[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 sha256:33df396a5280caf7d85922f227712f43387d24804999f9ee8fde9034e58afa0c
+oid sha256:73c6b647a831f658a83b2345f380d4b2909c7c76d980b4d82f24b9297affa1e2
 size 532854

models/deepm_optionA_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:fc264bfae1b3e96ac2f4404e3ceb72b5c7255c87b0e945aec9a59870b6cd8945
+oid sha256:27954e0d939697cd38b358bbebb452ef35d2d57ca1d197a75740ac3caebf2c86
 size 532766

models/deepm_optionA_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:33df396a5280caf7d85922f227712f43387d24804999f9ee8fde9034e58afa0c
+oid sha256:73c6b647a831f658a83b2345f380d4b2909c7c76d980b4d82f24b9297affa1e2
 size 532854

models/deepm_optionA_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:fc6296c47a0f26534276e7f0195c241a01f065b7bdca666808d9ad64ab3a4e0f
+oid sha256:0be3ebffea7b0a3206eb31dff70ef240b28f11d4bbe61b349b69fa0d2b2cf32e
 size 532614

models/deepm_optionA_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:79b5f48e2f05d7f51acf5d39f52acd365ba502db708c6892366493f204ecacaa
+oid sha256:50954ee54c85b1f2c1cfb1d4e660b346248397dbc72330944e20e03fc13b1acf
 size 532766

models/deepm_optionA_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1d478694fa4c03a5dd2c479f3ad97772db8af3862e7a45f0842f673e5023c0f9
+oid sha256:0a1620165b5d9ac8ca110431f32837ea6f38e2cdcce0c8ac09ff673d62ea95c3
 size 532614

models/deepm_optionA_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3ceb0ff68693cdbdd09291d8dee588efa4236fcd3ddf434bc8788f8649a505ef
+oid sha256:c4fa038cec3df03206e4bed94c351a06b2797b4af7037c3441ab4ec3097ae56f
 size 532766

models/deepm_optionA_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:4ed74a87861bb6717c0baae6aee9e5c6804d7eaa5a90f1311595f1dbf779c82e
+oid sha256:3d54738d107033b3b63167db89f26611be587c159415c72a6982b206b173f778
 size 532614

models/deepm_optionA_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d72b4e3e15604324dffb644ff7948e2195a9394a903c5ab43624f5d611e702bc
+oid sha256:443effa2b5c2bb156ab907870930bfee8ac8eb3b123e6c22b91f517b6c1d5b45
 size 532766

models/deepm_optionA_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:f7cb7ae6bacdca3c28a30f9cdbf885b8309eec52cfaf437aaed624b2e50844c7
+oid sha256:9ad525f2ed8430a7715c21be20f4fe3814036b5e2db01a181349db78665c231e
 size 532614

models/deepm_optionA_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:86be142aaed99868047e1f4ea211c62c11dbd8f415c080f6ca3398eb8c8e82d8
+oid sha256:786165a5af988b780666f080e479b4adf6bf7f8f28ae6c213c7f115b3364c9cb
 size 532766

models/deepm_optionA_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:40809f1e056a6b3f99602987a67a4d22b69ecddc9289dc3cf8a99b8b65fe35b6
+oid sha256:7f205e99405febe768d6e779b0a9fbd9e0996a124db9c3e0f820a7f269800771
 size 532614

models/deepm_optionA_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:502dd81f7e454ba8090b8657ceb9c2b532d98c22a6da2c24bde07b77d0bf1bb8
+oid sha256:56fb1d56350d9e41ad7116180b8f0c4b66d2fedf457cf8ffec9be8a7357218de
 size 532766

models/deepm_optionA_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:415df23a98ead65d0430ec7b48cffa9fe4b711dc038ec4f4b1d1188dbf9159c6
+oid sha256:91b6be8c45e8164f5adbdcd0f68d273f77b859edbf71779570a9e3c18a30dd38
 size 532614

models/deepm_optionA_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e98f3537eeb77b815b0d4b8c0df93aeeffcb5118b98e90a5ef50ecc46de93ad6
+oid sha256:606c4bd78763a6132980b05b221aa1cb8e1e2ba0c04b92fe8dae6af630a7d329
 size 532766

models/deepm_optionA_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:32f3d3728ac00a70e7ad8a7a163cc5c456523ae8af9b708e76b9f389faf63e2d
+oid sha256:f701d46e5b160158dd9dee9409a6daba58c3b4e6e7a15a1e98e281bf220bf53c
 size 532614

models/deepm_optionA_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e5e0c5aa6c3a31e3d28bafd6a6c3dd10afb98a04d673656071da4023fe14331c
+oid sha256:97c4880b73c251edaea93a0d1771064e5354eda7b613fcdc2b3a0905a1e3b2bd
 size 532766

models/deepm_optionA_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1bca19163693bf31c81d047397b4769cee5e9c33fdd484e6c5ce8ef32e3e21df
+oid sha256:a3984e87735180579a9abbd241ae2b472d421803dba8695e13f153032b9537ab
 size 532614

models/deepm_optionA_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:95a7ae02068c4b6691e5108f29c36709bfb01797a36f744d94b4ab81bb6fdabe
+oid sha256:49ae1e4888963ca776eb28926df88ea26ff6f4d05f227eb969c0c420a8fe4df1
 size 532766

models/deepm_optionA_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3ceb0ff68693cdbdd09291d8dee588efa4236fcd3ddf434bc8788f8649a505ef
+oid sha256:50954ee54c85b1f2c1cfb1d4e660b346248397dbc72330944e20e03fc13b1acf
 size 532766

models/deepm_optionB_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3153a7029cc67f87c18b76eb8f260a1e135658d5da52f702d9d4bf5315e83270
+oid sha256:879f77f8029a96aff1c76a62e2cf0ca35bbe827808e12b2bb43bb8c76e1552f5
 size 539126

models/deepm_optionB_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e2cb1cc3494ba9e97ee3c236baac4833927de3402e4eb5dd4909df381a2b31bf
+oid sha256:8e75a5305906483c3d93da8227695b940fbdbd6cd5fcb59d129fd490eeedca27
 size 539038

models/deepm_optionB_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3153a7029cc67f87c18b76eb8f260a1e135658d5da52f702d9d4bf5315e83270
+oid sha256:879f77f8029a96aff1c76a62e2cf0ca35bbe827808e12b2bb43bb8c76e1552f5
 size 539126

models/deepm_optionB_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:59c4c5f3581d01450782430e2b3aabf32360c4ccb55e1d5e01e328b5395724c1
+oid sha256:1da70d010ddb9f942cbceb29b9006a5c8338156cdc755fd3c65cbcb38db35898
 size 538886

models/deepm_optionB_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:409542889f37dd49048ed380128dd5e62e9ad6431dc459f7d86eb68cf9acc588
+oid sha256:9436324f4b40fffc9837438d32c0feded52b7629efb440057a26ef7860989407
 size 539038

models/deepm_optionB_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:b246f7964081cb4271f83a8a00cd813a58bd2f679f98b2e768f9e4df37ac3fd1
+oid sha256:e00144e0685ff79b94b1acb1dadd7a528ac2d7b9dc62623b39b4841aa2709487
 size 538886

models/deepm_optionB_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a2679711377f383f04e52133588ae33b5f6f6758323c82ef6d112f4bee10323a
+oid sha256:e15eceab2aec261b3eccf504d3bb90d2747cb51e69ad027e276c92a2a11991bf
 size 539038

models/deepm_optionB_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0cf5e6e032ae01a39d50b40b322fa955991269daba38b19972f2355420ee1c31
+oid sha256:8088858c3c67296e340be5c0c0c97d730c2451b276ad18bdfb18f64c76b5a5bf
 size 538886

models/deepm_optionB_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8688267ed8c46b0d4fc8e99fa780d44908aa748aeb29804932445833d8b5fd4d
+oid sha256:3b1b6e48f657c9b0fd487103847e16ac4c5a7bf678d57e644ddec92482d34b9d
 size 539038

models/deepm_optionB_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:dcd38d7c688d999e1e3e2a5dce05bf95d6c0655885880666567ed43e1845cfd9
+oid sha256:7e7f6624dc6be7dc5e910078d9b8dbc73c6d623660b607f6c4c82eac15138f75
 size 538886

models/deepm_optionB_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:7296fa42137e0a75c76ae42113a654f3d2eac6b5ed52c894280f0b759e98a59d
+oid sha256:df27e64e981d7a1b0def97409656d3483c90ce967d446ff48cd21f79f36d13b1
 size 539038

models/deepm_optionB_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:7d415fc6916b5807f74e422c7ee8a30ced3795442612302ebdd36834912b3be0
+oid sha256:42090980b8e19aeeb34eb216bb1a34946253c1c34f8d95f2992d562b749a0181
 size 538886

models/deepm_optionB_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8f529520a361a4aa8fe4585d4e6c59f62ac1942fce2594303c638cd718beecd5
+oid sha256:c37bd338eec0d1eb5b3e5755e50ca88f25c068248072276af8ed571e54c54e3a
 size 539038

models/deepm_optionB_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8c51c41bfa3dc93c3ae5d84a494db64ec650e5fa60588257d02fe97463110e17
+oid sha256:2e9ed2d19360be38b0076d331beaf0da39838ac2ae29f67c745abedc903f703e
 size 538886

models/deepm_optionB_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:710e436dc489f89696b3f321ea6e7975b5dabb3b51ef7afd5bdcb91c7547b3f1
+oid sha256:738b57300aadb521d3d9176492d07a688b9fb0f3fbd77f44b344701d6f2dc7f1
 size 539038

models/deepm_optionB_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d744061fb9f86d7ea7629ca157cc7a00fbbd42e0c3cba09585ba34cb99aab49d
+oid sha256:691531761f7dd8c868479eaaae31e39619e69c2caef819acc51e364ebca86ac5
 size 538886

models/deepm_optionB_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:ac2e56ec71b4a4e78fc3f9065ce2b640502bfadd2141dd77cba296b700469572
+oid sha256:6c345b23e0ccb50637cf993af8fd680b602d239efa12bd95fb8ca30c00b5d157
 size 539038

models/deepm_optionB_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c65f9f04ba025e1bf3d6d318a5dd0f9fb8df2d71b663ec6e09ea2a2b94331486
+oid sha256:50cd34097f8a21690d086b7020c3be3cfc133e5f9ef3765a0c3cd0bf4db7bcca
 size 538886

models/deepm_optionB_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:504307edd5d59851d392f6d55b390b6f5c3ffbebf5881a147c34db37b5eaa407
+oid sha256:93c4ae58e00ebd4976afb32e2e4a576b3b6cbd6d6e1cc7693641b851b7c2d8f7
 size 539038

models/deepm_optionB_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8f529520a361a4aa8fe4585d4e6c59f62ac1942fce2594303c638cd718beecd5
+oid sha256:e15eceab2aec261b3eccf504d3bb90d2747cb51e69ad027e276c92a2a11991bf
 size 539038

models/meta_optionA.json

@@ -1,7 +1,7 @@
 {
   "option": "A",
-  "trained_at": "2026-05-21T04:48:49.496911",
-  "elapsed_sec": 218.6,
+  "trained_at": "2026-05-22T04:30:48.019156",
+  "elapsed_sec": 175.5,
   "n_params": 129616,
   "n_assets": 8,
   "tickers": [
@@ -19,153 +19,129 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.760715,
-  "best_val_sharpe": 0.6005,
-  "best_val_ann_return": 0.0954,
-  "test_loss": -1.733876,
-  "test_sharpe": 1.6259,
-  "test_ann_return": 0.2752,
+  "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,
   "splits": {
-    "n_train": 3194,
+    "n_train": 3195,
     "n_val": 684,
     "n_test": 686,
     "train_start": "2008-04-01",
-    "train_end": "2020-12-03",
-    "val_end": "2023-08-24",
-    "test_end": "2026-05-20"
+    "train_end": "2020-12-04",
+    "val_end": "2023-08-25",
+    "test_end": "2026-05-21"
   },
   "history": {
     "train_loss": [
-      -0.937318,
-      -1.47146,
-      -1.581709,
-      -1.738789,
-      -1.676787,
-      -1.901396,
-      -1.706587,
-      -1.968279,
-      -1.76757,
-      -2.042715,
-      -2.074966,
-      -2.142346,
-      -2.147294,
-      -2.240919,
-      -2.332507,
-      -2.439514,
-      -2.336922,
-      -2.44522,
-      -2.705781,
-      -2.959489,
-      -2.900383,
-      -2.820995,
-      -3.051292,
-      -3.423817,
-      -3.552162,
-      -3.507704,
-      -3.588356,
-      -3.802008,
-      -4.001238,
-      -4.148084,
-      -4.234442
+      -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
     ],
     "val_loss": [
-      0.15087,
-      0.274331,
-      0.15718,
-      0.133599,
-      -0.253185,
-      -0.294493,
-      -0.303713,
-      -0.234817,
-      0.013098,
-      -0.548976,
-      -0.187595,
-      0.093017,
-      -0.343099,
-      -0.391602,
-      -0.482095,
-      -0.760715,
-      -0.041607,
-      -0.600258,
-      -0.136737,
-      -0.294161,
-      -0.156434,
-      -0.020126,
-      -0.411063,
-      -0.3217,
-      -0.348915,
-      -0.476348,
-      -0.557847,
-      -0.526617,
-      -0.342733,
-      -0.36171,
-      -0.405805
+      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
     ],
     "val_sharpe": [
-      -0.2709,
-      -0.3668,
-      -0.257,
-      -0.1768,
-      -0.0514,
-      -0.0856,
-      -0.0721,
-      -0.0456,
-      -0.0795,
-      0.3062,
-      -0.1115,
-      -0.1242,
-      0.1506,
-      0.2189,
-      0.3364,
-      0.6005,
-      -0.1905,
-      0.3623,
-      -0.1419,
-      0.1975,
-      0.081,
-      -0.0737,
-      0.2397,
-      0.2229,
-      0.1588,
-      0.2818,
-      0.3476,
-      0.3056,
-      0.1858,
-      0.1614,
-      0.2443
+      -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
     ],
     "val_ann_return": [
-      -0.0254,
-      -0.0335,
-      -0.0247,
-      -0.0178,
-      -0.0073,
-      -0.0125,
-      -0.0107,
-      -0.0062,
-      -0.0084,
-      0.0462,
-      -0.0143,
-      -0.0136,
-      0.0219,
-      0.0296,
-      0.0492,
-      0.0954,
-      -0.0229,
-      0.049,
-      -0.0185,
-      0.024,
-      0.0104,
-      -0.0092,
-      0.0329,
-      0.0307,
-      0.0213,
-      0.0396,
-      0.0511,
-      0.0437,
-      0.0249,
-      0.0218,
-      0.0326
+      -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
     ]
   },
   "config": {

models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
-  "trained_at": "2026-05-21T05:36:53.828215",
-  "elapsed_sec": 1997.1,
+  "trained_at": "2026-05-22T05:15:40.880564",
+  "elapsed_sec": 1972.3,
   "n_windows": 8,
-  "winning_window": 2,
-  "winning_train_start": "2010-01-01",
+  "winning_window": 1,
+  "winning_train_start": "2008-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.4107,
-  "oos_sharpe": 2.2043,
+  "oos_ann_return": 0.5445,
+  "oos_sharpe": 2.625,
   "all_windows": [
     {
       "window_id": 1,
@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
-      "n_oos": 346,
-      "oos_ann_return": 0.0667,
-      "oos_sharpe": 1.5027,
+      "n_oos": 347,
+      "oos_ann_return": 0.0622,
+      "oos_sharpe": 1.2559,
       "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": 346,
-      "oos_ann_return": 0.2975,
-      "oos_sharpe": 3.0907,
+      "n_oos": 347,
+      "oos_ann_return": 0.5445,
+      "oos_sharpe": 2.625,
       "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": 346,
-      "oos_ann_return": 0.069,
-      "oos_sharpe": 1.3957,
+      "n_oos": 347,
+      "oos_ann_return": 0.0658,
+      "oos_sharpe": 1.4944,
       "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": 346,
-      "oos_ann_return": 0.4107,
-      "oos_sharpe": 2.2043,
+      "n_oos": 347,
+      "oos_ann_return": 0.3775,
+      "oos_sharpe": 2.1853,
       "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": 346,
-      "oos_ann_return": 0.0676,
-      "oos_sharpe": 1.3071,
+      "n_oos": 347,
+      "oos_ann_return": 0.0597,
+      "oos_sharpe": 1.1878,
       "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": 346,
-      "oos_ann_return": 0.3075,
-      "oos_sharpe": 2.5312,
+      "n_oos": 347,
+      "oos_ann_return": 0.2251,
+      "oos_sharpe": 2.2244,
       "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": 346,
-      "oos_ann_return": 0.0699,
-      "oos_sharpe": 1.4962,
+      "n_oos": 347,
+      "oos_ann_return": 0.061,
+      "oos_sharpe": 1.2495,
       "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": 346,
-      "oos_ann_return": 0.2583,
-      "oos_sharpe": 2.916,
+      "n_oos": 347,
+      "oos_ann_return": 0.2323,
+      "oos_sharpe": 2.2309,
       "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": 346,
-      "oos_ann_return": 0.0658,
-      "oos_sharpe": 1.4851,
+      "n_oos": 347,
+      "oos_ann_return": 0.0802,
+      "oos_sharpe": 1.5641,
       "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": 346,
-      "oos_ann_return": 0.2524,
-      "oos_sharpe": 1.5757,
+      "n_oos": 347,
+      "oos_ann_return": 0.1916,
+      "oos_sharpe": 1.8357,
       "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": 346,
-      "oos_ann_return": 0.0661,
-      "oos_sharpe": 1.464,
+      "n_oos": 347,
+      "oos_ann_return": 0.0737,
+      "oos_sharpe": 1.4756,
       "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": 346,
-      "oos_ann_return": 0.2329,
-      "oos_sharpe": 2.2675,
+      "n_oos": 347,
+      "oos_ann_return": 0.2077,
+      "oos_sharpe": 1.6113,
       "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": 346,
-      "oos_ann_return": 0.1251,
-      "oos_sharpe": 1.7141,
+      "n_oos": 347,
+      "oos_ann_return": 0.1456,
+      "oos_sharpe": 1.7853,
       "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": 346,
-      "oos_ann_return": 0.2898,
-      "oos_sharpe": 2.1093,
+      "n_oos": 347,
+      "oos_ann_return": 0.3978,
+      "oos_sharpe": 2.493,
       "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": 346,
-      "oos_ann_return": 0.1777,
-      "oos_sharpe": 1.7949,
+      "n_oos": 347,
+      "oos_ann_return": 0.1469,
+      "oos_sharpe": 1.8088,
       "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": 346,
-      "oos_ann_return": 0.3425,
-      "oos_sharpe": 1.9398,
+      "n_oos": 347,
+      "oos_ann_return": 0.3842,
+      "oos_sharpe": 1.9508,
       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-05-21T05:03:34.087901",
-  "elapsed_sec": 626.6,
+  "trained_at": "2026-05-22T04:42:46.107484",
+  "elapsed_sec": 462.3,
   "n_params": 131176,
   "n_assets": 20,
   "tickers": [
@@ -31,185 +31,145 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.915438,
-  "best_val_sharpe": 0.7391,
-  "best_val_ann_return": 0.1516,
-  "test_loss": -1.793168,
-  "test_sharpe": 1.7596,
-  "test_ann_return": 0.3211,
+  "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,
   "splits": {
-    "n_train": 3194,
+    "n_train": 3195,
     "n_val": 684,
     "n_test": 686,
     "train_start": "2008-04-01",
-    "train_end": "2020-12-03",
-    "val_end": "2023-08-24",
-    "test_end": "2026-05-20"
+    "train_end": "2020-12-04",
+    "val_end": "2023-08-25",
+    "test_end": "2026-05-21"
   },
   "history": {
     "train_loss": [
-      -1.054437,
-      -1.236364,
-      -1.405719,
-      -1.385863,
-      -1.359633,
-      -1.447086,
-      -1.667601,
-      -1.61768,
-      -1.494623,
-      -1.704788,
-      -1.881882,
-      -2.005968,
-      -2.136275,
-      -2.332058,
-      -2.219949,
-      -2.324462,
-      -2.467334,
-      -2.500784,
-      -2.55611,
-      -2.527231,
-      -2.643726,
-      -2.757237,
-      -2.738591,
-      -2.811983,
-      -2.974231,
-      -3.009028,
-      -2.998293,
-      -3.06078,
-      -3.229728,
-      -3.234765,
-      -3.273152,
-      -3.310686,
-      -3.165451,
-      -3.302872,
-      -3.344338,
-      -3.414301,
-      -3.386301,
-      -3.388572,
-      -3.474346
+      -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
     ],
     "val_loss": [
-      -0.640827,
-      -0.628839,
-      -0.524797,
-      -0.885295,
-      -0.495034,
-      -0.54523,
-      -0.186933,
-      -0.410829,
-      -0.351318,
-      -0.715112,
-      -0.760569,
-      -0.746743,
-      -0.761046,
-      -0.786815,
-      -0.797797,
-      -0.772913,
-      -0.768805,
-      -0.92292,
-      -0.896522,
-      -0.882922,
-      -0.928887,
-      -0.894552,
-      -0.884538,
-      -0.915438,
-      -0.888794,
-      -0.839633,
-      -0.765595,
-      -0.763461,
-      -0.771755,
-      -0.8594,
-      -0.780137,
-      -0.764115,
-      -0.795476,
-      -0.810625,
-      -0.79206,
-      -0.827802,
-      -0.813342,
-      -0.849961,
-      -0.835399
+      -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
     ],
     "val_sharpe": [
-      0.4459,
-      0.358,
-      0.0979,
-      0.5186,
-      0.1491,
-      0.1745,
-      -0.1732,
-      0.2634,
-      0.2379,
-      0.453,
-      0.4612,
+      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,
-      0.5307,
-      0.5628,
-      0.5656,
-      0.6109,
-      0.6027,
-      0.7138,
-      0.7135,
-      0.7235,
-      0.7289,
-      0.6877,
-      0.7469,
-      0.7391,
-      0.6784,
-      0.6981,
-      0.5979,
-      0.5879,
-      0.5733,
-      0.652,
-      0.6079,
-      0.584,
-      0.605,
-      0.5967,
-      0.5902,
-      0.6001,
-      0.5956,
-      0.6081,
-      0.6188
+      0.2451,
+      0.2285,
+      0.1816,
+      0.2692
     ],
     "val_ann_return": [
-      0.0816,
-      0.063,
+      0.0687,
+      0.0486,
+      0.0482,
+      0.0452,
+      0.0374,
       0.0188,
-      0.0999,
-      0.0272,
-      0.0346,
-      -0.0347,
-      0.0485,
-      0.0442,
-      0.0937,
-      0.0956,
-      0.0953,
-      0.1067,
-      0.1115,
-      0.1158,
-      0.1239,
-      0.119,
-      0.1434,
-      0.1433,
-      0.1457,
-      0.1482,
-      0.1395,
-      0.15,
-      0.1516,
-      0.1387,
-      0.1429,
-      0.1219,
-      0.1218,
-      0.1206,
-      0.1401,
-      0.1295,
-      0.1271,
-      0.1309,
-      0.1278,
-      0.1287,
-      0.1302,
-      0.1301,
-      0.1325,
-      0.1353
+      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
     ]
   },
   "config": {

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-05-21T07:03:12.136363",
-  "elapsed_sec": 5178.3,
+  "trained_at": "2026-05-22T06:49:48.739868",
+  "elapsed_sec": 5647.9,
   "n_windows": 8,
-  "winning_window": 5,
-  "winning_train_start": "2016-01-01",
+  "winning_window": 2,
+  "winning_train_start": "2010-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.5766,
-  "oos_sharpe": 2.3186,
+  "oos_ann_return": 0.7067,
+  "oos_sharpe": 1.6379,
   "all_windows": [
     {
       "window_id": 1,
@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
       "loss_fn": "evar",
       "n_train": 4218,
-      "n_oos": 346,
-      "oos_ann_return": 0.1918,
-      "oos_sharpe": 1.4205,
+      "n_oos": 347,
+      "oos_ann_return": 0.2233,
+      "oos_sharpe": 1.4374,
       "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": 346,
-      "oos_ann_return": 0.2377,
-      "oos_sharpe": 1.3101,
+      "n_oos": 347,
+      "oos_ann_return": 0.4176,
+      "oos_sharpe": 1.542,
       "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": 346,
-      "oos_ann_return": 0.1625,
-      "oos_sharpe": 1.3003,
+      "n_oos": 347,
+      "oos_ann_return": 0.254,
+      "oos_sharpe": 1.4686,
       "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": 346,
-      "oos_ann_return": 0.3828,
-      "oos_sharpe": 1.9143,
+      "n_oos": 347,
+      "oos_ann_return": 0.7067,
+      "oos_sharpe": 1.6379,
       "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": 346,
-      "oos_ann_return": 0.2203,
-      "oos_sharpe": 1.4751,
+      "n_oos": 347,
+      "oos_ann_return": 0.1793,
+      "oos_sharpe": 1.3147,
       "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": 346,
-      "oos_ann_return": 0.4581,
-      "oos_sharpe": 1.4877,
+      "n_oos": 347,
+      "oos_ann_return": 0.5057,
+      "oos_sharpe": 1.7428,
       "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": 346,
-      "oos_ann_return": 0.1854,
-      "oos_sharpe": 1.3853,
+      "n_oos": 347,
+      "oos_ann_return": 0.2166,
+      "oos_sharpe": 1.4807,
       "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": 346,
-      "oos_ann_return": 0.5202,
-      "oos_sharpe": 2.5029,
+      "n_oos": 347,
+      "oos_ann_return": 0.5182,
+      "oos_sharpe": 2.0967,
       "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": 346,
-      "oos_ann_return": 0.172,
-      "oos_sharpe": 1.2603,
+      "n_oos": 347,
+      "oos_ann_return": 0.1738,
+      "oos_sharpe": 1.2657,
       "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": 346,
-      "oos_ann_return": 0.5766,
-      "oos_sharpe": 2.3186,
+      "n_oos": 347,
+      "oos_ann_return": 0.3499,
+      "oos_sharpe": 1.58,
       "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": 346,
-      "oos_ann_return": 0.1816,
-      "oos_sharpe": 1.3232,
+      "n_oos": 347,
+      "oos_ann_return": 0.2,
+      "oos_sharpe": 1.5046,
       "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": 346,
-      "oos_ann_return": 0.4832,
-      "oos_sharpe": 2.3749,
+      "n_oos": 347,
+      "oos_ann_return": 0.4353,
+      "oos_sharpe": 1.8374,
       "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": 346,
-      "oos_ann_return": 0.2226,
-      "oos_sharpe": 1.4513,
+      "n_oos": 347,
+      "oos_ann_return": 0.2333,
+      "oos_sharpe": 1.5136,
       "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": 346,
-      "oos_ann_return": 0.3806,
-      "oos_sharpe": 2.0588,
+      "n_oos": 347,
+      "oos_ann_return": 0.2745,
+      "oos_sharpe": 1.1384,
       "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": 346,
-      "oos_ann_return": 0.2827,
-      "oos_sharpe": 1.8374,
+      "n_oos": 347,
+      "oos_ann_return": 0.2526,
+      "oos_sharpe": 1.5068,
       "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": 346,
-      "oos_ann_return": 0.266,
-      "oos_sharpe": 1.5073,
+      "n_oos": 347,
+      "oos_ann_return": 0.2705,
+      "oos_sharpe": 1.5573,
       "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 sha256:9567f5269f4a5cd339df2d5566bdc67571306dee80789af75113cf56f4aa6195
+oid sha256:89b7b7aa6fb724bc50c434d1b6d8a44f48c3084e8ceae4c3370c27a13b63c847
 size 941

models/scaler_optionA_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:64a5d31a43ccc5a3d09f856863ee11e0c0852901e3a26e08bf93a4636bff50e9
+oid sha256:ebcf20cd33003bc05bf176ed997fc0510524f9cd8e406bb06c2181bcb60b8df1
 size 941

models/scaler_optionB.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3526a3457e72fc11bba38c58560397953fca5c8ff92aed75d4004842daa2ae9b
+oid sha256:6a5eb4e0acdb8d00f9c163f854082ce9ed341a7ef1feeb45c8f68105a7d63038
 size 941

models/scaler_optionB_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:df6bf3f6baf0f8634b348c81667b3c1c133c12ea3251caf61562a01961637e4b
+oid sha256:a5b87b1a73896aadd33a6b2ee6537a3aa45327998ce14a264dc74f876839b758
 size 941