[auto] Update DeePM model weights and signals

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models/deepm_optionA_window_best.pt

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models/deepm_optionB_best.pt

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models/deepm_optionB_w1_evar.pt

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models/latest_signals.json

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+      "XLU": 0.0132,
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     "regime_context": {
       "VIX": 26.78,
@@ -132,12 +138,14 @@
       "USD_INDEX": 120.28
     },
     "macro_stress": 1.841,
-    "trained_at": "2026-03-26T01:33:19.040466",
+    "trained_at": "2026-03-26T08:48:43.964470",
     "winning_window": 2,
     "winning_train_start": "2010-01-01",
     "winning_train_end": "2024-12-31",
     "winning_loss": "sharpe",
-    "oos_ann_return": 0.5844,
-    "oos_sharpe": 2.2636
+    "oos_ann_return": 0.3865,
+    "oos_sharpe": 1.8202,
+    "actual_return": 0.0,
+    "hit": false
   }
 }

models/meta_optionA.json

@@ -1,7 +1,7 @@
 {
   "option": "A",
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-  "elapsed_sec": 221.3,
+  "trained_at": "2026-03-26T07:23:33.516257",
+  "elapsed_sec": 172.2,
   "n_params": 129616,
   "n_assets": 8,
   "tickers": [
@@ -19,12 +19,12 @@
   "n_macro_feats": 19,
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   "loss_fn": "sharpe",
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+  "test_sharpe": 0.745,
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@@ -36,136 +36,112 @@
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@@ -179,6 +155,5 @@
     "max_epochs": 150,
     "patience": 15,
     "evar_beta": 0.95
-  },
-  "winning_loss": "sharpe"
+  }
 }

models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
-  "trained_at": "2026-03-26T00:36:30.420509",
-  "elapsed_sec": 1869.6,
+  "trained_at": "2026-03-26T07:56:29.298539",
+  "elapsed_sec": 1648.1,
   "n_windows": 8,
-  "winning_window": 8,
-  "winning_train_start": "2022-01-01",
+  "winning_window": 1,
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   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
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+  "oos_ann_return": 0.4586,
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   "all_windows": [
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@@ -18,8 +18,8 @@
       "loss_fn": "evar",
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       "n_oos": 305,
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     },
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@@ -30,8 +30,8 @@
       "loss_fn": "sharpe",
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@@ -42,8 +42,8 @@
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       "model_path": "models/deepm_optionA_w2_evar.pt"
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@@ -54,8 +54,8 @@
       "loss_fn": "sharpe",
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+      "oos_ann_return": 0.2679,
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@@ -66,8 +66,8 @@
       "loss_fn": "evar",
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+      "oos_ann_return": 0.0675,
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@@ -78,8 +78,8 @@
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@@ -90,8 +90,8 @@
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@@ -102,8 +102,8 @@
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+      "oos_ann_return": 0.1198,
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     },
     {
@@ -114,8 +114,8 @@
       "loss_fn": "evar",
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       "n_oos": 305,
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-      "oos_sharpe": 1.6833,
+      "oos_ann_return": 0.0676,
+      "oos_sharpe": 1.3606,
       "model_path": "models/deepm_optionA_w5_evar.pt"
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     {
@@ -126,8 +126,8 @@
       "loss_fn": "sharpe",
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     {
@@ -138,8 +138,8 @@
       "loss_fn": "evar",
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       "n_oos": 305,
-      "oos_ann_return": 0.073,
-      "oos_sharpe": 1.5594,
+      "oos_ann_return": 0.0779,
+      "oos_sharpe": 1.4301,
       "model_path": "models/deepm_optionA_w6_evar.pt"
     },
     {
@@ -150,8 +150,8 @@
       "loss_fn": "sharpe",
       "n_train": 1761,
       "n_oos": 305,
-      "oos_ann_return": 0.1991,
-      "oos_sharpe": 1.9235,
+      "oos_ann_return": 0.3917,
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     },
     {
@@ -162,8 +162,8 @@
       "loss_fn": "evar",
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       "n_oos": 305,
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-      "oos_sharpe": 1.9062,
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       "model_path": "models/deepm_optionA_w7_evar.pt"
     },
     {
@@ -174,8 +174,8 @@
       "loss_fn": "sharpe",
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       "n_oos": 305,
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       "model_path": "models/deepm_optionA_w7_sharpe.pt"
     },
     {
@@ -186,8 +186,8 @@
       "loss_fn": "evar",
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       "model_path": "models/deepm_optionA_w8_evar.pt"
     },
     {
@@ -198,8 +198,8 @@
       "loss_fn": "sharpe",
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       "n_oos": 305,
-      "oos_ann_return": 0.3874,
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+      "oos_ann_return": 0.2969,
+      "oos_sharpe": 2.0175,
       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-03-26T00:05:18.046578",
-  "elapsed_sec": 165.4,
+  "trained_at": "2026-03-26T07:28:58.636094",
+  "elapsed_sec": 157.4,
   "n_params": 130136,
   "n_assets": 12,
   "tickers": [
@@ -23,12 +23,12 @@
   "n_macro_feats": 19,
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   "loss_fn": "sharpe",
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-  "test_ann_return": 0.1812,
+  "best_val_loss": -1.040635,
+  "best_val_sharpe": 0.739,
+  "best_val_ann_return": 0.1302,
+  "test_loss": -1.535841,
+  "test_sharpe": 1.2553,
+  "test_ann_return": 0.1751,
   "splits": {
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@@ -40,76 +40,76 @@
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   "config": {
@@ -123,6 +123,5 @@
     "max_epochs": 150,
     "patience": 15,
     "evar_beta": 0.95
-  },
-  "winning_loss": "sharpe"
+  }
 }

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
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+  "trained_at": "2026-03-26T08:48:43.964470",
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+  "oos_ann_return": 0.3865,
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@@ -18,8 +18,8 @@
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@@ -30,8 +30,8 @@
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@@ -42,8 +42,8 @@
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@@ -54,8 +54,8 @@
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@@ -66,8 +66,8 @@
       "loss_fn": "evar",
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@@ -78,8 +78,8 @@
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@@ -90,8 +90,8 @@
       "loss_fn": "evar",
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       "model_path": "models/deepm_optionB_w4_evar.pt"
     },
     {
@@ -102,8 +102,8 @@
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@@ -114,8 +114,8 @@
       "loss_fn": "evar",
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@@ -126,8 +126,8 @@
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       "model_path": "models/deepm_optionB_w5_sharpe.pt"
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     {
@@ -138,8 +138,8 @@
       "loss_fn": "evar",
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       "n_oos": 305,
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       "model_path": "models/deepm_optionB_w6_evar.pt"
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     {
@@ -150,8 +150,8 @@
       "loss_fn": "sharpe",
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       "model_path": "models/deepm_optionB_w6_sharpe.pt"
     },
     {
@@ -162,8 +162,8 @@
       "loss_fn": "evar",
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       "model_path": "models/deepm_optionB_w7_evar.pt"
     },
     {
@@ -174,8 +174,8 @@
       "loss_fn": "sharpe",
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       "model_path": "models/deepm_optionB_w7_sharpe.pt"
     },
     {
@@ -186,8 +186,8 @@
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       "model_path": "models/deepm_optionB_w8_evar.pt"
     },
     {
@@ -198,8 +198,8 @@
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     }
   ],

models/scaler_optionA_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:42aaf4e87c9177b3efb77b12055e89dde92f932d3619d6ef2b4635910df15411
+oid sha256:10a5cee8f7a72428d826eab9bc109bb5effeabd1bc04aa8c941c3893301c711c
 size 941

models/signal_A.json

@@ -4,18 +4,18 @@
   "option_name": "Fixed Income / Alts",
   "signal_date": "2026-03-24",
   "last_data_date": "2026-03-23",
-  "generated_at": "2026-03-26T01:33:22.428102",
-  "pick": "GLD",
-  "conviction": 0.9814,
+  "generated_at": "2026-03-26T08:48:47.412868",
+  "pick": "MBB",
+  "conviction": 0.7619,
   "weights": {
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-    "GLD": 0.9814,
-    "SLV": 0.0051,
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-    "MBB": 0.0018
+    "TLT": 0.0052,
+    "LQD": 0.0324,
+    "HYG": 0.1025,
+    "VNQ": 0.0029,
+    "GLD": 0.0329,
+    "SLV": 0.0005,
+    "PFF": 0.0617,
+    "MBB": 0.7619
   },
   "regime_context": {
     "VIX": 26.78,
@@ -24,9 +24,11 @@
     "USD_INDEX": 120.28
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   "macro_stress": 1.841,
-  "trained_at": "2026-03-25T23:59:47.964062",
-  "winning_loss": "sharpe",
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-  "model_n_params": 129616
+  "trained_at": "2026-03-26T07:23:33.516257",
+  "winning_loss": "\u2014",
+  "test_sharpe": 0.745,
+  "test_ann_return": 0.0588,
+  "model_n_params": 129616,
+  "actual_return": 0.0,
+  "hit": false
 }

models/signal_A_window.json

@@ -4,18 +4,18 @@
   "option_name": "Fixed Income / Alts",
   "signal_date": "2026-03-24",
   "last_data_date": "2026-03-23",
-  "generated_at": "2026-03-26T01:33:22.628369",
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+    "PFF": 0.0001,
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@@ -24,11 +24,13 @@
     "USD_INDEX": 120.28
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-  "trained_at": "2026-03-26T00:36:30.420509",
-  "winning_window": 8,
-  "winning_train_start": "2022-01-01",
+  "trained_at": "2026-03-26T07:56:29.298539",
+  "winning_window": 1,
+  "winning_train_start": "2008-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
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+  "oos_ann_return": 0.4586,
+  "oos_sharpe": 1.8336,
+  "actual_return": 0.0,
+  "hit": false
 }

models/signal_B.json

@@ -4,22 +4,22 @@
   "option_name": "Equity Sectors",
   "signal_date": "2026-03-24",
   "last_data_date": "2026-03-23",
-  "generated_at": "2026-03-26T01:33:22.842060",
-  "pick": "XLK",
-  "conviction": 0.1277,
+  "generated_at": "2026-03-26T08:48:47.859016",
+  "pick": "XLU",
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-    "XLP": 0.0717,
-    "XLU": 0.1218,
-    "GDX": 0.0506,
-    "XME": 0.0408
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+    "QQQ": 0.0668,
+    "XLK": 0.0514,
+    "XLF": 0.0314,
+    "XLE": 0.0322,
+    "XLV": 0.1662,
+    "XLI": 0.0293,
+    "XLY": 0.0345,
+    "XLP": 0.174,
+    "XLU": 0.1979,
+    "GDX": 0.1577,
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   },
   "regime_context": {
     "VIX": 26.78,
@@ -28,9 +28,11 @@
     "USD_INDEX": 120.28
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   "macro_stress": 1.841,
-  "trained_at": "2026-03-26T00:05:18.046578",
-  "winning_loss": "sharpe",
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-  "test_ann_return": 0.1812,
-  "model_n_params": 130136
+  "trained_at": "2026-03-26T07:28:58.636094",
+  "winning_loss": "\u2014",
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+  "test_ann_return": 0.1751,
+  "model_n_params": 130136,
+  "actual_return": 0.0,
+  "hit": false
 }

models/signal_B_window.json

@@ -4,22 +4,22 @@
   "option_name": "Equity Sectors",
   "signal_date": "2026-03-24",
   "last_data_date": "2026-03-23",
-  "generated_at": "2026-03-26T01:33:23.059745",
-  "pick": "XLV",
-  "conviction": 0.8368,
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+  "pick": "QQQ",
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-    "XLU": 0.0016,
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+    "SPY": 0.0135,
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+    "XLU": 0.0132,
+    "GDX": 0.3841,
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@@ -28,11 +28,13 @@
     "USD_INDEX": 120.28
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   "macro_stress": 1.841,
-  "trained_at": "2026-03-26T01:33:19.040466",
+  "trained_at": "2026-03-26T08:48:43.964470",
   "winning_window": 2,
   "winning_train_start": "2010-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
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+  "oos_sharpe": 1.8202,
+  "actual_return": 0.0,
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 }