharpe": 2.4805,
       "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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+      "n_oos": 323,
+      "oos_ann_return": 0.0943,
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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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       "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": 0.0727,
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+      "n_oos": 323,
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       "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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-      "oos_sharpe": 2.7236,
+      "n_oos": 323,
+      "oos_ann_return": 0.2758,
+      "oos_sharpe": 2.2554,
       "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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+      "n_oos": 323,
+      "oos_ann_return": 0.0746,
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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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       "model_path": "models/deepm_optionA_w5_sharpe.pt"
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@@ -137,9 +137,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 1761,
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+      "n_oos": 323,
+      "oos_ann_return": 0.0863,
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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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       "model_path": "models/deepm_optionA_w6_sharpe.pt"
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@@ -161,9 +161,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 1258,
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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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       "model_path": "models/deepm_optionA_w7_sharpe.pt"
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@@ -185,9 +185,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 753,
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+      "n_oos": 323,
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       "model_path": "models/deepm_optionA_w8_evar.pt"
     },
     {
@@ -197,9 +197,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
       "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": 195.3,
-  "n_params": 130526,
-  "n_assets": 15,
+  "trained_at": "2026-04-18T13:26:03.410266",
+  "elapsed_sec": 771.7,
+  "n_params": 130916,
+  "n_assets": 18,
   "tickers": [
     "SPY",
     "QQQ",
@@ -17,6 +17,9 @@
     "XLU",
     "GDX",
     "XLB",
+    "IWF",
+    "XSD",
+    "XBI",
     "XLRE",
     "IWM",
     "XME"
@@ -26,93 +29,241 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
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+  "best_val_loss": -1.113097,
+  "best_val_sharpe": 0.8859,
+  "best_val_ann_return": 0.1767,
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+  "test_sharpe": 1.126,
+  "test_ann_return": 0.188,
   "splits": {
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-    "n_test": 681,
+    "n_test": 682,
     "train_start": "2008-04-01",
     "train_end": "2020-11-10",
     "val_end": "2023-07-28",
-    "test_end": "2026-04-16"
+    "test_end": "2026-04-17"
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   "config": {

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-04-17T06:15:36.015583",
-  "elapsed_sec": 4195.3,
+  "trained_at": "2026-04-18T15:48:31.822174",
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   "n_windows": 8,
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   "winning_loss": "sharpe",
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+  "oos_ann_return": 0.6955,
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   "all_windows": [
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@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w1_evar.pt"
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@@ -29,9 +29,9 @@
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@@ -41,9 +41,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w2_evar.pt"
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@@ -53,9 +53,9 @@
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     {
@@ -65,9 +65,9 @@
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