[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:a92894544a2c2c57d8eb21d2d806914b8dae6de5a85a80c2c3478d49c4dd125d
+oid sha256:58f93702128ad1b14e00a842def5c59aadfc07cbe29072e987289677edc4ab8b
 size 532854

models/deepm_optionA_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2f33846ddb0d08e8df3ff7703158b70bc95a02b02d1a7d613a447b3c7ba6de13
+oid sha256:971ab27a37262cc12db5ac6a3f485ea66a325215d689e7f248f1ba7fa76e0650
 size 532766

models/deepm_optionA_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a92894544a2c2c57d8eb21d2d806914b8dae6de5a85a80c2c3478d49c4dd125d
+oid sha256:58f93702128ad1b14e00a842def5c59aadfc07cbe29072e987289677edc4ab8b
 size 532854

models/deepm_optionA_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:249c6f50a4980f632c1d1e69ee1a9d745102765fab9ba6eb3d60cde59c955a85
+oid sha256:de4b2ff8376c7f6b8e4729e6fed97b45baf60f9a9f012c26d3249f9398d1d83e
 size 532614

models/deepm_optionA_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e61513cbda1c4d199227bedc60235ae521a7eaf1287c43de9c2894e9b5dbad0a
+oid sha256:8b36f6a129af62202b229deff52fa2d2726cc8fc3713c0c48616d62ce3ee4ea8
 size 532766

models/deepm_optionA_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:76ba283f4a78465c9cad929ba8bb974127a14b7ec26bf7a459bf9eee251f88e9
+oid sha256:c75c412df3cee72e0ebd5b509388efe30496d82850eab9680ad378f3d3a17a72
 size 532614

models/deepm_optionA_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:f6f1b07d54b83a5621d1042866bc70d86acc9ed560b6a2e8150ed1eff96818a6
+oid sha256:00cf920e7aecd9aae96d64d09aa234338c13e30726c4e8df1993897fc1411623
 size 532766

models/deepm_optionA_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:146929fd51819f21cec4ab564499f3092c9fa7fdec42d87c7075ebe49921cf3c
+oid sha256:f15eb219cb3c560d4f140f9d9450f9b19439960a0ebc95924cb7c2d927750e0a
 size 532614

models/deepm_optionA_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2b6b2a55cd357b2df7d9f9ebbe48545710bd34ae4b10ea446050addf2ea34a8a
+oid sha256:ccb5381ef48b80ade4630dfed3978ac6748279bca2426ebe6974e8d7bdce8caa
 size 532766

models/deepm_optionA_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2cd5ba5ade5f9c1b84daa2cc10680e1260020aceb4f3a7cb8c721d8c287cb9c6
+oid sha256:ea571b3e55811e9b57c3976ea245e2fc2d470aeb3bd68ef6a18318ca15ef8569
 size 532614

models/deepm_optionA_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:68369b5b021eee70f2642bb22878f66337cb62b65af8d42d003a2e270d9f53ac
+oid sha256:5cecf4fafbc9cc9b4aceebec1bf1193f15311d801a7076073072ae6dfea0bf0f
 size 532766

models/deepm_optionA_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:80f86175516e84d9119d5eb05021d597e11efb311c23627f05bd409569845564
+oid sha256:892d090da41deadfa5b1da0f9521fc74274068eecd009c1c57d36d1dac4a42a5
 size 532614

models/deepm_optionA_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:fd61771ab22a2c278cc5200cf89aae7067e89818f4cc58f093093e9a65fe4926
+oid sha256:57eaf77dd0b8b3995c8297422a43875a2e6f34360763bc6f35b0abc15d4ee729
 size 532766

models/deepm_optionA_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:80c8096b3ea44ad8416474de6f2e6078d03c1fc0056cc62b26ed400c304209da
+oid sha256:203458590895b4c77e235492c8c940aa11911bc4e3d29f3a80ccf68776e6cef5
 size 532614

models/deepm_optionA_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:12ae93087e17d6bf77392cae21458994f85677c4510a26dd401ccda0e0670ec3
+oid sha256:df592920092e3e16b9b00e39b186e16469ce4a0ae41e341c91f5dcfe53c6c635
 size 532766

models/deepm_optionA_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:5b81112452d4b6617db28c7c333fae914e9423225778e7f4885402970b38b960
+oid sha256:c87b90bffb5fb47572314e15bafe364af1b8e84524630fd275975a300a0d8058
 size 532614

models/deepm_optionA_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:953a6d0863ecc756dbfabbc506748ca97eaea638c4d84c9322d1eb0ca53744f2
+oid sha256:156969ad57b7eb3c58bfcd2dbc6a80757d335c78c13eb5efea3af471e647e1b9
 size 532766

models/deepm_optionA_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:477819cdaec7c0855fe7e8394037282d97ab70113857b4cb3121a1b57ea02eff
+oid sha256:68bdced7e16f430c2f0b67d3d616964e9384d34f54596763381a37db9e735492
 size 532614

models/deepm_optionA_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e290b0123136d37920bfbb4f95a9b62ca8826eb9dd8c0d9f1eb69ea37fdcd5ed
+oid sha256:fcbf728f936849359db8158d968ade4addc9476aecb950f7c42a9cf849d19473
 size 532766

models/deepm_optionA_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:953a6d0863ecc756dbfabbc506748ca97eaea638c4d84c9322d1eb0ca53744f2
+oid sha256:156969ad57b7eb3c58bfcd2dbc6a80757d335c78c13eb5efea3af471e647e1b9
 size 532766

models/deepm_optionB_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d4f6b5d487f1480c22c8ba6a2f383b3ad1cb888afea2ed987c61b5d316df556e
+oid sha256:e332bb9245a24fcfbcd3361fcb3951209cf3194f374ffe65199b8eade851fe2b
 size 539126

models/deepm_optionB_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a4b87fbc9526efcaabb90f558915cdb8a6f64a5932a54eb2f50ff0144529d38f
+oid sha256:358dcdff40f9354b779d44f0d68011c74a109def79493c5f65b8c807a1b18d11
 size 539038

models/deepm_optionB_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d4f6b5d487f1480c22c8ba6a2f383b3ad1cb888afea2ed987c61b5d316df556e
+oid sha256:e332bb9245a24fcfbcd3361fcb3951209cf3194f374ffe65199b8eade851fe2b
 size 539126

models/deepm_optionB_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:b2f0614c8fcc042c58f860bfc78da47f937cb11e52819c804b452355f962adef
+oid sha256:8acbf8afb461a30d22fcd71bf0f03024ef26fe30aafd6b98a47d19fae058c934
 size 538886

models/deepm_optionB_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:5993ff8d50173b55e77d7f364082eb24d09e95b79368226f1bb775d120c395a3
+oid sha256:fc927e01224f8b50f968b11d86fd7696c9ca48128cc1b62ff8c29e1c7b9ad40f
 size 539038

models/deepm_optionB_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6c1d388f636556345a7e8269ecfa1bc64f5982feef489685a705fba2f77c69c2
+oid sha256:c9c84dee5cd455c1904117b9e9cec3431186203d611aa5bba01daf8e2e870c56
 size 538886

models/deepm_optionB_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:39a7804d144c682fb8f254bd847c027c4595b7dbf50a810f3960b6ab8176deeb
+oid sha256:8b3dec0aa8de5edd84462a07e61b1029c994f24537a37463b2c6790b43696b01
 size 539038

models/deepm_optionB_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c99c88a200709baee60203ec8a0fa145333bff054ee864a0bac8fc91fa50a3d0
+oid sha256:43e9499c06a78acb9aa3710716e66ca8bb8a4c49bcc9f3cfe6a7488eebcdd708
 size 538886

models/deepm_optionB_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:554bbde144cdaa778fc1ef3dad2829a2760353d344e12bf02536e7b77ac822cb
+oid sha256:7429b6989a96d155cf245636ad94883a96cff91ea3a0dec7ca81204d0f14cce3
 size 539038

models/deepm_optionB_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6868ccbee382ed6068fad9f57ea3acf591c44c304f43c35047c8d6ae2b7c0c02
+oid sha256:a2687780331d49096ab29f7817b43e3c9c6231de6d063eaf5845f318066f6b91
 size 538886

models/deepm_optionB_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d6e6a1a7e7dd45de0e946a306f5da5d6800a93436207a471c63846f6c7de3f9e
+oid sha256:1de365e3d1d07125e2aa204c9e6d770bc5bee8837324d807b8cad2026edff80f
 size 539038

models/deepm_optionB_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3f9ac6da00a2f94254abe457dbf2f5c3e544f718f00341766a826399b54bd757
+oid sha256:c5cc445ba8339ee42951e074b94ab82698b5feddb349c348ef5d30352c2ed951
 size 538886

models/deepm_optionB_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:704750ee89612aba11a5439ff5085486c88b59a057faa5872d3c674ae564aad7
+oid sha256:081f82a16c8be5b1ddb6d6d8c72634f3d52cade51b64722b9894e4d9671cc246
 size 539038

models/deepm_optionB_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2b0a1a4f5894fe8bd7e6170d59ca6d85ee445f9e1d969447a92291d885108cd0
+oid sha256:c561ad2771f97cba8e4995998bf8bd3b7974d40898de0d05b0b936e82f3ea18c
 size 538886

models/deepm_optionB_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:4c66f9961caf1c3f8f3143bef48e2a5d0aa597fb357621c3a02824ac4f35e7fd
+oid sha256:a85e196bd3756c3d35a9829acbd8f00afcafece910209ed16ff8321e5f40f037
 size 539038

models/deepm_optionB_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:231eefbd8e0b8c8a517a834e8726b40b538a6c0a8dfde575ca8779224419e01f
+oid sha256:76966a9ce94c3dc09ca3be21c4140ba7fc949d591d87a8feeb761b29338825d1
 size 538886

models/deepm_optionB_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:4f54dc32f3f255311f92f58b8fddee50dd622938d71b6b10b5d6bd1cdf663b00
+oid sha256:f5cf96061ea354339067dc9a21313ac635eb10cee461c328e5cabaa84df76c50
 size 539038

models/deepm_optionB_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:9e573a1a610922932f6e8db56e450338a9be8134088d0a044b6f34c86940dfb4
+oid sha256:dad393eb72972e9a0326fbf6a9de36c840bec0dc33cf371efd7298e32de68949
 size 538886

models/deepm_optionB_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:a4e438b9ee908ce15748addd8691693363e99ef07a8ad3094804a909602fb058
+oid sha256:261f647b6d797d289891c7fd62b4388aceeb44abc7dbcbf5795b87aad6859d8f
 size 539038

models/deepm_optionB_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:554bbde144cdaa778fc1ef3dad2829a2760353d344e12bf02536e7b77ac822cb
+oid sha256:1de365e3d1d07125e2aa204c9e6d770bc5bee8837324d807b8cad2026edff80f
 size 539038

models/meta_optionA.json

@@ -1,7 +1,7 @@
 {
   "option": "A",
-  "trained_at": "2026-05-23T07:31:57.999723",
-  "elapsed_sec": 274.1,
+  "trained_at": "2026-05-25T04:57:51.108147",
+  "elapsed_sec": 144.6,
   "n_params": 129616,
   "n_assets": 8,
   "tickers": [
@@ -19,12 +19,12 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.569602,
-  "best_val_sharpe": 0.4007,
-  "best_val_ann_return": 0.0484,
-  "test_loss": -0.96071,
-  "test_sharpe": 0.9212,
-  "test_ann_return": 0.0805,
+  "best_val_loss": -0.879164,
+  "best_val_sharpe": 0.6862,
+  "best_val_ann_return": 0.1129,
+  "test_loss": -1.41139,
+  "test_sharpe": 1.4605,
+  "test_ann_return": 0.1235,
   "splits": {
     "n_train": 3196,
     "n_val": 684,
@@ -36,180 +36,128 @@
   },
   "history": {
     "train_loss": [
-      -0.927847,
-      -1.29458,
-      -1.582046,
-      -1.574101,
-      -1.841573,
-      -1.848205,
-      -1.907507,
-      -2.078785,
-      -1.967262,
-      -2.038173,
-      -1.553713,
-      -1.873306,
-      -2.190666,
-      -2.400227,
-      -2.455143,
-      -2.460901,
-      -1.942976,
-      -2.687424,
-      -2.681036,
-      -2.814191,
-      -3.17344,
-      -3.107702,
-      -3.182691,
-      -3.407112,
-      -3.364375,
-      -3.807475,
-      -3.701442,
-      -3.797634,
-      -3.977662,
-      -3.963906,
-      -3.923373,
-      -3.971954,
-      -4.116216,
-      -4.19925,
-      -4.316329,
-      -4.412811,
-      -4.404001,
-      -4.550393,
-      -4.670652,
-      -4.6134,
-      -4.602914,
-      -4.710784
+      -0.992945,
+      -1.45143,
+      -1.540951,
+      -1.685154,
+      -1.870612,
+      -1.748815,
+      -1.938981,
+      -2.110942,
+      -2.105661,
+      -2.206476,
+      -2.268431,
+      -2.326567,
+      -2.656798,
+      -2.765741,
+      -3.122561,
+      -3.035434,
+      -3.13508,
+      -3.194659,
+      -3.530786,
+      -3.419781,
+      -4.005,
+      -4.226088,
+      -4.347215,
+      -4.751008,
+      -4.976809,
+      -4.948935,
+      -5.322707,
+      -5.313893,
+      -5.658325
     ],
     "val_loss": [
-      0.166986,
-      0.211863,
-      0.224464,
-      0.123698,
-      -0.058833,
-      -0.1255,
-      -0.475981,
-      -0.494351,
-      -0.310562,
-      0.154745,
-      -0.519526,
-      0.150255,
-      -0.019918,
-      0.061072,
-      -0.218052,
-      -0.187958,
-      -0.190858,
-      -0.033123,
-      -0.233858,
-      -0.229678,
-      -0.503099,
-      -0.399021,
-      -0.290414,
-      -0.459861,
-      -0.373394,
-      -0.333533,
-      -0.569602,
-      -0.284407,
-      -0.291849,
-      -0.382829,
-      -0.256554,
-      -0.251454,
-      -0.367536,
-      -0.277355,
-      -0.286918,
-      -0.317527,
-      -0.333537,
-      -0.380686,
-      -0.3526,
-      -0.361423,
-      -0.373399,
-      -0.320486
+      0.300574,
+      0.227434,
+      0.200551,
+      0.212711,
+      0.1049,
+      0.036959,
+      -0.630202,
+      -0.520822,
+      -0.865805,
+      -0.594484,
+      -0.322257,
+      -0.573737,
+      -0.276244,
+      -0.879164,
+      -0.41081,
+      -0.442301,
+      -0.377779,
+      -0.473517,
+      -0.685863,
+      -0.588466,
+      -0.529467,
+      -0.559037,
+      -0.512239,
+      -0.492644,
+      -0.457687,
+      -0.45257,
+      -0.430487,
+      -0.381863,
+      -0.438311
     ],
     "val_sharpe": [
-      -0.2743,
-      -0.3715,
-      -0.3727,
+      -0.3563,
+      -0.3589,
       -0.2815,
-      -0.2203,
-      -0.1992,
-      0.3689,
-      0.2786,
-      0.1163,
-      -0.3223,
-      0.3029,
-      -0.2814,
-      -0.1958,
-      -0.1802,
-      -0.1146,
-      0.1268,
-      0.0694,
-      -0.0473,
-      0.1042,
-      0.121,
-      0.3596,
-      0.2854,
-      0.1814,
-      0.3409,
-      0.2791,
-      0.265,
-      0.4007,
-      0.2188,
-      0.2058,
-      0.2409,
-      0.1631,
-      0.1833,
-      0.2507,
-      0.2037,
-      0.2081,
-      0.2048,
-      0.2123,
-      0.2264,
-      0.2047,
-      0.1985,
-      0.2115,
-      0.2084
+      -0.265,
+      -0.1634,
+      -0.0664,
+      0.3872,
+      0.3776,
+      0.5479,
+      0.3269,
+      0.2135,
+      0.3601,
+      0.0519,
+      0.6862,
+      0.2493,
+      0.6573,
+      0.4077,
+      0.2747,
+      0.529,
+      0.5093,
+      0.4755,
+      0.4303,
+      0.4659,
+      0.4385,
+      0.3995,
+      0.3698,
+      0.4497,
+      0.3631,
+      0.4143
     ],
     "val_ann_return": [
-      -0.0256,
-      -0.0335,
-      -0.0338,
-      -0.0259,
-      -0.024,
-      -0.0243,
-      0.0419,
-      0.0359,
-      0.0141,
-      -0.0378,
-      0.0361,
-      -0.0304,
-      -0.0239,
-      -0.0212,
-      -0.016,
-      0.0127,
-      0.0079,
-      -0.005,
-      0.0118,
-      0.0128,
-      0.0425,
-      0.032,
-      0.0193,
-      0.0407,
-      0.0322,
-      0.0307,
-      0.0484,
-      0.0246,
-      0.0236,
-      0.0287,
-      0.0187,
-      0.0212,
-      0.0293,
-      0.0233,
-      0.0241,
+      -0.0314,
+      -0.031,
+      -0.0252,
+      -0.0249,
+      -0.0165,
+      -0.0084,
+      0.0552,
+      0.0479,
+      0.0893,
+      0.0511,
       0.0239,
-      0.0248,
-      0.0267,
-      0.0242,
-      0.0235,
-      0.0251,
-      0.0243
+      0.0501,
+      0.0062,
+      0.1129,
+      0.0393,
+      0.0863,
+      0.0608,
+      0.0478,
+      0.09,
+      0.0801,
+      0.0792,
+      0.0714,
+      0.0737,
+      0.0735,
+      0.0663,
+      0.064,
+      0.0748,
+      0.0622,
+      0.0719
     ]
   },
   "config": {

models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
-  "trained_at": "2026-05-23T08:22:48.329270",
-  "elapsed_sec": 2022.0,
+  "trained_at": "2026-05-25T05:36:30.973034",
+  "elapsed_sec": 1634.5,
   "n_windows": 8,
   "winning_window": 7,
   "winning_train_start": "2020-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.4149,
-  "oos_sharpe": 1.8003,
+  "oos_ann_return": 0.4043,
+  "oos_sharpe": 2.7308,
   "all_windows": [
     {
       "window_id": 1,
@@ -18,8 +18,8 @@
       "loss_fn": "evar",
       "n_train": 4218,
       "n_oos": 348,
-      "oos_ann_return": 0.0639,
-      "oos_sharpe": 1.4256,
+      "oos_ann_return": 0.0676,
+      "oos_sharpe": 1.3205,
       "model_path": "models/deepm_optionA_w1_evar.pt"
     },
     {
@@ -30,8 +30,8 @@
       "loss_fn": "sharpe",
       "n_train": 4218,
       "n_oos": 348,
-      "oos_ann_return": 0.3117,
-      "oos_sharpe": 1.7865,
+      "oos_ann_return": 0.2285,
+      "oos_sharpe": 2.6632,
       "model_path": "models/deepm_optionA_w1_sharpe.pt"
     },
     {
@@ -42,8 +42,8 @@
       "loss_fn": "evar",
       "n_train": 3774,
       "n_oos": 348,
-      "oos_ann_return": 0.0658,
-      "oos_sharpe": 1.4024,
+      "oos_ann_return": 0.0609,
+      "oos_sharpe": 1.2194,
       "model_path": "models/deepm_optionA_w2_evar.pt"
     },
     {
@@ -54,8 +54,8 @@
       "loss_fn": "sharpe",
       "n_train": 3774,
       "n_oos": 348,
-      "oos_ann_return": 0.3188,
-      "oos_sharpe": 2.412,
+      "oos_ann_return": 0.3734,
+      "oos_sharpe": 2.5664,
       "model_path": "models/deepm_optionA_w2_sharpe.pt"
     },
     {
@@ -66,8 +66,8 @@
       "loss_fn": "evar",
       "n_train": 3270,
       "n_oos": 348,
-      "oos_ann_return": 0.0663,
-      "oos_sharpe": 1.3693,
+      "oos_ann_return": 0.0684,
+      "oos_sharpe": 1.3654,
       "model_path": "models/deepm_optionA_w3_evar.pt"
     },
     {
@@ -78,8 +78,8 @@
       "loss_fn": "sharpe",
       "n_train": 3270,
       "n_oos": 348,
-      "oos_ann_return": 0.2837,
-      "oos_sharpe": 2.349,
+      "oos_ann_return": 0.3358,
+      "oos_sharpe": 1.9381,
       "model_path": "models/deepm_optionA_w3_sharpe.pt"
     },
     {
@@ -90,8 +90,8 @@
       "loss_fn": "evar",
       "n_train": 2768,
       "n_oos": 348,
-      "oos_ann_return": 0.0625,
-      "oos_sharpe": 1.3658,
+      "oos_ann_return": 0.0655,
+      "oos_sharpe": 1.4545,
       "model_path": "models/deepm_optionA_w4_evar.pt"
     },
     {
@@ -102,8 +102,8 @@
       "loss_fn": "sharpe",
       "n_train": 2768,
       "n_oos": 348,
-      "oos_ann_return": 0.2739,
-      "oos_sharpe": 2.7208,
+      "oos_ann_return": 0.1877,
+      "oos_sharpe": 1.7227,
       "model_path": "models/deepm_optionA_w4_sharpe.pt"
     },
     {
@@ -114,8 +114,8 @@
       "loss_fn": "evar",
       "n_train": 2264,
       "n_oos": 348,
-      "oos_ann_return": 0.0738,
-      "oos_sharpe": 1.5307,
+      "oos_ann_return": 0.0674,
+      "oos_sharpe": 1.3515,
       "model_path": "models/deepm_optionA_w5_evar.pt"
     },
     {
@@ -126,8 +126,8 @@
       "loss_fn": "sharpe",
       "n_train": 2264,
       "n_oos": 348,
-      "oos_ann_return": 0.2717,
-      "oos_sharpe": 2.4858,
+      "oos_ann_return": 0.2368,
+      "oos_sharpe": 2.1299,
       "model_path": "models/deepm_optionA_w5_sharpe.pt"
     },
     {
@@ -138,8 +138,8 @@
       "loss_fn": "evar",
       "n_train": 1761,
       "n_oos": 348,
-      "oos_ann_return": 0.0735,
-      "oos_sharpe": 1.5325,
+      "oos_ann_return": 0.089,
+      "oos_sharpe": 1.7961,
       "model_path": "models/deepm_optionA_w6_evar.pt"
     },
     {
@@ -150,8 +150,8 @@
       "loss_fn": "sharpe",
       "n_train": 1761,
       "n_oos": 348,
-      "oos_ann_return": 0.2698,
-      "oos_sharpe": 2.164,
+      "oos_ann_return": 0.3106,
+      "oos_sharpe": 2.2815,
       "model_path": "models/deepm_optionA_w6_sharpe.pt"
     },
     {
@@ -162,8 +162,8 @@
       "loss_fn": "evar",
       "n_train": 1258,
       "n_oos": 348,
-      "oos_ann_return": 0.1284,
-      "oos_sharpe": 1.7658,
+      "oos_ann_return": 0.1198,
+      "oos_sharpe": 1.7381,
       "model_path": "models/deepm_optionA_w7_evar.pt"
     },
     {
@@ -174,8 +174,8 @@
       "loss_fn": "sharpe",
       "n_train": 1258,
       "n_oos": 348,
-      "oos_ann_return": 0.4149,
-      "oos_sharpe": 1.8003,
+      "oos_ann_return": 0.4043,
+      "oos_sharpe": 2.7308,
       "model_path": "models/deepm_optionA_w7_sharpe.pt"
     },
     {
@@ -186,8 +186,8 @@
       "loss_fn": "evar",
       "n_train": 753,
       "n_oos": 348,
-      "oos_ann_return": 0.1616,
-      "oos_sharpe": 1.8192,
+      "oos_ann_return": 0.1629,
+      "oos_sharpe": 1.7971,
       "model_path": "models/deepm_optionA_w8_evar.pt"
     },
     {
@@ -198,8 +198,8 @@
       "loss_fn": "sharpe",
       "n_train": 753,
       "n_oos": 348,
-      "oos_ann_return": 0.4007,
-      "oos_sharpe": 1.9115,
+      "oos_ann_return": 0.3179,
+      "oos_sharpe": 1.8451,
       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-05-23T07:49:03.892173",
-  "elapsed_sec": 536.0,
+  "trained_at": "2026-05-25T05:09:14.274293",
+  "elapsed_sec": 499.7,
   "n_params": 131176,
   "n_assets": 20,
   "tickers": [
@@ -31,12 +31,12 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -0.858945,
-  "best_val_sharpe": 0.649,
-  "best_val_ann_return": 0.1623,
-  "test_loss": -2.041502,
-  "test_sharpe": 1.9061,
-  "test_ann_return": 0.4153,
+  "best_val_loss": -0.908236,
+  "best_val_sharpe": 0.6717,
+  "best_val_ann_return": 0.1918,
+  "test_loss": -1.064454,
+  "test_sharpe": 1.052,
+  "test_ann_return": 0.3071,
   "splits": {
     "n_train": 3196,
     "n_val": 684,
@@ -48,160 +48,188 @@
   },
   "history": {
     "train_loss": [
-      -1.054417,
-      -1.209276,
-      -1.30866,
-      -1.383413,
-      -1.533875,
-      -1.594998,
-      -1.516648,
-      -1.526531,
-      -1.562891,
-      -1.709313,
-      -1.774913,
-      -1.705894,
-      -1.958603,
-      -1.935966,
-      -2.238154,
-      -2.324275,
-      -2.374166,
-      -2.408244,
-      -2.465737,
-      -2.617721,
-      -2.595117,
-      -2.75497,
-      -2.788047,
-      -2.857122,
-      -2.992914,
-      -2.984684,
-      -2.976083,
-      -3.121986,
-      -3.089113,
-      -3.067035,
-      -3.274498,
-      -3.147751,
-      -3.176219,
-      -3.262952,
-      -3.29204,
-      -3.303346,
-      -3.311251
+      -1.051365,
+      -1.187955,
+      -1.305511,
+      -1.411086,
+      -1.252219,
+      -1.485414,
+      -1.429724,
+      -1.53694,
+      -1.512233,
+      -1.625683,
+      -1.674986,
+      -1.756404,
+      -1.937037,
+      -2.066766,
+      -1.982994,
+      -2.097105,
+      -2.189153,
+      -2.228375,
+      -2.189978,
+      -2.307276,
+      -2.249971,
+      -2.474657,
+      -2.429503,
+      -2.485862,
+      -2.618909,
+      -2.695126,
+      -2.709275,
+      -2.811966,
+      -2.741808,
+      -2.905112,
+      -2.89739,
+      -2.85592,
+      -2.949368,
+      -3.003478,
+      -3.016775,
+      -2.967242,
+      -3.033038,
+      -3.1194,
+      -2.983218,
+      -2.978239,
+      -3.007124,
+      -3.097881,
+      -3.015782,
+      -3.073358
     ],
     "val_loss": [
-      -0.732442,
-      -0.869774,
-      -0.925783,
-      -0.64807,
-      -0.670013,
-      -0.98023,
-      -0.738788,
-      -1.044355,
-      -0.830107,
-      -0.80134,
-      -0.677475,
-      -0.976221,
-      -0.846452,
-      -0.890467,
-      -0.916472,
-      -0.854415,
-      -0.710627,
-      -1.022329,
-      -0.846478,
-      -0.74375,
-      -0.429389,
-      -0.858945,
-      -0.841141,
-      -0.859904,
-      -0.575629,
-      -0.741806,
-      -0.666465,
-      -0.67059,
-      -0.71706,
-      -0.712998,
-      -0.755974,
-      -0.727228,
-      -0.70634,
-      -0.715914,
-      -0.741245,
-      -0.722742,
-      -0.694309
+      -0.688504,
+      -0.844298,
+      -0.909141,
+      -0.795127,
+      -0.939891,
+      -0.961655,
+      -1.092532,
+      -0.920847,
+      -0.817681,
+      -0.732369,
+      -0.743693,
+      -1.069947,
+      -0.768711,
+      -0.771823,
+      -0.577704,
+      -0.605574,
+      -0.777225,
+      -0.77946,
+      -0.711176,
+      -0.670029,
+      -0.709941,
+      -0.76155,
+      -0.731304,
+      -0.888724,
+      -0.916767,
+      -0.843686,
+      -0.909297,
+      -0.811282,
+      -0.908236,
+      -0.936268,
+      -0.875726,
+      -0.855667,
+      -0.878377,
+      -0.871451,
+      -0.844026,
+      -0.822856,
+      -0.820494,
+      -0.808228,
+      -0.82913,
+      -0.826837,
+      -0.825758,
+      -0.830528,
+      -0.827185,
+      -0.81702
     ],
     "val_sharpe": [
-      0.4459,
-      0.4517,
-      0.5257,
-      0.3054,
-      0.1382,
-      0.6151,
-      0.2424,
-      0.5276,
-      0.3326,
-      0.3172,
-      0.3835,
-      0.6064,
-      0.5003,
-      0.6205,
-      0.5211,
-      0.5374,
-      0.5148,
-      0.6763,
-      0.5982,
-      0.4634,
-      0.4191,
+      0.4158,
+      0.3895,
+      0.425,
+      0.2543,
+      0.4583,
+      0.5525,
+      0.5943,
+      0.3589,
+      0.3224,
+      0.1966,
+      0.2877,
+      0.6817,
+      0.3213,
+      0.3778,
+      0.2874,
+      0.3322,
+      0.466,
+      0.468,
+      0.4346,
+      0.4134,
+      0.4632,
+      0.4868,
+      0.4823,
+      0.5627,
+      0.6536,
+      0.5752,
+      0.6389,
+      0.5651,
+      0.6717,
+      0.6631,
+      0.6462,
+      0.6306,
       0.649,
-      0.4878,
-      0.6008,
-      0.3206,
-      0.4844,
-      0.4459,
-      0.4064,
-      0.5012,
-      0.4516,
-      0.4781,
-      0.4404,
-      0.435,
-      0.4713,
-      0.4633,
-      0.455,
-      0.4335
+      0.6367,
+      0.6214,
+      0.604,
+      0.601,
+      0.5881,
+      0.6082,
+      0.602,
+      0.6036,
+      0.6067,
+      0.6034,
+      0.5926
     ],
     "val_ann_return": [
-      0.0837,
-      0.0853,
-      0.098,
-      0.0541,
-      0.027,
-      0.1083,
-      0.044,
-      0.1193,
-      0.0687,
-      0.0674,
-      0.076,
-      0.1207,
-      0.11,
+      0.0783,
+      0.0758,
+      0.079,
+      0.0496,
+      0.0839,
+      0.1208,
       0.1345,
-      0.1182,
-      0.1255,
-      0.1295,
-      0.1562,
-      0.1437,
-      0.1121,
-      0.1104,
-      0.1623,
-      0.1156,
+      0.0825,
+      0.0775,
+      0.054,
+      0.0802,
+      0.1768,
+      0.0976,
+      0.1059,
+      0.0871,
+      0.0981,
+      0.1281,
+      0.142,
+      0.1336,
+      0.1199,
+      0.1384,
       0.1446,
-      0.0746,
-      0.1154,
-      0.1075,
-      0.0967,
-      0.1228,
-      0.1084,
-      0.1147,
-      0.1045,
-      0.1042,
-      0.1147,
-      0.111,
-      0.1105,
-      0.1043
+      0.1413,
+      0.1579,
+      0.1894,
+      0.1666,
+      0.1809,
+      0.1647,
+      0.1918,
+      0.1881,
+      0.1855,
+      0.1826,
+      0.1876,
+      0.1838,
+      0.1802,
+      0.1753,
+      0.1749,
+      0.1716,
+      0.1758,
+      0.1743,
+      0.1747,
+      0.1757,
+      0.175,
+      0.1723
     ]
   },
   "config": {

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-05-23T09:33:14.709992",
-  "elapsed_sec": 4226.4,
+  "trained_at": "2026-05-25T06:41:59.970381",
+  "elapsed_sec": 3929.0,
   "n_windows": 8,
-  "winning_window": 3,
-  "winning_train_start": "2012-01-01",
+  "winning_window": 4,
+  "winning_train_start": "2014-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.5535,
-  "oos_sharpe": 1.9546,
+  "oos_ann_return": 0.6289,
+  "oos_sharpe": 2.5192,
   "all_windows": [
     {
       "window_id": 1,
@@ -18,8 +18,8 @@
       "loss_fn": "evar",
       "n_train": 4218,
       "n_oos": 348,
-      "oos_ann_return": 0.2333,
-      "oos_sharpe": 1.3191,
+      "oos_ann_return": 0.1772,
+      "oos_sharpe": 1.2614,
       "model_path": "models/deepm_optionB_w1_evar.pt"
     },
     {
@@ -30,8 +30,8 @@
       "loss_fn": "sharpe",
       "n_train": 4218,
       "n_oos": 348,
-      "oos_ann_return": 0.3135,
-      "oos_sharpe": 1.6272,
+      "oos_ann_return": 0.4669,
+      "oos_sharpe": 1.9474,
       "model_path": "models/deepm_optionB_w1_sharpe.pt"
     },
     {
@@ -42,8 +42,8 @@
       "loss_fn": "evar",
       "n_train": 3774,
       "n_oos": 348,
-      "oos_ann_return": 0.2466,
-      "oos_sharpe": 1.5538,
+      "oos_ann_return": 0.2046,
+      "oos_sharpe": 1.442,
       "model_path": "models/deepm_optionB_w2_evar.pt"
     },
     {
@@ -54,8 +54,8 @@
       "loss_fn": "sharpe",
       "n_train": 3774,
       "n_oos": 348,
-      "oos_ann_return": 0.2406,
-      "oos_sharpe": 1.3798,
+      "oos_ann_return": 0.4663,
+      "oos_sharpe": 2.2701,
       "model_path": "models/deepm_optionB_w2_sharpe.pt"
     },
     {
@@ -66,8 +66,8 @@
       "loss_fn": "evar",
       "n_train": 3270,
       "n_oos": 348,
-      "oos_ann_return": 0.2176,
-      "oos_sharpe": 1.5997,
+      "oos_ann_return": 0.1693,
+      "oos_sharpe": 1.2503,
       "model_path": "models/deepm_optionB_w3_evar.pt"
     },
     {
@@ -78,8 +78,8 @@
       "loss_fn": "sharpe",
       "n_train": 3270,
       "n_oos": 348,
-      "oos_ann_return": 0.5535,
-      "oos_sharpe": 1.9546,
+      "oos_ann_return": 0.5211,
+      "oos_sharpe": 2.1287,
       "model_path": "models/deepm_optionB_w3_sharpe.pt"
     },
     {
@@ -90,8 +90,8 @@
       "loss_fn": "evar",
       "n_train": 2768,
       "n_oos": 348,
-      "oos_ann_return": 0.1796,
-      "oos_sharpe": 1.2847,
+      "oos_ann_return": 0.1644,
+      "oos_sharpe": 1.2157,
       "model_path": "models/deepm_optionB_w4_evar.pt"
     },
     {
@@ -102,8 +102,8 @@
       "loss_fn": "sharpe",
       "n_train": 2768,
       "n_oos": 348,
-      "oos_ann_return": 0.2921,
-      "oos_sharpe": 1.4694,
+      "oos_ann_return": 0.6289,
+      "oos_sharpe": 2.5192,
       "model_path": "models/deepm_optionB_w4_sharpe.pt"
     },
     {
@@ -114,8 +114,8 @@
       "loss_fn": "evar",
       "n_train": 2264,
       "n_oos": 348,
-      "oos_ann_return": 0.1979,
-      "oos_sharpe": 1.4589,
+      "oos_ann_return": 0.1656,
+      "oos_sharpe": 1.2716,
       "model_path": "models/deepm_optionB_w5_evar.pt"
     },
     {
@@ -126,8 +126,8 @@
       "loss_fn": "sharpe",
       "n_train": 2264,
       "n_oos": 348,
-      "oos_ann_return": 0.3992,
-      "oos_sharpe": 1.6359,
+      "oos_ann_return": 0.4285,
+      "oos_sharpe": 1.755,
       "model_path": "models/deepm_optionB_w5_sharpe.pt"
     },
     {
@@ -138,8 +138,8 @@
       "loss_fn": "evar",
       "n_train": 1761,
       "n_oos": 348,
-      "oos_ann_return": 0.2148,
-      "oos_sharpe": 1.5461,
+      "oos_ann_return": 0.1874,
+      "oos_sharpe": 1.3498,
       "model_path": "models/deepm_optionB_w6_evar.pt"
     },
     {
@@ -150,8 +150,8 @@
       "loss_fn": "sharpe",
       "n_train": 1761,
       "n_oos": 348,
-      "oos_ann_return": 0.3378,
-      "oos_sharpe": 1.7233,
+      "oos_ann_return": 0.3939,
+      "oos_sharpe": 2.0996,
       "model_path": "models/deepm_optionB_w6_sharpe.pt"
     },
     {
@@ -162,8 +162,8 @@
       "loss_fn": "evar",
       "n_train": 1258,
       "n_oos": 348,
-      "oos_ann_return": 0.245,
-      "oos_sharpe": 1.5323,
+      "oos_ann_return": 0.232,
+      "oos_sharpe": 1.4946,
       "model_path": "models/deepm_optionB_w7_evar.pt"
     },
     {
@@ -174,8 +174,8 @@
       "loss_fn": "sharpe",
       "n_train": 1258,
       "n_oos": 348,
-      "oos_ann_return": 0.3647,
-      "oos_sharpe": 2.0072,
+      "oos_ann_return": 0.3027,
+      "oos_sharpe": 1.6445,
       "model_path": "models/deepm_optionB_w7_sharpe.pt"
     },
     {
@@ -186,8 +186,8 @@
       "loss_fn": "evar",
       "n_train": 753,
       "n_oos": 348,
-      "oos_ann_return": 0.2496,
-      "oos_sharpe": 1.5008,
+      "oos_ann_return": 0.2538,
+      "oos_sharpe": 1.5165,
       "model_path": "models/deepm_optionB_w8_evar.pt"
     },
     {
@@ -198,8 +198,8 @@
       "loss_fn": "sharpe",
       "n_train": 753,
       "n_oos": 348,
-      "oos_ann_return": 0.2725,
-      "oos_sharpe": 1.5634,
+      "oos_ann_return": 0.271,
+      "oos_sharpe": 1.5482,
       "model_path": "models/deepm_optionB_w8_sharpe.pt"
     }
   ],

models/scaler_optionB_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:adebcb95ebe35691119f87123954ea70180b45da2f7d5eb7b1d0af960380fbbd
+oid sha256:d3717f99969f30dda62bfd966a11045c17146f647c50e0c320aab1289b506321
 size 941