[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/latest_signals.json

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@@ -108,22 +108,22 @@
     "option_name": "Equity Sectors",
     "signal_date": "2026-03-24",
     "last_data_date": "2026-03-23",
-    "generated_at": "2026-03-24T11:43:53.713129",
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@@ -131,13 +131,13 @@
       "HY_SPREAD": 3.24,
       "USD_INDEX": 120.28
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-    "macro_stress": null,
-    "trained_at": "2026-03-24T11:43:49.505240",
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models/meta_optionA.json

@@ -1,8 +1,8 @@
 {
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@@ -16,152 +16,188 @@
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models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
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@@ -16,10 +16,10 @@
       "train_end": "2024-12-31",
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@@ -216,7 +216,7 @@
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models/meta_optionB.json

@@ -1,8 +1,8 @@
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@@ -20,96 +20,156 @@
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models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-03-24T11:43:49.505240",
-  "elapsed_sec": 3344.4,
+  "trained_at": "2026-03-25T00:37:52.665370",
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   "n_windows": 8,
   "winning_window": 5,
   "winning_train_start": "2016-01-01",
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   "winning_loss": "sharpe",
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+  "oos_ann_return": 0.3991,
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@@ -16,10 +16,10 @@
       "train_end": "2024-12-31",
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       "model_path": "models/deepm_optionB_w1_evar.pt"
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       "train_end": "2024-12-31",
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       "n_oos": 305,
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-      "oos_sharpe": 1.1706,
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       "n_oos": 305,
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-      "oos_sharpe": 1.2452,
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       "model_path": "models/deepm_optionB_w3_sharpe.pt"
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       "loss_fn": "evar",
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       "n_oos": 305,
-      "oos_ann_return": 0.139,
-      "oos_sharpe": 1.1059,
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       "model_path": "models/deepm_optionB_w4_evar.pt"
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       "n_oos": 305,
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       "n_oos": 305,
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-      "oos_sharpe": 1.1556,
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       "model_path": "models/deepm_optionB_w8_evar.pt"
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@@ -220,7 +220,7 @@
   ],
   "include_cash": false,
   "n_asset_feats": 8,
-  "n_macro_feats": 0,
+  "n_macro_feats": 19,
   "config": {
     "lookback": 60,
     "asset_hidden_dim": 64,

models/scaler_optionA.pkl

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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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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": "2026-03-24T11:43:53.023575",
-  "pick": "LQD",
-  "conviction": 0.6009,
+  "generated_at": "2026-03-25T00:37:56.205109",
+  "pick": "GLD",
+  "conviction": 0.524,
   "weights": {
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-    "VNQ": 0.0149,
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-    "SLV": 0.0017,
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+    "GLD": 0.524,
+    "SLV": 0.0076,
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   "regime_context": {
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@@ -23,10 +23,10 @@
     "HY_SPREAD": 3.24,
     "USD_INDEX": 120.28
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-  "macro_stress": null,
-  "trained_at": "2026-03-24T10:12:26.942564",
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+  "trained_at": "2026-03-24T23:04:16.352643",
   "winning_loss": "sharpe",
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-  "model_n_params": 128400
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+  "test_ann_return": 0.2435,
+  "model_n_params": 129616
 }