[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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+  "trained_at": "2026-04-13T23:56:05.128190",
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   "n_windows": 8,
-  "winning_window": 2,
-  "winning_train_start": "2010-01-01",
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   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.4972,
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+  "oos_ann_return": 0.3733,
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@@ -17,9 +17,9 @@
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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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       "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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       "n_train": 3774,
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+      "n_oos": 319,
+      "oos_ann_return": 0.2959,
+      "oos_sharpe": 2.7575,
       "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_oos": 319,
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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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+      "oos_sharpe": 1.9725,
       "model_path": "models/deepm_optionA_w3_sharpe.pt"
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@@ -89,9 +89,9 @@
       "oos_start": "2025-01-01",
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@@ -113,9 +113,9 @@
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@@ -137,9 +137,9 @@
       "oos_start": "2025-01-01",
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@@ -149,9 +149,9 @@
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@@ -161,9 +161,9 @@
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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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@@ -185,9 +185,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w8_evar.pt"
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     {
@@ -197,9 +197,9 @@
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       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
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-  "elapsed_sec": 187.0,
+  "trained_at": "2026-04-13T23:29:22.062119",
+  "elapsed_sec": 152.7,
   "n_params": 130396,
   "n_assets": 14,
   "tickers": [
@@ -25,93 +25,93 @@
   "n_macro_feats": 19,
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+  "best_val_sharpe": 0.7987,
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   "splits": {
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+    "n_test": 682,
     "train_start": "2008-04-01",
     "train_end": "2020-11-05",
     "val_end": "2023-07-24",
-    "test_end": "2026-04-10"
+    "test_end": "2026-04-13"
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models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
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@@ -17,9 +17,9 @@
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@@ -29,9 +29,9 @@
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@@ -53,9 +53,9 @@
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+      "n_oos": 319,
+      "oos_ann_return": 0.5267,
+      "oos_sharpe": 2.0937,
       "model_path": "models/deepm_optionB_w2_sharpe.pt"
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     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
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+      "n_oos": 319,
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@@ -77,9 +77,9 @@
       "oos_start": "2025-01-01",
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+      "n_oos": 319,
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       "model_path": "models/deepm_optionB_w3_sharpe.pt"
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     {
@@ -89,9 +89,9 @@
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@@ -101,9 +101,9 @@
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@@ -113,9 +113,9 @@
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@@ -125,9 +125,9 @@
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@@ -137,9 +137,9 @@
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