[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": 1734.3,
+  "trained_at": "2026-04-16T02:06:28.816556",
+  "elapsed_sec": 1447.7,
   "n_windows": 8,
   "winning_window": 2,
   "winning_train_start": "2010-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.5135,
-  "oos_sharpe": 2.0793,
+  "oos_ann_return": 0.5367,
+  "oos_sharpe": 2.0738,
   "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": 0.0771,
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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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-      "oos_sharpe": 2.3911,
+      "n_oos": 321,
+      "oos_ann_return": 0.485,
+      "oos_sharpe": 1.9301,
       "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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       "model_path": "models/deepm_optionA_w2_sharpe.pt"
     },
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@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3270,
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-      "oos_sharpe": 1.9206,
+      "n_oos": 321,
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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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       "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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-      "oos_sharpe": 1.6722,
+      "n_oos": 321,
+      "oos_ann_return": 0.0773,
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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"
     },
     {
@@ -113,9 +113,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 2264,
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+      "n_oos": 321,
+      "oos_ann_return": 0.0942,
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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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       "n_train": 2264,
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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",
       "loss_fn": "evar",
       "n_train": 1761,
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-      "oos_ann_return": 0.0851,
-      "oos_sharpe": 1.7751,
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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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-      "oos_sharpe": 2.6018,
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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"
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@@ -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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-      "oos_ann_return": 0.1775,
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       "model_path": "models/deepm_optionA_w8_evar.pt"
     },
     {
@@ -197,9 +197,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "sharpe",
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       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-04-14T23:40:29.808713",
-  "elapsed_sec": 193.9,
+  "trained_at": "2026-04-16T01:42:18.562622",
+  "elapsed_sec": 328.6,
   "n_params": 130526,
   "n_assets": 15,
   "tickers": [
@@ -26,93 +26,181 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
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-  "best_val_ann_return": 0.138,
-  "test_loss": -1.403048,
-  "test_sharpe": 1.1924,
-  "test_ann_return": 0.165,
+  "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,
   "splits": {
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+    "n_train": 3177,
     "n_val": 680,
     "n_test": 682,
     "train_start": "2008-04-01",
-    "train_end": "2020-11-05",
-    "val_end": "2023-07-24",
-    "test_end": "2026-04-13"
+    "train_end": "2020-11-09",
+    "val_end": "2023-07-26",
+    "test_end": "2026-04-15"
   },
   "history": {
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   "config": {
@@ -126,5 +214,6 @@
     "max_epochs": 150,
     "patience": 15,
     "evar_beta": 0.95
-  }
+  },
+  "winning_loss": "sharpe"
 }

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-04-15T01:05:58.465327",
-  "elapsed_sec": 3391.9,
+  "trained_at": "2026-04-16T02:54:22.210277",
+  "elapsed_sec": 2873.4,
   "n_windows": 8,
-  "winning_window": 3,
-  "winning_train_start": "2012-01-01",
+  "winning_window": 4,
+  "winning_train_start": "2014-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.4473,
-  "oos_sharpe": 2.0054,
+  "oos_ann_return": 0.4665,
+  "oos_sharpe": 2.215,
   "all_windows": [
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@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
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+      "oos_ann_return": 0.0965,
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       "model_path": "models/deepm_optionB_w1_evar.pt"
     },
     {
@@ -29,9 +29,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w1_sharpe.pt"
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     {
@@ -41,9 +41,9 @@
       "oos_start": "2025-01-01",
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+      "n_oos": 321,
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+      "oos_sharpe": 1.4177,
       "model_path": "models/deepm_optionB_w2_evar.pt"
     },
     {
@@ -53,9 +53,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3774,
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+      "n_oos": 321,
+      "oos_ann_return": 0.3877,
+      "oos_sharpe": 1.724,
       "model_path": "models/deepm_optionB_w2_sharpe.pt"
     },
     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
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+      "n_oos": 321,
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       "model_path": "models/deepm_optionB_w3_evar.pt"
     },
     {
@@ -77,9 +77,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3270,
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-      "oos_sharpe": 2.0054,
+      "n_oos": 321,
+      "oos_ann_return": 0.2697,
+      "oos_sharpe": 1.3102,
       "model_path": "models/deepm_optionB_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_optionB_w4_evar.pt"
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     {
@@ -101,9 +101,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w4_sharpe.pt"
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     {
@@ -113,9 +113,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w5_evar.pt"
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     {
@@ -125,9 +125,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w5_sharpe.pt"
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