[auto] Update DeePM model weights and signals
Browse files- models/deepm_optionA_best.pt +3 -0
- models/deepm_optionA_evar_best.pt +3 -0
- models/deepm_optionA_sharpe_best.pt +3 -0
- models/deepm_optionB_best.pt +3 -0
- models/deepm_optionB_evar_best.pt +3 -0
- models/deepm_optionB_sharpe_best.pt +3 -0
- models/latest_signals.json +71 -0
- models/meta_optionA.json +215 -0
- models/meta_optionB.json +139 -0
- models/scaler_optionA.pkl +3 -0
- models/scaler_optionB.pkl +3 -0
- models/signal_A.json +32 -0
- models/signal_B.json +36 -0
- models/signal_history_A.json +8 -0
- models/signal_history_B.json +8 -0
models/deepm_optionA_best.pt
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version https://git-lfs.github.com/spec/v1
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oid sha256:09ac5e1488abdc6b187686fd47ab1b6829d1fa7b1753a14646a2208512576da5
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size 533110
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models/deepm_optionA_evar_best.pt
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version https://git-lfs.github.com/spec/v1
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oid sha256:c65676b434029942f0fc86e368cb14e6fdd5d3f409fc2360e21680aa619ee2a4
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size 533022
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models/deepm_optionA_sharpe_best.pt
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version https://git-lfs.github.com/spec/v1
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oid sha256:09ac5e1488abdc6b187686fd47ab1b6829d1fa7b1753a14646a2208512576da5
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size 533110
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models/deepm_optionB_best.pt
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version https://git-lfs.github.com/spec/v1
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oid sha256:f2f36616076910dcf590458c791cce95975708b98003902ea6b687020fc73e5d
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size 535286
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models/deepm_optionB_evar_best.pt
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version https://git-lfs.github.com/spec/v1
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oid sha256:e611ab2c478cbf554ec6186f53a71f1345f6fbf6d612b2a3ed0cd95689fa01ac
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size 535134
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models/deepm_optionB_sharpe_best.pt
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version https://git-lfs.github.com/spec/v1
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oid sha256:f2f36616076910dcf590458c791cce95975708b98003902ea6b687020fc73e5d
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size 535286
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models/latest_signals.json
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{
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"generated_at": "2026-03-22T09:47:13.987786",
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"option_A": {
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"option": "A",
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"option_name": "Fixed Income / Alts",
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"signal_date": "2026-03-23",
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"last_data_date": "2026-03-20",
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"generated_at": "2026-03-22T09:47:13.756141",
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"pick": "TLT",
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"conviction": 0.5685,
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"weights": {
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"TLT": 0.5685,
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"LQD": 0.0088,
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| 14 |
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"HYG": 0.0052,
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| 15 |
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"VNQ": 0.2288,
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| 16 |
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"GLD": 0.1515,
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| 17 |
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"SLV": 0.0219,
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| 18 |
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"PFF": 0.0049,
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| 19 |
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"MBB": 0.0058,
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| 20 |
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"CASH": 0.0046
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},
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| 22 |
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"regime_context": {
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| 23 |
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"VIX": 24.06,
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| 24 |
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"T10Y2Y": 0.51,
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| 25 |
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"HY_SPREAD": 3.27,
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| 26 |
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"USD_INDEX": 120.55
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| 27 |
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},
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| 28 |
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"macro_stress": 1.753,
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| 29 |
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"trained_at": "2026-03-22T09:41:20.225919",
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| 30 |
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"test_sharpe": 1.7264,
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| 31 |
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"test_ann_return": 0.1529,
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| 32 |
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"winning_loss": "sharpe",
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| 33 |
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"model_n_params": 129681
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| 34 |
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},
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| 35 |
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"option_B": {
|
| 36 |
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"option": "B",
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| 37 |
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"option_name": "Equity Sectors",
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| 38 |
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"signal_date": "2026-03-23",
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| 39 |
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"last_data_date": "2026-03-20",
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| 40 |
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"generated_at": "2026-03-22T09:47:13.987592",
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| 41 |
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"pick": "GDX",
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| 42 |
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"conviction": 0.4637,
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| 43 |
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"weights": {
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| 44 |
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"SPY": 0.037,
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| 45 |
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"QQQ": 0.0455,
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| 46 |
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"XLK": 0.049,
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| 47 |
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"XLF": 0.057,
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| 48 |
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"XLE": 0.1,
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| 49 |
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"XLV": 0.0306,
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| 50 |
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"XLI": 0.0343,
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| 51 |
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"XLY": 0.0397,
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| 52 |
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"XLP": 0.048,
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| 53 |
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"XLU": 0.0373,
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| 54 |
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"GDX": 0.4637,
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| 55 |
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"XME": 0.0428,
|
| 56 |
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"CASH": 0.015
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| 57 |
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},
|
| 58 |
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"regime_context": {
|
| 59 |
+
"VIX": 24.06,
|
| 60 |
+
"T10Y2Y": 0.51,
|
| 61 |
+
"HY_SPREAD": 3.27,
|
| 62 |
+
"USD_INDEX": 120.55
|
| 63 |
+
},
|
| 64 |
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"macro_stress": 1.753,
|
| 65 |
+
"trained_at": "2026-03-22T09:47:10.461242",
|
| 66 |
+
"test_sharpe": 1.4435,
|
| 67 |
+
"test_ann_return": 0.2379,
|
| 68 |
+
"winning_loss": "sharpe",
|
| 69 |
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"model_n_params": 130201
|
| 70 |
+
}
|
| 71 |
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}
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models/meta_optionA.json
ADDED
|
@@ -0,0 +1,215 @@
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{
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| 2 |
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"option": "A",
|
| 3 |
+
"trained_at": "2026-03-22T09:41:20.225919",
|
| 4 |
+
"elapsed_sec": 269.6,
|
| 5 |
+
"n_params": 129681,
|
| 6 |
+
"n_assets": 8,
|
| 7 |
+
"tickers": [
|
| 8 |
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"TLT",
|
| 9 |
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"LQD",
|
| 10 |
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"HYG",
|
| 11 |
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"VNQ",
|
| 12 |
+
"GLD",
|
| 13 |
+
"SLV",
|
| 14 |
+
"PFF",
|
| 15 |
+
"MBB"
|
| 16 |
+
],
|
| 17 |
+
"n_asset_feats": 8,
|
| 18 |
+
"n_macro_feats": 19,
|
| 19 |
+
"lookback": 60,
|
| 20 |
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"loss_fn": "sharpe",
|
| 21 |
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"best_val_loss": -0.652553,
|
| 22 |
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"best_val_sharpe": 0.6337,
|
| 23 |
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"best_val_ann_return": 0.0925,
|
| 24 |
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"test_loss": -1.684309,
|
| 25 |
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"test_sharpe": 1.7264,
|
| 26 |
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"test_ann_return": 0.1529,
|
| 27 |
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"splits": {
|
| 28 |
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"n_train": 3165,
|
| 29 |
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"n_val": 678,
|
| 30 |
+
"n_test": 679,
|
| 31 |
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"train_start": "2008-04-01",
|
| 32 |
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"train_end": "2020-10-22",
|
| 33 |
+
"val_end": "2023-07-06",
|
| 34 |
+
"test_end": "2026-03-20"
|
| 35 |
+
},
|
| 36 |
+
"history": {
|
| 37 |
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"train_loss": [
|
| 38 |
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-0.869884,
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| 39 |
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-1.331827,
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| 40 |
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| 41 |
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| 42 |
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| 43 |
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],
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"val_loss": [
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],
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"val_sharpe": [
|
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|
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|
| 202 |
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"config": {
|
| 203 |
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"asset_hidden_dim": 64,
|
| 204 |
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"macro_hidden_dim": 64,
|
| 205 |
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"graph_hidden_dim": 64,
|
| 206 |
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"n_attn_heads": 2,
|
| 207 |
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|
| 208 |
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"lr": 0.001,
|
| 209 |
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|
| 210 |
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|
| 211 |
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|
| 212 |
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"evar_beta": 0.95
|
| 213 |
+
},
|
| 214 |
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"winning_loss": "sharpe"
|
| 215 |
+
}
|
models/meta_optionB.json
ADDED
|
@@ -0,0 +1,139 @@
|
|
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
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|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"option": "B",
|
| 3 |
+
"trained_at": "2026-03-22T09:47:10.461242",
|
| 4 |
+
"elapsed_sec": 189.0,
|
| 5 |
+
"n_params": 130201,
|
| 6 |
+
"n_assets": 12,
|
| 7 |
+
"tickers": [
|
| 8 |
+
"SPY",
|
| 9 |
+
"QQQ",
|
| 10 |
+
"XLK",
|
| 11 |
+
"XLF",
|
| 12 |
+
"XLE",
|
| 13 |
+
"XLV",
|
| 14 |
+
"XLI",
|
| 15 |
+
"XLY",
|
| 16 |
+
"XLP",
|
| 17 |
+
"XLU",
|
| 18 |
+
"GDX",
|
| 19 |
+
"XME"
|
| 20 |
+
],
|
| 21 |
+
"n_asset_feats": 8,
|
| 22 |
+
"n_macro_feats": 19,
|
| 23 |
+
"lookback": 60,
|
| 24 |
+
"loss_fn": "sharpe",
|
| 25 |
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"best_val_loss": -0.947001,
|
| 26 |
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"best_val_sharpe": 0.7491,
|
| 27 |
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"best_val_ann_return": 0.1677,
|
| 28 |
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"test_loss": -1.284006,
|
| 29 |
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"test_sharpe": 1.4435,
|
| 30 |
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"test_ann_return": 0.2379,
|
| 31 |
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"splits": {
|
| 32 |
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"n_train": 3165,
|
| 33 |
+
"n_val": 678,
|
| 34 |
+
"n_test": 679,
|
| 35 |
+
"train_start": "2008-04-01",
|
| 36 |
+
"train_end": "2020-10-22",
|
| 37 |
+
"val_end": "2023-07-06",
|
| 38 |
+
"test_end": "2026-03-20"
|
| 39 |
+
},
|
| 40 |
+
"history": {
|
| 41 |
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"train_loss": [
|
| 42 |
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|
| 43 |
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|
| 44 |
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|
| 45 |
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|
| 46 |
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|
| 47 |
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|
| 48 |
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|
| 49 |
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|
| 50 |
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|
| 51 |
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|
| 52 |
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|
| 53 |
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|
| 54 |
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|
| 55 |
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|
| 56 |
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|
| 57 |
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|
| 58 |
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-2.105586,
|
| 59 |
+
-2.487548,
|
| 60 |
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|
| 61 |
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],
|
| 62 |
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"val_loss": [
|
| 63 |
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|
| 64 |
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|
| 65 |
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|
| 66 |
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|
| 67 |
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|
| 68 |
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|
| 69 |
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|
| 70 |
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| 71 |
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|
| 72 |
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|
| 73 |
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|
| 74 |
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|
| 75 |
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|
| 76 |
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|
| 77 |
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|
| 78 |
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|
| 79 |
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|
| 80 |
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|
| 81 |
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|
| 82 |
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],
|
| 83 |
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"val_sharpe": [
|
| 84 |
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|
| 85 |
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|
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|
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|
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|
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|
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|
| 103 |
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],
|
| 104 |
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"val_ann_return": [
|
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|
| 106 |
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|
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|
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|
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|
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|
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|
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|
| 123 |
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|
| 124 |
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]
|
| 125 |
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},
|
| 126 |
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"config": {
|
| 127 |
+
"asset_hidden_dim": 64,
|
| 128 |
+
"macro_hidden_dim": 64,
|
| 129 |
+
"graph_hidden_dim": 64,
|
| 130 |
+
"n_attn_heads": 2,
|
| 131 |
+
"dropout": 0.2,
|
| 132 |
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"lr": 0.001,
|
| 133 |
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"batch_size": 64,
|
| 134 |
+
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|
| 135 |
+
"patience": 15,
|
| 136 |
+
"evar_beta": 0.95
|
| 137 |
+
},
|
| 138 |
+
"winning_loss": "sharpe"
|
| 139 |
+
}
|
models/scaler_optionA.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:eaa35fcc2db875e6df40004faecffc1c627f218cdb913e1fcac1ed2bb43e2f65
|
| 3 |
+
size 927
|
models/scaler_optionB.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:bbe2868d18a82b51edfdd219639f4b48309ce0fb6f403448ffc9fc714662aa71
|
| 3 |
+
size 927
|
models/signal_A.json
ADDED
|
@@ -0,0 +1,32 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"option": "A",
|
| 3 |
+
"option_name": "Fixed Income / Alts",
|
| 4 |
+
"signal_date": "2026-03-23",
|
| 5 |
+
"last_data_date": "2026-03-20",
|
| 6 |
+
"generated_at": "2026-03-22T09:47:13.756141",
|
| 7 |
+
"pick": "TLT",
|
| 8 |
+
"conviction": 0.5685,
|
| 9 |
+
"weights": {
|
| 10 |
+
"TLT": 0.5685,
|
| 11 |
+
"LQD": 0.0088,
|
| 12 |
+
"HYG": 0.0052,
|
| 13 |
+
"VNQ": 0.2288,
|
| 14 |
+
"GLD": 0.1515,
|
| 15 |
+
"SLV": 0.0219,
|
| 16 |
+
"PFF": 0.0049,
|
| 17 |
+
"MBB": 0.0058,
|
| 18 |
+
"CASH": 0.0046
|
| 19 |
+
},
|
| 20 |
+
"regime_context": {
|
| 21 |
+
"VIX": 24.06,
|
| 22 |
+
"T10Y2Y": 0.51,
|
| 23 |
+
"HY_SPREAD": 3.27,
|
| 24 |
+
"USD_INDEX": 120.55
|
| 25 |
+
},
|
| 26 |
+
"macro_stress": 1.753,
|
| 27 |
+
"trained_at": "2026-03-22T09:41:20.225919",
|
| 28 |
+
"test_sharpe": 1.7264,
|
| 29 |
+
"test_ann_return": 0.1529,
|
| 30 |
+
"winning_loss": "sharpe",
|
| 31 |
+
"model_n_params": 129681
|
| 32 |
+
}
|
models/signal_B.json
ADDED
|
@@ -0,0 +1,36 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
{
|
| 2 |
+
"option": "B",
|
| 3 |
+
"option_name": "Equity Sectors",
|
| 4 |
+
"signal_date": "2026-03-23",
|
| 5 |
+
"last_data_date": "2026-03-20",
|
| 6 |
+
"generated_at": "2026-03-22T09:47:13.987592",
|
| 7 |
+
"pick": "GDX",
|
| 8 |
+
"conviction": 0.4637,
|
| 9 |
+
"weights": {
|
| 10 |
+
"SPY": 0.037,
|
| 11 |
+
"QQQ": 0.0455,
|
| 12 |
+
"XLK": 0.049,
|
| 13 |
+
"XLF": 0.057,
|
| 14 |
+
"XLE": 0.1,
|
| 15 |
+
"XLV": 0.0306,
|
| 16 |
+
"XLI": 0.0343,
|
| 17 |
+
"XLY": 0.0397,
|
| 18 |
+
"XLP": 0.048,
|
| 19 |
+
"XLU": 0.0373,
|
| 20 |
+
"GDX": 0.4637,
|
| 21 |
+
"XME": 0.0428,
|
| 22 |
+
"CASH": 0.015
|
| 23 |
+
},
|
| 24 |
+
"regime_context": {
|
| 25 |
+
"VIX": 24.06,
|
| 26 |
+
"T10Y2Y": 0.51,
|
| 27 |
+
"HY_SPREAD": 3.27,
|
| 28 |
+
"USD_INDEX": 120.55
|
| 29 |
+
},
|
| 30 |
+
"macro_stress": 1.753,
|
| 31 |
+
"trained_at": "2026-03-22T09:47:10.461242",
|
| 32 |
+
"test_sharpe": 1.4435,
|
| 33 |
+
"test_ann_return": 0.2379,
|
| 34 |
+
"winning_loss": "sharpe",
|
| 35 |
+
"model_n_params": 130201
|
| 36 |
+
}
|
models/signal_history_A.json
ADDED
|
@@ -0,0 +1,8 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
[
|
| 2 |
+
{
|
| 3 |
+
"signal_date": "2026-03-23",
|
| 4 |
+
"pick": "TLT",
|
| 5 |
+
"conviction": 0.5685,
|
| 6 |
+
"generated_at": "2026-03-22T09:47:13.756141"
|
| 7 |
+
}
|
| 8 |
+
]
|
models/signal_history_B.json
ADDED
|
@@ -0,0 +1,8 @@
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|
| 1 |
+
[
|
| 2 |
+
{
|
| 3 |
+
"signal_date": "2026-03-23",
|
| 4 |
+
"pick": "GDX",
|
| 5 |
+
"conviction": 0.4637,
|
| 6 |
+
"generated_at": "2026-03-22T09:47:13.987592"
|
| 7 |
+
}
|
| 8 |
+
]
|