[auto] Update DeePM model weights and signals
Browse filesThis view is limited to 50 files because it contains too many changes. See raw diff
- models/deepm_optionA_best.pt +1 -1
- models/deepm_optionA_evar_best.pt +1 -1
- models/deepm_optionA_sharpe_best.pt +1 -1
- models/deepm_optionA_w1_evar.pt +1 -1
- models/deepm_optionA_w1_sharpe.pt +1 -1
- models/deepm_optionA_w2_evar.pt +1 -1
- models/deepm_optionA_w2_sharpe.pt +1 -1
- models/deepm_optionA_w3_evar.pt +1 -1
- models/deepm_optionA_w3_sharpe.pt +1 -1
- models/deepm_optionA_w4_evar.pt +1 -1
- models/deepm_optionA_w4_sharpe.pt +1 -1
- models/deepm_optionA_w5_evar.pt +1 -1
- models/deepm_optionA_w5_sharpe.pt +1 -1
- models/deepm_optionA_w6_evar.pt +1 -1
- models/deepm_optionA_w6_sharpe.pt +1 -1
- models/deepm_optionA_w7_evar.pt +1 -1
- models/deepm_optionA_w7_sharpe.pt +1 -1
- models/deepm_optionA_w8_evar.pt +1 -1
- models/deepm_optionA_w8_sharpe.pt +1 -1
- models/deepm_optionA_window_best.pt +1 -1
- models/deepm_optionB_best.pt +1 -1
- models/deepm_optionB_evar_best.pt +1 -1
- models/deepm_optionB_sharpe_best.pt +1 -1
- models/deepm_optionB_w1_evar.pt +1 -1
- models/deepm_optionB_w1_sharpe.pt +1 -1
- models/deepm_optionB_w2_evar.pt +1 -1
- models/deepm_optionB_w2_sharpe.pt +1 -1
- models/deepm_optionB_w3_evar.pt +1 -1
- models/deepm_optionB_w3_sharpe.pt +1 -1
- models/deepm_optionB_w4_evar.pt +1 -1
- models/deepm_optionB_w4_sharpe.pt +1 -1
- models/deepm_optionB_w5_evar.pt +1 -1
- models/deepm_optionB_w5_sharpe.pt +1 -1
- models/deepm_optionB_w6_evar.pt +1 -1
- models/deepm_optionB_w6_sharpe.pt +1 -1
- models/deepm_optionB_w7_evar.pt +1 -1
- models/deepm_optionB_w7_sharpe.pt +1 -1
- models/deepm_optionB_w8_evar.pt +1 -1
- models/deepm_optionB_w8_sharpe.pt +1 -1
- models/deepm_optionB_window_best.pt +1 -1
- models/latest_signals.json +67 -67
- models/meta_optionA.json +131 -163
- models/meta_optionA_window.json +38 -38
- models/meta_optionB.json +72 -132
- models/meta_optionB_window.json +38 -38
- models/scaler_optionA_window.pkl +1 -1
- models/scaler_optionB_window.pkl +1 -1
- models/signal_A.json +13 -13
- models/signal_A_window.json +15 -15
- models/signal_B.json +18 -18
models/deepm_optionA_best.pt
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models/meta_optionA_window.json
CHANGED
|
@@ -1,14 +1,14 @@
|
|
| 1 |
{
|
| 2 |
"option": "A",
|
| 3 |
-
"trained_at": "2026-03-
|
| 4 |
-
"elapsed_sec":
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| 5 |
"n_windows": 8,
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| 6 |
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"winning_window":
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"winning_train_start": "
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"winning_train_end": "2024-12-31",
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| 9 |
"winning_loss": "sharpe",
|
| 10 |
-
"oos_ann_return": 0.
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| 11 |
-
"oos_sharpe":
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| 12 |
"all_windows": [
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| 13 |
{
|
| 14 |
"window_id": 1,
|
|
@@ -18,8 +18,8 @@
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|
| 18 |
"loss_fn": "evar",
|
| 19 |
"n_train": 4218,
|
| 20 |
"n_oos": 305,
|
| 21 |
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"oos_ann_return": 0.
|
| 22 |
-
"oos_sharpe": 1.
|
| 23 |
"model_path": "models/deepm_optionA_w1_evar.pt"
|
| 24 |
},
|
| 25 |
{
|
|
@@ -30,8 +30,8 @@
|
|
| 30 |
"loss_fn": "sharpe",
|
| 31 |
"n_train": 4218,
|
| 32 |
"n_oos": 305,
|
| 33 |
-
"oos_ann_return": 0.
|
| 34 |
-
"oos_sharpe":
|
| 35 |
"model_path": "models/deepm_optionA_w1_sharpe.pt"
|
| 36 |
},
|
| 37 |
{
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|
@@ -42,8 +42,8 @@
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|
| 42 |
"loss_fn": "evar",
|
| 43 |
"n_train": 3774,
|
| 44 |
"n_oos": 305,
|
| 45 |
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"oos_ann_return": 0.
|
| 46 |
-
"oos_sharpe": 1.
|
| 47 |
"model_path": "models/deepm_optionA_w2_evar.pt"
|
| 48 |
},
|
| 49 |
{
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|
@@ -54,8 +54,8 @@
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|
| 54 |
"loss_fn": "sharpe",
|
| 55 |
"n_train": 3774,
|
| 56 |
"n_oos": 305,
|
| 57 |
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"oos_ann_return": 0.
|
| 58 |
-
"oos_sharpe":
|
| 59 |
"model_path": "models/deepm_optionA_w2_sharpe.pt"
|
| 60 |
},
|
| 61 |
{
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|
@@ -66,8 +66,8 @@
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|
| 66 |
"loss_fn": "evar",
|
| 67 |
"n_train": 3270,
|
| 68 |
"n_oos": 305,
|
| 69 |
-
"oos_ann_return": 0.
|
| 70 |
-
"oos_sharpe": 1.
|
| 71 |
"model_path": "models/deepm_optionA_w3_evar.pt"
|
| 72 |
},
|
| 73 |
{
|
|
@@ -78,8 +78,8 @@
|
|
| 78 |
"loss_fn": "sharpe",
|
| 79 |
"n_train": 3270,
|
| 80 |
"n_oos": 305,
|
| 81 |
-
"oos_ann_return": 0.
|
| 82 |
-
"oos_sharpe":
|
| 83 |
"model_path": "models/deepm_optionA_w3_sharpe.pt"
|
| 84 |
},
|
| 85 |
{
|
|
@@ -90,8 +90,8 @@
|
|
| 90 |
"loss_fn": "evar",
|
| 91 |
"n_train": 2768,
|
| 92 |
"n_oos": 305,
|
| 93 |
-
"oos_ann_return": 0.
|
| 94 |
-
"oos_sharpe": 1.
|
| 95 |
"model_path": "models/deepm_optionA_w4_evar.pt"
|
| 96 |
},
|
| 97 |
{
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|
@@ -102,8 +102,8 @@
|
|
| 102 |
"loss_fn": "sharpe",
|
| 103 |
"n_train": 2768,
|
| 104 |
"n_oos": 305,
|
| 105 |
-
"oos_ann_return": 0.
|
| 106 |
-
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|
| 107 |
"model_path": "models/deepm_optionA_w4_sharpe.pt"
|
| 108 |
},
|
| 109 |
{
|
|
@@ -114,8 +114,8 @@
|
|
| 114 |
"loss_fn": "evar",
|
| 115 |
"n_train": 2264,
|
| 116 |
"n_oos": 305,
|
| 117 |
-
"oos_ann_return": 0.
|
| 118 |
-
"oos_sharpe": 1.
|
| 119 |
"model_path": "models/deepm_optionA_w5_evar.pt"
|
| 120 |
},
|
| 121 |
{
|
|
@@ -126,8 +126,8 @@
|
|
| 126 |
"loss_fn": "sharpe",
|
| 127 |
"n_train": 2264,
|
| 128 |
"n_oos": 305,
|
| 129 |
-
"oos_ann_return": 0.
|
| 130 |
-
"oos_sharpe": 1.
|
| 131 |
"model_path": "models/deepm_optionA_w5_sharpe.pt"
|
| 132 |
},
|
| 133 |
{
|
|
@@ -138,8 +138,8 @@
|
|
| 138 |
"loss_fn": "evar",
|
| 139 |
"n_train": 1761,
|
| 140 |
"n_oos": 305,
|
| 141 |
-
"oos_ann_return": 0.
|
| 142 |
-
"oos_sharpe": 1.
|
| 143 |
"model_path": "models/deepm_optionA_w6_evar.pt"
|
| 144 |
},
|
| 145 |
{
|
|
@@ -150,8 +150,8 @@
|
|
| 150 |
"loss_fn": "sharpe",
|
| 151 |
"n_train": 1761,
|
| 152 |
"n_oos": 305,
|
| 153 |
-
"oos_ann_return": 0.
|
| 154 |
-
"oos_sharpe": 1.
|
| 155 |
"model_path": "models/deepm_optionA_w6_sharpe.pt"
|
| 156 |
},
|
| 157 |
{
|
|
@@ -162,8 +162,8 @@
|
|
| 162 |
"loss_fn": "evar",
|
| 163 |
"n_train": 1258,
|
| 164 |
"n_oos": 305,
|
| 165 |
-
"oos_ann_return": 0.
|
| 166 |
-
"oos_sharpe": 1.
|
| 167 |
"model_path": "models/deepm_optionA_w7_evar.pt"
|
| 168 |
},
|
| 169 |
{
|
|
@@ -174,8 +174,8 @@
|
|
| 174 |
"loss_fn": "sharpe",
|
| 175 |
"n_train": 1258,
|
| 176 |
"n_oos": 305,
|
| 177 |
-
"oos_ann_return": 0.
|
| 178 |
-
"oos_sharpe":
|
| 179 |
"model_path": "models/deepm_optionA_w7_sharpe.pt"
|
| 180 |
},
|
| 181 |
{
|
|
@@ -186,8 +186,8 @@
|
|
| 186 |
"loss_fn": "evar",
|
| 187 |
"n_train": 753,
|
| 188 |
"n_oos": 305,
|
| 189 |
-
"oos_ann_return": 0.
|
| 190 |
-
"oos_sharpe": 1.
|
| 191 |
"model_path": "models/deepm_optionA_w8_evar.pt"
|
| 192 |
},
|
| 193 |
{
|
|
@@ -198,8 +198,8 @@
|
|
| 198 |
"loss_fn": "sharpe",
|
| 199 |
"n_train": 753,
|
| 200 |
"n_oos": 305,
|
| 201 |
-
"oos_ann_return": 0.
|
| 202 |
-
"oos_sharpe": 1.
|
| 203 |
"model_path": "models/deepm_optionA_w8_sharpe.pt"
|
| 204 |
}
|
| 205 |
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|
|
|
|
| 1 |
{
|
| 2 |
"option": "A",
|
| 3 |
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"trained_at": "2026-03-26T00:36:30.420509",
|
| 4 |
+
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|
| 5 |
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|
| 6 |
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|
| 7 |
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"winning_train_start": "2022-01-01",
|
| 8 |
"winning_train_end": "2024-12-31",
|
| 9 |
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|
| 10 |
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"oos_ann_return": 0.3874,
|
| 11 |
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|
| 12 |
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|
| 13 |
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| 14 |
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|
|
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|
| 18 |
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|
| 19 |
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|
| 20 |
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|
| 21 |
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|
| 22 |
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|
| 23 |
"model_path": "models/deepm_optionA_w1_evar.pt"
|
| 24 |
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|
| 25 |
{
|
|
|
|
| 30 |
"loss_fn": "sharpe",
|
| 31 |
"n_train": 4218,
|
| 32 |
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|
| 33 |
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|
| 34 |
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| 42 |
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| 114 |
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| 126 |
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|
| 150 |
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| 162 |
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| 163 |
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|
| 168 |
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| 169 |
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|
| 174 |
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| 175 |
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| 180 |
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| 181 |
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|
| 186 |
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| 188 |
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| 191 |
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| 198 |
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models/meta_optionB.json
CHANGED
|
@@ -1,7 +1,7 @@
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|
| 1 |
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|
| 2 |
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models/meta_optionB_window.json
CHANGED
|
@@ -1,14 +1,14 @@
|
|
| 1 |
{
|
| 2 |
"option": "B",
|
| 3 |
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| 4 |
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@@ -18,8 +18,8 @@
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| 18 |
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| 19 |
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| 24 |
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@@ -30,8 +30,8 @@
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| 30 |
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| 31 |
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| 36 |
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| 37 |
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@@ -42,8 +42,8 @@
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| 42 |
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| 43 |
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| 45 |
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| 46 |
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| 47 |
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|
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|
| 49 |
{
|
|
@@ -54,8 +54,8 @@
|
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| 54 |
"loss_fn": "sharpe",
|
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|
| 58 |
-
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|
| 59 |
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|
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|
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{
|
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@@ -66,8 +66,8 @@
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"loss_fn": "evar",
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|
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{
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@@ -78,8 +78,8 @@
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"loss_fn": "sharpe",
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"n_train": 3270,
|
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|
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|
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|
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{
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@@ -90,8 +90,8 @@
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"loss_fn": "evar",
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|
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|
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{
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@@ -102,8 +102,8 @@
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"loss_fn": "sharpe",
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|
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|
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|
| 107 |
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|
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{
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@@ -114,8 +114,8 @@
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| 114 |
"loss_fn": "evar",
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|
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|
| 117 |
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|
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-
"oos_sharpe":
|
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|
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{
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@@ -126,8 +126,8 @@
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"loss_fn": "sharpe",
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|
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|
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|
| 130 |
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|
| 131 |
"model_path": "models/deepm_optionB_w5_sharpe.pt"
|
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{
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@@ -138,8 +138,8 @@
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"loss_fn": "evar",
|
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|
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|
| 141 |
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|
| 142 |
-
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|
| 143 |
"model_path": "models/deepm_optionB_w6_evar.pt"
|
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|
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{
|
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@@ -150,8 +150,8 @@
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"loss_fn": "sharpe",
|
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|
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|
| 153 |
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| 154 |
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"oos_sharpe":
|
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|
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|
| 157 |
{
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|
@@ -162,8 +162,8 @@
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|
| 162 |
"loss_fn": "evar",
|
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"n_train": 1258,
|
| 164 |
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|
| 165 |
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|
| 166 |
-
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|
| 167 |
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|
| 168 |
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|
| 169 |
{
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|
@@ -174,8 +174,8 @@
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|
| 174 |
"loss_fn": "sharpe",
|
| 175 |
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|
| 176 |
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|
| 177 |
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|
| 178 |
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|
| 179 |
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|
| 180 |
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|
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{
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|
@@ -186,8 +186,8 @@
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|
| 186 |
"loss_fn": "evar",
|
| 187 |
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|
| 188 |
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|
| 189 |
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|
| 190 |
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|
| 191 |
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|
| 192 |
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|
| 193 |
{
|
|
@@ -198,8 +198,8 @@
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|
| 198 |
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|
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|
| 200 |
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|
| 201 |
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|
| 202 |
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|
| 203 |
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|
| 204 |
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|
| 205 |
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|
|
|
|
| 1 |
{
|
| 2 |
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|
| 3 |
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|
| 4 |
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|
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| 7 |
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|
| 8 |
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| 10 |
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| 23 |
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|
| 24 |
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| 25 |
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|
| 30 |
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|
| 31 |
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|
| 32 |
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| 35 |
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|
| 36 |
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| 37 |
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|
| 42 |
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|
| 43 |
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| 44 |
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|
| 48 |
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|
| 49 |
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|
| 54 |
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|
| 66 |
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| 78 |
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| 85 |
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| 90 |
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| 114 |
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| 120 |
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| 126 |
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| 138 |
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| 144 |
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| 145 |
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|
| 150 |
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| 151 |
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| 154 |
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| 155 |
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|
| 156 |
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|
| 157 |
{
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|
| 162 |
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|
| 163 |
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|
| 164 |
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|
| 165 |
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|
| 166 |
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|
| 167 |
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|
| 168 |
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|
| 169 |
{
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|
| 174 |
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|
| 175 |
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|
| 177 |
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|
| 178 |
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|
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| 186 |
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|
| 190 |
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|
| 192 |
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| 193 |
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|
| 198 |
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| 199 |
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|
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|
| 204 |
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models/scaler_optionA_window.pkl
CHANGED
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@@ -1,3 +1,3 @@
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| 1 |
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models/scaler_optionB_window.pkl
CHANGED
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@@ -1,3 +1,3 @@
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models/signal_A.json
CHANGED
|
@@ -4,18 +4,18 @@
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|
| 4 |
"option_name": "Fixed Income / Alts",
|
| 5 |
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|
| 6 |
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|
@@ -24,9 +24,9 @@
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| 24 |
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|
| 25 |
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|
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| 28 |
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|
| 32 |
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|
| 4 |
"option_name": "Fixed Income / Alts",
|
| 5 |
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|
| 6 |
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|
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| 24 |
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|
| 25 |
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| 27 |
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| 28 |
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|
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|
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|
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models/signal_A_window.json
CHANGED
|
@@ -4,18 +4,18 @@
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|
| 4 |
"option_name": "Fixed Income / Alts",
|
| 5 |
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|
| 6 |
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|
@@ -24,11 +24,11 @@
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|
| 24 |
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|
| 25 |
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|
| 26 |
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|
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| 28 |
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|
| 4 |
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| 5 |
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| 20 |
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| 24 |
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| 28 |
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| 29 |
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|
| 30 |
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| 31 |
"winning_loss": "sharpe",
|
| 32 |
+
"oos_ann_return": 0.3874,
|
| 33 |
+
"oos_sharpe": 1.6528
|
| 34 |
}
|
models/signal_B.json
CHANGED
|
@@ -4,22 +4,22 @@
|
|
| 4 |
"option_name": "Equity Sectors",
|
| 5 |
"signal_date": "2026-03-24",
|
| 6 |
"last_data_date": "2026-03-23",
|
| 7 |
-
"generated_at": "2026-03-
|
| 8 |
-
"pick": "
|
| 9 |
-
"conviction": 0.
|
| 10 |
"weights": {
|
| 11 |
-
"SPY": 0.
|
| 12 |
-
"QQQ": 0.
|
| 13 |
-
"XLK": 0.
|
| 14 |
-
"XLF": 0.
|
| 15 |
-
"XLE": 0.
|
| 16 |
-
"XLV": 0.
|
| 17 |
-
"XLI": 0.
|
| 18 |
-
"XLY": 0.
|
| 19 |
-
"XLP": 0.
|
| 20 |
-
"XLU": 0.
|
| 21 |
-
"GDX": 0.
|
| 22 |
-
"XME": 0.
|
| 23 |
},
|
| 24 |
"regime_context": {
|
| 25 |
"VIX": 26.78,
|
|
@@ -28,9 +28,9 @@
|
|
| 28 |
"USD_INDEX": 120.28
|
| 29 |
},
|
| 30 |
"macro_stress": 1.841,
|
| 31 |
-
"trained_at": "2026-03-
|
| 32 |
"winning_loss": "sharpe",
|
| 33 |
-
"test_sharpe": 1.
|
| 34 |
-
"test_ann_return": 0.
|
| 35 |
"model_n_params": 130136
|
| 36 |
}
|
|
|
|
| 4 |
"option_name": "Equity Sectors",
|
| 5 |
"signal_date": "2026-03-24",
|
| 6 |
"last_data_date": "2026-03-23",
|
| 7 |
+
"generated_at": "2026-03-26T01:33:22.842060",
|
| 8 |
+
"pick": "XLK",
|
| 9 |
+
"conviction": 0.1277,
|
| 10 |
"weights": {
|
| 11 |
+
"SPY": 0.1108,
|
| 12 |
+
"QQQ": 0.0946,
|
| 13 |
+
"XLK": 0.1277,
|
| 14 |
+
"XLF": 0.0659,
|
| 15 |
+
"XLE": 0.0647,
|
| 16 |
+
"XLV": 0.102,
|
| 17 |
+
"XLI": 0.0687,
|
| 18 |
+
"XLY": 0.0808,
|
| 19 |
+
"XLP": 0.0717,
|
| 20 |
+
"XLU": 0.1218,
|
| 21 |
+
"GDX": 0.0506,
|
| 22 |
+
"XME": 0.0408
|
| 23 |
},
|
| 24 |
"regime_context": {
|
| 25 |
"VIX": 26.78,
|
|
|
|
| 28 |
"USD_INDEX": 120.28
|
| 29 |
},
|
| 30 |
"macro_stress": 1.841,
|
| 31 |
+
"trained_at": "2026-03-26T00:05:18.046578",
|
| 32 |
"winning_loss": "sharpe",
|
| 33 |
+
"test_sharpe": 1.3155,
|
| 34 |
+
"test_ann_return": 0.1812,
|
| 35 |
"model_n_params": 130136
|
| 36 |
}
|