[auto] Update DeePM model weights and signals

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models/deepm_optionB_best.pt

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   "config": {
@@ -155,5 +155,6 @@
     "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": "2026-03-26T07:56:29.298539",
-  "elapsed_sec": 1648.1,
+  "trained_at": "2026-03-26T10:11:05.609644",
+  "elapsed_sec": 1716.1,
   "n_windows": 8,
-  "winning_window": 1,
-  "winning_train_start": "2008-01-01",
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   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
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+  "oos_sharpe": 1.8994,
   "all_windows": [
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@@ -30,8 +30,8 @@
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       "n_oos": 305,
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-      "oos_sharpe": 1.8336,
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       "model_path": "models/deepm_optionA_w1_sharpe.pt"
     },
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@@ -42,8 +42,8 @@
       "loss_fn": "evar",
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       "n_oos": 305,
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-      "oos_sharpe": 1.7417,
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       "model_path": "models/deepm_optionA_w2_evar.pt"
     },
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@@ -54,8 +54,8 @@
       "loss_fn": "sharpe",
       "n_train": 3774,
       "n_oos": 305,
-      "oos_ann_return": 0.2679,
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@@ -67,7 +67,7 @@
       "n_train": 3270,
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       "oos_ann_return": 0.0675,
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       "model_path": "models/deepm_optionA_w3_evar.pt"
     },
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@@ -78,8 +78,8 @@
       "loss_fn": "sharpe",
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+      "oos_sharpe": 1.4618,
       "model_path": "models/deepm_optionA_w3_sharpe.pt"
     },
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@@ -90,8 +90,8 @@
       "loss_fn": "evar",
       "n_train": 2768,
       "n_oos": 305,
-      "oos_ann_return": 0.0684,
-      "oos_sharpe": 1.4311,
+      "oos_ann_return": 0.0694,
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       "model_path": "models/deepm_optionA_w4_evar.pt"
     },
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@@ -102,8 +102,8 @@
       "loss_fn": "sharpe",
       "n_train": 2768,
       "n_oos": 305,
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@@ -114,8 +114,8 @@
       "loss_fn": "evar",
       "n_train": 2264,
       "n_oos": 305,
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-      "oos_sharpe": 1.3606,
+      "oos_ann_return": 0.0693,
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       "model_path": "models/deepm_optionA_w5_evar.pt"
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       "loss_fn": "sharpe",
       "n_train": 2264,
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       "model_path": "models/deepm_optionA_w5_sharpe.pt"
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-      "oos_sharpe": 1.9073,
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       "n_oos": 305,
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       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
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models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-03-26T07:28:58.636094",
-  "elapsed_sec": 157.4,
+  "trained_at": "2026-03-26T09:42:26.958585",
+  "elapsed_sec": 331.7,
   "n_params": 130136,
   "n_assets": 12,
   "tickers": [
@@ -23,12 +23,12 @@
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   "lookback": 60,
   "loss_fn": "sharpe",
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-  "test_loss": -1.535841,
-  "test_sharpe": 1.2553,
-  "test_ann_return": 0.1751,
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+  "best_val_sharpe": 0.7148,
+  "best_val_ann_return": 0.1956,
+  "test_loss": -1.208421,
+  "test_sharpe": 1.2818,
+  "test_ann_return": 0.3186,
   "splits": {
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     "n_val": 678,
@@ -40,76 +40,148 @@
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   "config": {
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-  }
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 }

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-03-26T08:48:43.964470",
-  "elapsed_sec": 3134.7,
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   "winning_loss": "sharpe",
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@@ -18,8 +18,8 @@
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models/scaler_optionA_window.pkl

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models/scaler_optionB_window.pkl

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