[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 sha256:73c6b647a831f658a83b2345f380d4b2909c7c76d980b4d82f24b9297affa1e2
+oid sha256:a92894544a2c2c57d8eb21d2d806914b8dae6de5a85a80c2c3478d49c4dd125d
 size 532854

models/deepm_optionA_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:27954e0d939697cd38b358bbebb452ef35d2d57ca1d197a75740ac3caebf2c86
+oid sha256:2f33846ddb0d08e8df3ff7703158b70bc95a02b02d1a7d613a447b3c7ba6de13
 size 532766

models/deepm_optionA_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:73c6b647a831f658a83b2345f380d4b2909c7c76d980b4d82f24b9297affa1e2
+oid sha256:a92894544a2c2c57d8eb21d2d806914b8dae6de5a85a80c2c3478d49c4dd125d
 size 532854

models/deepm_optionA_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0be3ebffea7b0a3206eb31dff70ef240b28f11d4bbe61b349b69fa0d2b2cf32e
+oid sha256:249c6f50a4980f632c1d1e69ee1a9d745102765fab9ba6eb3d60cde59c955a85
 size 532614

models/deepm_optionA_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:50954ee54c85b1f2c1cfb1d4e660b346248397dbc72330944e20e03fc13b1acf
+oid sha256:e61513cbda1c4d199227bedc60235ae521a7eaf1287c43de9c2894e9b5dbad0a
 size 532766

models/deepm_optionA_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0a1620165b5d9ac8ca110431f32837ea6f38e2cdcce0c8ac09ff673d62ea95c3
+oid sha256:76ba283f4a78465c9cad929ba8bb974127a14b7ec26bf7a459bf9eee251f88e9
 size 532614

models/deepm_optionA_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c4fa038cec3df03206e4bed94c351a06b2797b4af7037c3441ab4ec3097ae56f
+oid sha256:f6f1b07d54b83a5621d1042866bc70d86acc9ed560b6a2e8150ed1eff96818a6
 size 532766

models/deepm_optionA_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3d54738d107033b3b63167db89f26611be587c159415c72a6982b206b173f778
+oid sha256:146929fd51819f21cec4ab564499f3092c9fa7fdec42d87c7075ebe49921cf3c
 size 532614

models/deepm_optionA_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:443effa2b5c2bb156ab907870930bfee8ac8eb3b123e6c22b91f517b6c1d5b45
+oid sha256:2b6b2a55cd357b2df7d9f9ebbe48545710bd34ae4b10ea446050addf2ea34a8a
 size 532766

models/deepm_optionA_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:9ad525f2ed8430a7715c21be20f4fe3814036b5e2db01a181349db78665c231e
+oid sha256:2cd5ba5ade5f9c1b84daa2cc10680e1260020aceb4f3a7cb8c721d8c287cb9c6
 size 532614

models/deepm_optionA_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:786165a5af988b780666f080e479b4adf6bf7f8f28ae6c213c7f115b3364c9cb
+oid sha256:68369b5b021eee70f2642bb22878f66337cb62b65af8d42d003a2e270d9f53ac
 size 532766

models/deepm_optionA_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:7f205e99405febe768d6e779b0a9fbd9e0996a124db9c3e0f820a7f269800771
+oid sha256:80f86175516e84d9119d5eb05021d597e11efb311c23627f05bd409569845564
 size 532614

models/deepm_optionA_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:56fb1d56350d9e41ad7116180b8f0c4b66d2fedf457cf8ffec9be8a7357218de
+oid sha256:fd61771ab22a2c278cc5200cf89aae7067e89818f4cc58f093093e9a65fe4926
 size 532766

models/deepm_optionA_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:91b6be8c45e8164f5adbdcd0f68d273f77b859edbf71779570a9e3c18a30dd38
+oid sha256:80c8096b3ea44ad8416474de6f2e6078d03c1fc0056cc62b26ed400c304209da
 size 532614

models/deepm_optionA_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:606c4bd78763a6132980b05b221aa1cb8e1e2ba0c04b92fe8dae6af630a7d329
+oid sha256:12ae93087e17d6bf77392cae21458994f85677c4510a26dd401ccda0e0670ec3
 size 532766

models/deepm_optionA_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:f701d46e5b160158dd9dee9409a6daba58c3b4e6e7a15a1e98e281bf220bf53c
+oid sha256:5b81112452d4b6617db28c7c333fae914e9423225778e7f4885402970b38b960
 size 532614

models/deepm_optionA_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:97c4880b73c251edaea93a0d1771064e5354eda7b613fcdc2b3a0905a1e3b2bd
+oid sha256:953a6d0863ecc756dbfabbc506748ca97eaea638c4d84c9322d1eb0ca53744f2
 size 532766

models/deepm_optionA_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a3984e87735180579a9abbd241ae2b472d421803dba8695e13f153032b9537ab
+oid sha256:477819cdaec7c0855fe7e8394037282d97ab70113857b4cb3121a1b57ea02eff
 size 532614

models/deepm_optionA_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:49ae1e4888963ca776eb28926df88ea26ff6f4d05f227eb969c0c420a8fe4df1
+oid sha256:e290b0123136d37920bfbb4f95a9b62ca8826eb9dd8c0d9f1eb69ea37fdcd5ed
 size 532766

models/deepm_optionA_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:50954ee54c85b1f2c1cfb1d4e660b346248397dbc72330944e20e03fc13b1acf
+oid sha256:953a6d0863ecc756dbfabbc506748ca97eaea638c4d84c9322d1eb0ca53744f2
 size 532766

models/deepm_optionB_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:879f77f8029a96aff1c76a62e2cf0ca35bbe827808e12b2bb43bb8c76e1552f5
+oid sha256:d4f6b5d487f1480c22c8ba6a2f383b3ad1cb888afea2ed987c61b5d316df556e
 size 539126

models/deepm_optionB_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8e75a5305906483c3d93da8227695b940fbdbd6cd5fcb59d129fd490eeedca27
+oid sha256:a4b87fbc9526efcaabb90f558915cdb8a6f64a5932a54eb2f50ff0144529d38f
 size 539038

models/deepm_optionB_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:879f77f8029a96aff1c76a62e2cf0ca35bbe827808e12b2bb43bb8c76e1552f5
+oid sha256:d4f6b5d487f1480c22c8ba6a2f383b3ad1cb888afea2ed987c61b5d316df556e
 size 539126

models/deepm_optionB_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1da70d010ddb9f942cbceb29b9006a5c8338156cdc755fd3c65cbcb38db35898
+oid sha256:b2f0614c8fcc042c58f860bfc78da47f937cb11e52819c804b452355f962adef
 size 538886

models/deepm_optionB_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:9436324f4b40fffc9837438d32c0feded52b7629efb440057a26ef7860989407
+oid sha256:5993ff8d50173b55e77d7f364082eb24d09e95b79368226f1bb775d120c395a3
 size 539038

models/deepm_optionB_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e00144e0685ff79b94b1acb1dadd7a528ac2d7b9dc62623b39b4841aa2709487
+oid sha256:6c1d388f636556345a7e8269ecfa1bc64f5982feef489685a705fba2f77c69c2
 size 538886

models/deepm_optionB_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e15eceab2aec261b3eccf504d3bb90d2747cb51e69ad027e276c92a2a11991bf
+oid sha256:39a7804d144c682fb8f254bd847c027c4595b7dbf50a810f3960b6ab8176deeb
 size 539038

models/deepm_optionB_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8088858c3c67296e340be5c0c0c97d730c2451b276ad18bdfb18f64c76b5a5bf
+oid sha256:c99c88a200709baee60203ec8a0fa145333bff054ee864a0bac8fc91fa50a3d0
 size 538886

models/deepm_optionB_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3b1b6e48f657c9b0fd487103847e16ac4c5a7bf678d57e644ddec92482d34b9d
+oid sha256:554bbde144cdaa778fc1ef3dad2829a2760353d344e12bf02536e7b77ac822cb
 size 539038

models/deepm_optionB_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:7e7f6624dc6be7dc5e910078d9b8dbc73c6d623660b607f6c4c82eac15138f75
+oid sha256:6868ccbee382ed6068fad9f57ea3acf591c44c304f43c35047c8d6ae2b7c0c02
 size 538886

models/deepm_optionB_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:df27e64e981d7a1b0def97409656d3483c90ce967d446ff48cd21f79f36d13b1
+oid sha256:d6e6a1a7e7dd45de0e946a306f5da5d6800a93436207a471c63846f6c7de3f9e
 size 539038

models/deepm_optionB_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:42090980b8e19aeeb34eb216bb1a34946253c1c34f8d95f2992d562b749a0181
+oid sha256:3f9ac6da00a2f94254abe457dbf2f5c3e544f718f00341766a826399b54bd757
 size 538886

models/deepm_optionB_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c37bd338eec0d1eb5b3e5755e50ca88f25c068248072276af8ed571e54c54e3a
+oid sha256:704750ee89612aba11a5439ff5085486c88b59a057faa5872d3c674ae564aad7
 size 539038

models/deepm_optionB_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2e9ed2d19360be38b0076d331beaf0da39838ac2ae29f67c745abedc903f703e
+oid sha256:2b0a1a4f5894fe8bd7e6170d59ca6d85ee445f9e1d969447a92291d885108cd0
 size 538886

models/deepm_optionB_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:738b57300aadb521d3d9176492d07a688b9fb0f3fbd77f44b344701d6f2dc7f1
+oid sha256:4c66f9961caf1c3f8f3143bef48e2a5d0aa597fb357621c3a02824ac4f35e7fd
 size 539038

models/deepm_optionB_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:691531761f7dd8c868479eaaae31e39619e69c2caef819acc51e364ebca86ac5
+oid sha256:231eefbd8e0b8c8a517a834e8726b40b538a6c0a8dfde575ca8779224419e01f
 size 538886

models/deepm_optionB_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6c345b23e0ccb50637cf993af8fd680b602d239efa12bd95fb8ca30c00b5d157
+oid sha256:4f54dc32f3f255311f92f58b8fddee50dd622938d71b6b10b5d6bd1cdf663b00
 size 539038

models/deepm_optionB_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:50cd34097f8a21690d086b7020c3be3cfc133e5f9ef3765a0c3cd0bf4db7bcca
+oid sha256:9e573a1a610922932f6e8db56e450338a9be8134088d0a044b6f34c86940dfb4
 size 538886

models/deepm_optionB_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:93c4ae58e00ebd4976afb32e2e4a576b3b6cbd6d6e1cc7693641b851b7c2d8f7
+oid sha256:a4e438b9ee908ce15748addd8691693363e99ef07a8ad3094804a909602fb058
 size 539038

models/deepm_optionB_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e15eceab2aec261b3eccf504d3bb90d2747cb51e69ad027e276c92a2a11991bf
+oid sha256:554bbde144cdaa778fc1ef3dad2829a2760353d344e12bf02536e7b77ac822cb
 size 539038

models/meta_optionA.json

@@ -1,7 +1,7 @@
 {
   "option": "A",
-  "trained_at": "2026-05-22T04:30:48.019156",
-  "elapsed_sec": 175.5,
+  "trained_at": "2026-05-23T07:31:57.999723",
+  "elapsed_sec": 274.1,
   "n_params": 129616,
   "n_assets": 8,
   "tickers": [
@@ -19,129 +19,197 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.252455,
-  "best_val_sharpe": -0.0376,
-  "best_val_ann_return": -0.0058,
-  "test_loss": -1.58559,
-  "test_sharpe": 1.2818,
-  "test_ann_return": 0.1132,
+  "best_val_loss": -0.569602,
+  "best_val_sharpe": 0.4007,
+  "best_val_ann_return": 0.0484,
+  "test_loss": -0.96071,
+  "test_sharpe": 0.9212,
+  "test_ann_return": 0.0805,
   "splits": {
-    "n_train": 3195,
+    "n_train": 3196,
     "n_val": 684,
     "n_test": 686,
     "train_start": "2008-04-01",
-    "train_end": "2020-12-04",
-    "val_end": "2023-08-25",
-    "test_end": "2026-05-21"
+    "train_end": "2020-12-07",
+    "val_end": "2023-08-28",
+    "test_end": "2026-05-22"
   },
   "history": {
     "train_loss": [
-      -1.051094,
-      -1.626937,
-      -1.715225,
-      -1.762159,
-      -1.755308,
-      -1.90338,
-      -1.981622,
-      -1.904233,
-      -2.208325,
-      -2.370255,
-      -2.396981,
-      -2.604568,
-      -2.446592,
-      -2.739933,
-      -2.991639,
-      -3.11878,
-      -3.237335,
-      -3.274953,
-      -3.437502,
-      -3.497464,
-      -3.733197,
-      -3.820715,
-      -3.822757,
-      -3.807622,
-      -3.942435
+      -0.927847,
+      -1.29458,
+      -1.582046,
+      -1.574101,
+      -1.841573,
+      -1.848205,
+      -1.907507,
+      -2.078785,
+      -1.967262,
+      -2.038173,
+      -1.553713,
+      -1.873306,
+      -2.190666,
+      -2.400227,
+      -2.455143,
+      -2.460901,
+      -1.942976,
+      -2.687424,
+      -2.681036,
+      -2.814191,
+      -3.17344,
+      -3.107702,
+      -3.182691,
+      -3.407112,
+      -3.364375,
+      -3.807475,
+      -3.701442,
+      -3.797634,
+      -3.977662,
+      -3.963906,
+      -3.923373,
+      -3.971954,
+      -4.116216,
+      -4.19925,
+      -4.316329,
+      -4.412811,
+      -4.404001,
+      -4.550393,
+      -4.670652,
+      -4.6134,
+      -4.602914,
+      -4.710784
     ],
     "val_loss": [
-      0.242521,
-      0.318733,
-      -0.005029,
-      -0.061796,
-      -0.060448,
-      0.027627,
-      -0.419411,
-      -0.071676,
-      -0.346506,
-      -0.252455,
-      -0.219761,
-      0.007709,
-      0.23055,
-      0.019069,
-      -0.066188,
-      -0.054835,
-      -0.012888,
-      -0.011002,
-      -0.019308,
-      -0.065691,
-      -0.124494,
-      -0.107147,
-      -0.149343,
-      -0.118101,
-      -0.159855
+      0.166986,
+      0.211863,
+      0.224464,
+      0.123698,
+      -0.058833,
+      -0.1255,
+      -0.475981,
+      -0.494351,
+      -0.310562,
+      0.154745,
+      -0.519526,
+      0.150255,
+      -0.019918,
+      0.061072,
+      -0.218052,
+      -0.187958,
+      -0.190858,
+      -0.033123,
+      -0.233858,
+      -0.229678,
+      -0.503099,
+      -0.399021,
+      -0.290414,
+      -0.459861,
+      -0.373394,
+      -0.333533,
+      -0.569602,
+      -0.284407,
+      -0.291849,
+      -0.382829,
+      -0.256554,
+      -0.251454,
+      -0.367536,
+      -0.277355,
+      -0.286918,
+      -0.317527,
+      -0.333537,
+      -0.380686,
+      -0.3526,
+      -0.361423,
+      -0.373399,
+      -0.320486
     ],
     "val_sharpe": [
-      -0.331,
-      -0.3832,
-      -0.2315,
-      -0.2386,
-      -0.3241,
-      -0.2825,
-      -0.0588,
-      -0.3152,
-      -0.0742,
-      -0.0376,
-      -0.152,
-      -0.3815,
-      -0.5194,
-      -0.4593,
-      -0.4083,
-      -0.3846,
-      -0.4527,
-      -0.4229,
-      -0.4189,
-      -0.3547,
-      -0.3487,
-      -0.3515,
-      -0.3174,
-      -0.3626,
-      -0.3698
+      -0.2743,
+      -0.3715,
+      -0.3727,
+      -0.2815,
+      -0.2203,
+      -0.1992,
+      0.3689,
+      0.2786,
+      0.1163,
+      -0.3223,
+      0.3029,
+      -0.2814,
+      -0.1958,
+      -0.1802,
+      -0.1146,
+      0.1268,
+      0.0694,
+      -0.0473,
+      0.1042,
+      0.121,
+      0.3596,
+      0.2854,
+      0.1814,
+      0.3409,
+      0.2791,
+      0.265,
+      0.4007,
+      0.2188,
+      0.2058,
+      0.2409,
+      0.1631,
+      0.1833,
+      0.2507,
+      0.2037,
+      0.2081,
+      0.2048,
+      0.2123,
+      0.2264,
+      0.2047,
+      0.1985,
+      0.2115,
+      0.2084
     ],
     "val_ann_return": [
-      -0.0295,
-      -0.0325,
-      -0.0257,
-      -0.0336,
-      -0.0426,
-      -0.0431,
-      -0.0083,
-      -0.0434,
-      -0.0101,
-      -0.0058,
-      -0.0236,
-      -0.0577,
-      -0.0701,
-      -0.0661,
-      -0.0585,
-      -0.0569,
-      -0.0668,
-      -0.0634,
-      -0.0638,
-      -0.0546,
-      -0.0524,
-      -0.0535,
-      -0.0492,
-      -0.0559,
-      -0.0566
+      -0.0256,
+      -0.0335,
+      -0.0338,
+      -0.0259,
+      -0.024,
+      -0.0243,
+      0.0419,
+      0.0359,
+      0.0141,
+      -0.0378,
+      0.0361,
+      -0.0304,
+      -0.0239,
+      -0.0212,
+      -0.016,
+      0.0127,
+      0.0079,
+      -0.005,
+      0.0118,
+      0.0128,
+      0.0425,
+      0.032,
+      0.0193,
+      0.0407,
+      0.0322,
+      0.0307,
+      0.0484,
+      0.0246,
+      0.0236,
+      0.0287,
+      0.0187,
+      0.0212,
+      0.0293,
+      0.0233,
+      0.0241,
+      0.0239,
+      0.0248,
+      0.0267,
+      0.0242,
+      0.0235,
+      0.0251,
+      0.0243
     ]
   },
   "config": {

models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
-  "trained_at": "2026-05-22T05:15:40.880564",
-  "elapsed_sec": 1972.3,
+  "trained_at": "2026-05-23T08:22:48.329270",
+  "elapsed_sec": 2022.0,
   "n_windows": 8,
-  "winning_window": 1,
-  "winning_train_start": "2008-01-01",
+  "winning_window": 7,
+  "winning_train_start": "2020-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.5445,
-  "oos_sharpe": 2.625,
+  "oos_ann_return": 0.4149,
+  "oos_sharpe": 1.8003,
   "all_windows": [
     {
       "window_id": 1,
@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
-      "n_oos": 347,
-      "oos_ann_return": 0.0622,
-      "oos_sharpe": 1.2559,
+      "n_oos": 348,
+      "oos_ann_return": 0.0639,
+      "oos_sharpe": 1.4256,
       "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": 347,
-      "oos_ann_return": 0.5445,
-      "oos_sharpe": 2.625,
+      "n_oos": 348,
+      "oos_ann_return": 0.3117,
+      "oos_sharpe": 1.7865,
       "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": 347,
+      "n_oos": 348,
       "oos_ann_return": 0.0658,
-      "oos_sharpe": 1.4944,
+      "oos_sharpe": 1.4024,
       "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": 347,
-      "oos_ann_return": 0.3775,
-      "oos_sharpe": 2.1853,
+      "n_oos": 348,
+      "oos_ann_return": 0.3188,
+      "oos_sharpe": 2.412,
       "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": 347,
-      "oos_ann_return": 0.0597,
-      "oos_sharpe": 1.1878,
+      "n_oos": 348,
+      "oos_ann_return": 0.0663,
+      "oos_sharpe": 1.3693,
       "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": 347,
-      "oos_ann_return": 0.2251,
-      "oos_sharpe": 2.2244,
+      "n_oos": 348,
+      "oos_ann_return": 0.2837,
+      "oos_sharpe": 2.349,
       "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": 347,
-      "oos_ann_return": 0.061,
-      "oos_sharpe": 1.2495,
+      "n_oos": 348,
+      "oos_ann_return": 0.0625,
+      "oos_sharpe": 1.3658,
       "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": 347,
-      "oos_ann_return": 0.2323,
-      "oos_sharpe": 2.2309,
+      "n_oos": 348,
+      "oos_ann_return": 0.2739,
+      "oos_sharpe": 2.7208,
       "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": 347,
-      "oos_ann_return": 0.0802,
-      "oos_sharpe": 1.5641,
+      "n_oos": 348,
+      "oos_ann_return": 0.0738,
+      "oos_sharpe": 1.5307,
       "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": 347,
-      "oos_ann_return": 0.1916,
-      "oos_sharpe": 1.8357,
+      "n_oos": 348,
+      "oos_ann_return": 0.2717,
+      "oos_sharpe": 2.4858,
       "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": 347,
-      "oos_ann_return": 0.0737,
-      "oos_sharpe": 1.4756,
+      "n_oos": 348,
+      "oos_ann_return": 0.0735,
+      "oos_sharpe": 1.5325,
       "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": 347,
-      "oos_ann_return": 0.2077,
-      "oos_sharpe": 1.6113,
+      "n_oos": 348,
+      "oos_ann_return": 0.2698,
+      "oos_sharpe": 2.164,
       "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": 347,
-      "oos_ann_return": 0.1456,
-      "oos_sharpe": 1.7853,
+      "n_oos": 348,
+      "oos_ann_return": 0.1284,
+      "oos_sharpe": 1.7658,
       "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": 347,
-      "oos_ann_return": 0.3978,
-      "oos_sharpe": 2.493,
+      "n_oos": 348,
+      "oos_ann_return": 0.4149,
+      "oos_sharpe": 1.8003,
       "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": 347,
-      "oos_ann_return": 0.1469,
-      "oos_sharpe": 1.8088,
+      "n_oos": 348,
+      "oos_ann_return": 0.1616,
+      "oos_sharpe": 1.8192,
       "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": 347,
-      "oos_ann_return": 0.3842,
-      "oos_sharpe": 1.9508,
+      "n_oos": 348,
+      "oos_ann_return": 0.4007,
+      "oos_sharpe": 1.9115,
       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-05-22T04:42:46.107484",
-  "elapsed_sec": 462.3,
+  "trained_at": "2026-05-23T07:49:03.892173",
+  "elapsed_sec": 536.0,
   "n_params": 131176,
   "n_assets": 20,
   "tickers": [
@@ -31,145 +31,177 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.826671,
-  "best_val_sharpe": 0.5011,
-  "best_val_ann_return": 0.0998,
-  "test_loss": -1.851045,
-  "test_sharpe": 1.7729,
-  "test_ann_return": 0.2899,
+  "best_val_loss": -0.858945,
+  "best_val_sharpe": 0.649,
+  "best_val_ann_return": 0.1623,
+  "test_loss": -2.041502,
+  "test_sharpe": 1.9061,
+  "test_ann_return": 0.4153,
   "splits": {
-    "n_train": 3195,
+    "n_train": 3196,
     "n_val": 684,
     "n_test": 686,
     "train_start": "2008-04-01",
-    "train_end": "2020-12-04",
-    "val_end": "2023-08-25",
-    "test_end": "2026-05-21"
+    "train_end": "2020-12-07",
+    "val_end": "2023-08-28",
+    "test_end": "2026-05-22"
   },
   "history": {
     "train_loss": [
-      -1.05089,
-      -1.224345,
-      -1.205337,
-      -1.256741,
-      -1.380746,
-      -1.309837,
-      -1.230938,
-      -1.453105,
-      -1.36427,
-      -1.495504,
-      -1.545076,
-      -1.527635,
-      -1.397216,
-      -1.420449,
-      -1.635769,
-      -1.487996,
-      -1.552185,
-      -1.468923,
-      -1.610694,
-      -1.626045,
-      -1.80991,
-      -1.877251,
-      -1.961599,
-      -1.970749,
-      -2.117883,
-      -2.119386,
-      -2.133161,
-      -2.299556,
-      -2.39609
+      -1.054417,
+      -1.209276,
+      -1.30866,
+      -1.383413,
+      -1.533875,
+      -1.594998,
+      -1.516648,
+      -1.526531,
+      -1.562891,
+      -1.709313,
+      -1.774913,
+      -1.705894,
+      -1.958603,
+      -1.935966,
+      -2.238154,
+      -2.324275,
+      -2.374166,
+      -2.408244,
+      -2.465737,
+      -2.617721,
+      -2.595117,
+      -2.75497,
+      -2.788047,
+      -2.857122,
+      -2.992914,
+      -2.984684,
+      -2.976083,
+      -3.121986,
+      -3.089113,
+      -3.067035,
+      -3.274498,
+      -3.147751,
+      -3.176219,
+      -3.262952,
+      -3.29204,
+      -3.303346,
+      -3.311251
     ],
     "val_loss": [
-      -0.581854,
-      -0.552852,
-      -0.598912,
-      -0.579744,
-      -0.527767,
-      -0.42961,
-      -0.593793,
-      -0.784488,
-      -0.553599,
-      -0.646223,
-      -0.37833,
-      -0.606948,
-      -0.711068,
-      -0.826671,
-      -0.500572,
-      -0.574949,
-      -0.498387,
-      -0.530311,
-      -0.535544,
-      -0.65405,
-      -0.6149,
-      -0.630635,
-      -0.51805,
-      -0.551872,
-      -0.542903,
-      -0.382943,
-      -0.343759,
-      -0.287839,
-      -0.395819
+      -0.732442,
+      -0.869774,
+      -0.925783,
+      -0.64807,
+      -0.670013,
+      -0.98023,
+      -0.738788,
+      -1.044355,
+      -0.830107,
+      -0.80134,
+      -0.677475,
+      -0.976221,
+      -0.846452,
+      -0.890467,
+      -0.916472,
+      -0.854415,
+      -0.710627,
+      -1.022329,
+      -0.846478,
+      -0.74375,
+      -0.429389,
+      -0.858945,
+      -0.841141,
+      -0.859904,
+      -0.575629,
+      -0.741806,
+      -0.666465,
+      -0.67059,
+      -0.71706,
+      -0.712998,
+      -0.755974,
+      -0.727228,
+      -0.70634,
+      -0.715914,
+      -0.741245,
+      -0.722742,
+      -0.694309
     ],
     "val_sharpe": [
-      0.3722,
-      0.2663,
-      0.244,
-      0.2383,
-      0.1931,
-      0.0967,
-      0.3217,
-      0.5131,
-      0.2504,
-      0.3201,
-      -0.0556,
-      0.2774,
-      0.309,
-      0.5011,
-      0.2188,
-      0.2594,
-      0.2455,
-      0.3354,
-      0.2456,
-      0.4285,
-      0.4049,
-      0.4476,
-      0.3716,
-      0.4093,
-      0.4881,
-      0.2451,
-      0.2285,
-      0.1816,
-      0.2692
+      0.4459,
+      0.4517,
+      0.5257,
+      0.3054,
+      0.1382,
+      0.6151,
+      0.2424,
+      0.5276,
+      0.3326,
+      0.3172,
+      0.3835,
+      0.6064,
+      0.5003,
+      0.6205,
+      0.5211,
+      0.5374,
+      0.5148,
+      0.6763,
+      0.5982,
+      0.4634,
+      0.4191,
+      0.649,
+      0.4878,
+      0.6008,
+      0.3206,
+      0.4844,
+      0.4459,
+      0.4064,
+      0.5012,
+      0.4516,
+      0.4781,
+      0.4404,
+      0.435,
+      0.4713,
+      0.4633,
+      0.455,
+      0.4335
     ],
     "val_ann_return": [
+      0.0837,
+      0.0853,
+      0.098,
+      0.0541,
+      0.027,
+      0.1083,
+      0.044,
+      0.1193,
       0.0687,
-      0.0486,
-      0.0482,
-      0.0452,
-      0.0374,
-      0.0188,
-      0.0523,
-      0.0952,
-      0.0439,
-      0.0581,
-      -0.0115,
-      0.0486,
-      0.0578,
-      0.0998,
-      0.0567,
-      0.0494,
-      0.0468,
-      0.0574,
-      0.045,
-      0.0787,
-      0.0802,
-      0.0826,
-      0.0754,
-      0.086,
-      0.099,
-      0.0518,
-      0.047,
-      0.038,
-      0.0563
+      0.0674,
+      0.076,
+      0.1207,
+      0.11,
+      0.1345,
+      0.1182,
+      0.1255,
+      0.1295,
+      0.1562,
+      0.1437,
+      0.1121,
+      0.1104,
+      0.1623,
+      0.1156,
+      0.1446,
+      0.0746,
+      0.1154,
+      0.1075,
+      0.0967,
+      0.1228,
+      0.1084,
+      0.1147,
+      0.1045,
+      0.1042,
+      0.1147,
+      0.111,
+      0.1105,
+      0.1043
     ]
   },
   "config": {

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-05-22T06:49:48.739868",
-  "elapsed_sec": 5647.9,
+  "trained_at": "2026-05-23T09:33:14.709992",
+  "elapsed_sec": 4226.4,
   "n_windows": 8,
-  "winning_window": 2,
-  "winning_train_start": "2010-01-01",
+  "winning_window": 3,
+  "winning_train_start": "2012-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.7067,
-  "oos_sharpe": 1.6379,
+  "oos_ann_return": 0.5535,
+  "oos_sharpe": 1.9546,
   "all_windows": [
     {
       "window_id": 1,
@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
-      "n_oos": 347,
-      "oos_ann_return": 0.2233,
-      "oos_sharpe": 1.4374,
+      "n_oos": 348,
+      "oos_ann_return": 0.2333,
+      "oos_sharpe": 1.3191,
       "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": 347,
-      "oos_ann_return": 0.4176,
-      "oos_sharpe": 1.542,
+      "n_oos": 348,
+      "oos_ann_return": 0.3135,
+      "oos_sharpe": 1.6272,
       "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": 347,
-      "oos_ann_return": 0.254,
-      "oos_sharpe": 1.4686,
+      "n_oos": 348,
+      "oos_ann_return": 0.2466,
+      "oos_sharpe": 1.5538,
       "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": 347,
-      "oos_ann_return": 0.7067,
-      "oos_sharpe": 1.6379,
+      "n_oos": 348,
+      "oos_ann_return": 0.2406,
+      "oos_sharpe": 1.3798,
       "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": 347,
-      "oos_ann_return": 0.1793,
-      "oos_sharpe": 1.3147,
+      "n_oos": 348,
+      "oos_ann_return": 0.2176,
+      "oos_sharpe": 1.5997,
       "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": 347,
-      "oos_ann_return": 0.5057,
-      "oos_sharpe": 1.7428,
+      "n_oos": 348,
+      "oos_ann_return": 0.5535,
+      "oos_sharpe": 1.9546,
       "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": 347,
-      "oos_ann_return": 0.2166,
-      "oos_sharpe": 1.4807,
+      "n_oos": 348,
+      "oos_ann_return": 0.1796,
+      "oos_sharpe": 1.2847,
       "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": 347,
-      "oos_ann_return": 0.5182,
-      "oos_sharpe": 2.0967,
+      "n_oos": 348,
+      "oos_ann_return": 0.2921,
+      "oos_sharpe": 1.4694,
       "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": 347,
-      "oos_ann_return": 0.1738,
-      "oos_sharpe": 1.2657,
+      "n_oos": 348,
+      "oos_ann_return": 0.1979,
+      "oos_sharpe": 1.4589,
       "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": 347,
-      "oos_ann_return": 0.3499,
-      "oos_sharpe": 1.58,
+      "n_oos": 348,
+      "oos_ann_return": 0.3992,
+      "oos_sharpe": 1.6359,
       "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": 347,
-      "oos_ann_return": 0.2,
-      "oos_sharpe": 1.5046,
+      "n_oos": 348,
+      "oos_ann_return": 0.2148,
+      "oos_sharpe": 1.5461,
       "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": 347,
-      "oos_ann_return": 0.4353,
-      "oos_sharpe": 1.8374,
+      "n_oos": 348,
+      "oos_ann_return": 0.3378,
+      "oos_sharpe": 1.7233,
       "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": 347,
-      "oos_ann_return": 0.2333,
-      "oos_sharpe": 1.5136,
+      "n_oos": 348,
+      "oos_ann_return": 0.245,
+      "oos_sharpe": 1.5323,
       "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": 347,
-      "oos_ann_return": 0.2745,
-      "oos_sharpe": 1.1384,
+      "n_oos": 348,
+      "oos_ann_return": 0.3647,
+      "oos_sharpe": 2.0072,
       "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": 347,
-      "oos_ann_return": 0.2526,
-      "oos_sharpe": 1.5068,
+      "n_oos": 348,
+      "oos_ann_return": 0.2496,
+      "oos_sharpe": 1.5008,
       "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": 347,
-      "oos_ann_return": 0.2705,
-      "oos_sharpe": 1.5573,
+      "n_oos": 348,
+      "oos_ann_return": 0.2725,
+      "oos_sharpe": 1.5634,
       "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 sha256:89b7b7aa6fb724bc50c434d1b6d8a44f48c3084e8ceae4c3370c27a13b63c847
+oid sha256:c955546b216aadae55f724e9f104e5c96c8129bb655024c02dfae0df88108b3d
 size 941

models/scaler_optionA_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:ebcf20cd33003bc05bf176ed997fc0510524f9cd8e406bb06c2181bcb60b8df1
+oid sha256:7420017613a6d7a60516b1218be112a4459dd8a89a94e7e4599f49b8e300ff52
 size 941

models/scaler_optionB.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6a5eb4e0acdb8d00f9c163f854082ce9ed341a7ef1feeb45c8f68105a7d63038
+oid sha256:643e517db535ec2fafc3d039ac97d00ddd01b337c00399b0cf5389fd667b8c62
 size 941

models/scaler_optionB_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a5b87b1a73896aadd33a6b2ee6537a3aa45327998ce14a264dc74f876839b758
+oid sha256:adebcb95ebe35691119f87123954ea70180b45da2f7d5eb7b1d0af960380fbbd
 size 941