[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": 1832.3,
+  "trained_at": "2026-05-14T05:06:03.311046",
+  "elapsed_sec": 1916.4,
   "n_windows": 8,
-  "winning_window": 8,
-  "winning_train_start": "2022-01-01",
+  "winning_window": 2,
+  "winning_train_start": "2010-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.4826,
-  "oos_sharpe": 2.7673,
+  "oos_ann_return": 0.4206,
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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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       "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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+      "oos_ann_return": 0.4206,
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       "model_path": "models/deepm_optionA_w2_sharpe.pt"
     },
     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 3270,
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-      "oos_ann_return": 0.0687,
-      "oos_sharpe": 1.3864,
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+      "oos_ann_return": 0.0786,
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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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       "n_train": 3270,
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+      "n_oos": 341,
+      "oos_ann_return": 0.2592,
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       "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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       "model_path": "models/deepm_optionA_w4_evar.pt"
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       "oos_start": "2025-01-01",
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@@ -113,9 +113,9 @@
       "oos_start": "2025-01-01",
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@@ -137,9 +137,9 @@
       "oos_start": "2025-01-01",
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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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@@ -161,9 +161,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w7_evar.pt"
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@@ -173,9 +173,9 @@
       "oos_start": "2025-01-01",
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@@ -185,9 +185,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 753,
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       "model_path": "models/deepm_optionA_w8_evar.pt"
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     {
@@ -197,9 +197,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w8_sharpe.pt"
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models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
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-  "elapsed_sec": 319.7,
+  "trained_at": "2026-05-14T04:34:04.345163",
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   "n_params": 131176,
   "n_assets": 20,
   "tickers": [
@@ -31,109 +31,105 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
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   "splits": {
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     "n_val": 683,
     "n_test": 685,
     "train_start": "2008-04-01",
-    "train_end": "2020-11-27",
-    "val_end": "2023-08-17",
-    "test_end": "2026-05-12"
+    "train_end": "2020-11-30",
+    "val_end": "2023-08-18",
+    "test_end": "2026-05-13"
   },
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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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@@ -29,9 +29,9 @@
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       "model_path": "models/deepm_optionB_w1_sharpe.pt"
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@@ -41,9 +41,9 @@
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       "model_path": "models/deepm_optionB_w2_evar.pt"
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     {
@@ -53,9 +53,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w2_sharpe.pt"
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     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w3_evar.pt"
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     {
@@ -77,9 +77,9 @@
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@@ -89,9 +89,9 @@
       "oos_start": "2025-01-01",
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@@ -101,9 +101,9 @@
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@@ -113,9 +113,9 @@
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     {
@@ -125,9 +125,9 @@
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@@ -137,9 +137,9 @@
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@@ -149,9 +149,9 @@
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@@ -173,9 +173,9 @@
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@@ -185,9 +185,9 @@
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@@ -197,9 +197,9 @@
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models/scaler_optionA_window.pkl

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models/scaler_optionB.pkl

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models/scaler_optionB_window.pkl

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