[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:ed23ff4e188ad146b4a41b6fae8fffab3b35a9b841fdd523ab49691b40f82b3c
+oid sha256:ce5585daa24b110216c6b87b277ec543b9762e0cb812e34a322f175d89cc99d5
 size 532854

models/deepm_optionA_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:46615958f8cbe0ce4f009bd5e93d5d5c3270b3b02a79b4dcd40921d8c6d693a8
+oid sha256:2821fb2e18aac852b9b9bfffcf6b753a7150f4649edf2fdba97380c3a00586e9
 size 532766

models/deepm_optionA_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:ed23ff4e188ad146b4a41b6fae8fffab3b35a9b841fdd523ab49691b40f82b3c
+oid sha256:ce5585daa24b110216c6b87b277ec543b9762e0cb812e34a322f175d89cc99d5
 size 532854

models/deepm_optionA_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e0884de477cb92bdc270118616d1268e9090e639d3033e8a987538342adb599c
+oid sha256:4aa2e19eff6ab3fa44bcb0765ebfafc63c23a9eaee024c55beea291dfe93d971
 size 532614

models/deepm_optionA_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:fb8b5d7b9a506f59db0dd00e980b826665258ce163ad017567903faf54cc72c7
+oid sha256:dcb43a9082e224278f41a78d6ee5a9fa4badc99d038f15e9270e034151ca0ea1
 size 532766

models/deepm_optionA_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:27ab2b128c8236dfc99d92439f2c1f8f2a8c7bc7c5bf603fb4c3d4c16b7319ac
+oid sha256:a0c3f44f215273b9e75706ca7859d2782129d0a36b6b9bb75ebb7ed02d90c6ba
 size 532614

models/deepm_optionA_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0f5ff2d3fb93035233ed27b9a638d2437933bbd81c6ff2b712f3acaa6e5fc874
+oid sha256:59b664486ff465951f3d5820ac7decefe0ffd8e47cc73c60ebc0070f673f1065
 size 532766

models/deepm_optionA_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:b386b1405bcf8c5ea0fa38f1d8f4828105c43bee1c4ba3e28827dc6693a76d0f
+oid sha256:1374fbc2934ee9c1c470a0efdc5fe03327c8d71c2ef4b4e9b4f847267ab1042a
 size 532614

models/deepm_optionA_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:adbd86b68eaa3f17c9f053f07a17a805f4b8861a58b6482578927b66a718b241
+oid sha256:a614f528da40d55519b4f0f5f68c3c37bdbb59a9719b5a204bd317e9c5ffe6b0
 size 532766

models/deepm_optionA_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:03884f591d37e1acaa8fcc9fd792d939a8e28a77abda1819712d241a0c62c987
+oid sha256:c33384992e8af57e7c619fe9e53c14b6f59a98b95a00ac8fa43be9739f7dda18
 size 532614

models/deepm_optionA_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:feae90c017e5181780f5c661dc73fade658a7ce743b5722bb160cd4bfbd468fa
+oid sha256:87722334052d01bcb8c821bd87fbd9d3dbd1cbf85e5c30ca8716b28f234d03ab
 size 532766

models/deepm_optionA_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:4bd4e73c98391c208e15a67cd3078baf96b48136c076d88a9f3c509fe4d722ed
+oid sha256:5f6762671735c2d086519f0be5109a984ff1bd11345e29f4b7a2d69c4fced728
 size 532614

models/deepm_optionA_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:4867f037231ba1b7a593b299b2e11103e28451625cd8b3bcdfdebf456b1a52f2
+oid sha256:b06fd6a3238055a316a7900eac88bd73db3f0e460700b80d211064d70691ca4f
 size 532766

models/deepm_optionA_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:c3c42c8e5cd15ef20242746930e74a9faa58827a906b19c10113a0bc52f798a7
+oid sha256:e2f53dbd714f59482a1ee54f1bcc94bec9e48efde84ea118aa6fd1774d73a736
 size 532614

models/deepm_optionA_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:ff755d7607cf1fe5f7a1d432b916446a3d6ef193d9be9e4ed02a268145556a23
+oid sha256:057755bef356cecb5d8fb5232ceb3a46de66a6e460de0e2a9576dbec28a6e8f5
 size 532766

models/deepm_optionA_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:2a2fab5d9d0391d140147527ededd6f05824c35ff6e0a1375927e0d192af0fcc
+oid sha256:30e611db40d9d5c4a0c983a15ec529d9edb6c53bc80a7fe528dcdba713f8e83c
 size 532614

models/deepm_optionA_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:8c49e9866b033d488698748ea8679a75712200cecb51fc9503bb5b93ec59c269
+oid sha256:b00e0f7dcb7f04e0b6304d1f11419dccd0d2490dae255eaacc7bbb45a158a10d
 size 532766

models/deepm_optionA_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:6f5e855fa19fb151e877f18cdd75487f5ab3fbebbfc21ea68f9c8ec4b0047870
+oid sha256:2734c80e38a70f8ab5fe8584f6894623b43731178240bee5e94b112668eb125b
 size 532614

models/deepm_optionA_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0043a93c2ccfc0a0b24b76640d825b7e1cb3460787f6175ecd9b4c4315b0c8de
+oid sha256:0d42f7f94d7d430fdcfaa16797fac8cbbb23785a0933f440fac5b5585cb17879
 size 532766

models/deepm_optionA_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0043a93c2ccfc0a0b24b76640d825b7e1cb3460787f6175ecd9b4c4315b0c8de
+oid sha256:59b664486ff465951f3d5820ac7decefe0ffd8e47cc73c60ebc0070f673f1065
 size 532766

models/deepm_optionB_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:10ecf36d241a6592f3135924fc06370d3cbd1ae60aab1c360662ab87dcd37b9b
-size 536054
+oid sha256:a7a0761b30ed028247dec944d04ee8b56f46c9a084ac5c0a35584494c4028050
+size 536478

models/deepm_optionB_evar_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:4e765ecdc91b0cef4c36d86b346f73130bcdde27328f64f0ffbe8a31adb40eda
-size 535966
+oid sha256:a7a0761b30ed028247dec944d04ee8b56f46c9a084ac5c0a35584494c4028050
+size 536478

models/deepm_optionB_sharpe_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:10ecf36d241a6592f3135924fc06370d3cbd1ae60aab1c360662ab87dcd37b9b
-size 536054
+oid sha256:478582b648df4a2f82debbb8836bc4cbae89da525c6c4a17b9c678bec98f2458
+size 536566

models/deepm_optionB_w1_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:f765ed104253422853fb51bfcc2a89db8bfd4fa8c9434223789782d494f634b2
-size 535814
+oid sha256:41b33f2a364e9b5ef4b932d0c4bd7da680e33f762b24b8736d6cf7e30f8df6eb
+size 536326

models/deepm_optionB_w1_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:aa5469afe03ecc38861cef95f2a387c4ab247e761e7b1b1d960ea3c9894c624c
-size 535966
+oid sha256:c792a385dcb170a70530c59319b1a2a4192a2012ab8718a794215d84f861a1ec
+size 536478

models/deepm_optionB_w2_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:431dc43bf71d8a97d28e83f8af38f33145d12ff8a10dc9419bc6f6aa79a46bfd
-size 535814
+oid sha256:47f581595b72599b8f7ed0d661c1d445fcfa2182e666cbf9ac7f3f46fa33cd23
+size 536326

models/deepm_optionB_w2_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:413a77cf2d439b31914fe972b92291a03d731c78a704b928d13402ca93b6281c
-size 535966
+oid sha256:3c13f37ea168ada7ed951b809a79684c0356c71c1f1b81be755ab3f8df9b567e
+size 536478

models/deepm_optionB_w3_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:0429784c2ae4bf3fd6912f9f1f4ff4a6b261f83c54ffd52b4c759ca5fe6c6590
-size 535814
+oid sha256:0afdd8db9a2694e587d40ce23bb30dd8aafe58d51210a4acbfd939a98be27cec
+size 536326

models/deepm_optionB_w3_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:48486aea482218458011eeefaa4be45c7a4879afa57a28e8f10515107fd1bfb5
-size 535966
+oid sha256:482d5a924b8588102ce54c53a78893ef6ebc547915f8f09c8b8fb66badb34411
+size 536478

models/deepm_optionB_w4_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:63bec45353443032ab9193112686e9ef658e5b17d8096f33ab80747a1db0abca
-size 535814
+oid sha256:508f61c9e57859ca10406eeccef48b19a490015c40566913bd8d474ae5ee7577
+size 536326

models/deepm_optionB_w4_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:1761e18a2f20646965f76ba8efebea5c0604bf43835585b91571c488f63fe631
-size 535966
+oid sha256:d2c284b6179864ccc5591d1282df54ec00a5db547fe8388c5a4bef320f4fec91
+size 536478

models/deepm_optionB_w5_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:5e57de9968d65b1194125669ee4524d2b8ac916cad9695e7e0368d68ad265137
-size 535814
+oid sha256:cceac10434b5f199519dbfe0818f68a28fee52866e18e9216b14fe0591c8beac
+size 536326

models/deepm_optionB_w5_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3c69b80a73ee498379626373f695f368ec123ed81053a67a3b5283925792dede
-size 535966
+oid sha256:30975003e3f6bd05c876aa8ae23cf001cf857c88b7eed5f65f336aced4d063f1
+size 536478

models/deepm_optionB_w6_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:30015cec218d2b25dad9046de7a6eff89c9399ce628d988694634c22cb9eee8e
-size 535814
+oid sha256:51d99a883294b9dd9c67a66b6d831e1083419be4e8a741bb733af976f219241e
+size 536326

models/deepm_optionB_w6_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:9e62f3697242e3e289e870e0876377fbb9e01fa09bec69d007e13c81279023ba
-size 535966
+oid sha256:44dc6a03c63fe98739fc735a0c2f2928b0f6c181165b1ac2d02c3d4d7339e4e9
+size 536478

models/deepm_optionB_w7_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:d5559e8884839383633e7a12a789e4832688c4a84b85bc27c1f989f418f0ca9c
-size 535814
+oid sha256:7790d2751468b27f29878bf9ff10e9e0a91dbd35f3eec8785d0980598d375eb7
+size 536326

models/deepm_optionB_w7_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:e0407af000dd6b8af2eb2a331bb92fc7b9dfdd41bc2d191ed12fecfde7b505f6
-size 535966
+oid sha256:5027d82bc7a3017bfa14bd8ba3f224ee9c898edd05f8bf00add3b1b3e61c5534
+size 536478

models/deepm_optionB_w8_evar.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3d3683f356a3ee303876b13f1adab5a76de2515288995298330e601074aafb98
-size 535814
+oid sha256:86ae9ca87afa599dc83b9c120d29d8594bb60d22c4ff0a99af70d6a25ef4fede
+size 536326

models/deepm_optionB_w8_sharpe.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:b104952b76f24122b8353c7df57b37a744b946450fc19e6178fb795f1c441167
-size 535966
+oid sha256:1d9e08e753e48cc93dc542608d973a9960ff1768f11c8efc29ddffc269539201
+size 536478

models/deepm_optionB_window_best.pt

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:9e62f3697242e3e289e870e0876377fbb9e01fa09bec69d007e13c81279023ba
-size 535966
+oid sha256:482d5a924b8588102ce54c53a78893ef6ebc547915f8f09c8b8fb66badb34411
+size 536478

models/meta_optionA.json

@@ -1,7 +1,7 @@
 {
   "option": "A",
-  "trained_at": "2026-04-13T23:24:14.528000",
-  "elapsed_sec": 160.1,
+  "trained_at": "2026-04-14T23:26:12.132200",
+  "elapsed_sec": 150.3,
   "n_params": 129616,
   "n_assets": 8,
   "tickers": [
@@ -19,12 +19,12 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -1.069249,
-  "best_val_sharpe": 0.5484,
-  "best_val_ann_return": 0.0841,
-  "test_loss": -1.58469,
-  "test_sharpe": 1.4225,
-  "test_ann_return": 0.142,
+  "best_val_loss": -1.010376,
+  "best_val_sharpe": 0.811,
+  "best_val_ann_return": 0.1333,
+  "test_loss": -1.693625,
+  "test_sharpe": 1.6349,
+  "test_ann_return": 0.3115,
   "splits": {
     "n_train": 3175,
     "n_val": 680,
@@ -36,120 +36,100 @@
   },
   "history": {
     "train_loss": [
-      -0.906469,
-      -1.403307,
-      -1.561113,
-      -1.84473,
-      -1.948882,
-      -2.095448,
-      -2.275844,
-      -2.413046,
-      -2.426762,
-      -2.553124,
-      -2.727207,
-      -2.800418,
-      -2.86989,
-      -2.816808,
-      -2.658524,
-      -3.262399,
-      -3.027491,
-      -3.371269,
-      -3.220118,
-      -3.899221,
-      -3.985789,
-      -4.136495,
-      -4.09372,
-      -4.284491,
-      -4.35884,
-      -4.554233,
-      -4.744357
+      -0.930648,
+      -1.373626,
+      -1.513425,
+      -1.689752,
+      -1.936578,
+      -2.147305,
+      -2.338644,
+      -2.340786,
+      -2.547234,
+      -2.538686,
+      -2.541628,
+      -2.714908,
+      -3.077961,
+      -3.193339,
+      -3.206195,
+      -3.495195,
+      -3.57324,
+      -3.786491,
+      -3.944974,
+      -3.972426,
+      -4.234463,
+      -4.213358
     ],
     "val_loss": [
-      -0.211086,
-      -0.111971,
-      -0.405806,
-      -0.607853,
-      -0.872597,
-      -0.578248,
-      -0.754664,
-      -0.878143,
-      -0.891007,
-      -0.500473,
-      -0.22425,
-      -1.069249,
-      -0.765973,
-      -0.810813,
-      -0.450203,
-      -0.512224,
-      -0.621253,
-      -0.181917,
-      -0.509086,
-      -0.484159,
-      -0.634632,
-      -0.708284,
-      -0.809717,
-      -0.84924,
-      -0.832638,
-      -0.644122,
-      -0.900272
+      -0.185194,
+      -0.186608,
+      -0.182888,
+      -0.225711,
+      -0.329115,
+      -0.62717,
+      -1.010376,
+      -0.72843,
+      -0.26763,
+      -0.430043,
+      -0.456371,
+      -0.634968,
+      -0.399524,
+      -0.536157,
+      -0.614482,
+      -0.576485,
+      -0.548924,
+      -0.749101,
+      -0.651727,
+      -0.496392,
+      -0.564753,
+      -0.442155
     ],
     "val_sharpe": [
-      -0.0817,
-      -0.1795,
-      0.0054,
-      0.0746,
-      0.2,
-      0.0721,
-      0.221,
-      0.4625,
-      0.4242,
-      0.0932,
-      0.0097,
-      0.5484,
-      0.3973,
-      0.4522,
-      0.031,
-      0.1228,
-      0.1526,
-      -0.0088,
-      -0.0035,
-      0.004,
-      0.1432,
-      0.1605,
-      0.2724,
-      0.2863,
-      0.3207,
-      0.1685,
-      0.4316
+      -0.0897,
+      -0.1257,
+      -0.1219,
+      -0.0581,
+      -0.0039,
+      0.0781,
+      0.811,
+      0.2059,
+      0.0573,
+      0.1819,
+      0.2607,
+      0.2382,
+      0.1217,
+      0.1788,
+      0.1915,
+      0.1423,
+      0.1434,
+      0.2998,
+      0.1948,
+      0.0955,
+      0.1148,
+      0.0445
     ],
     "val_ann_return": [
-      -0.0076,
-      -0.0164,
-      0.0005,
-      0.0082,
-      0.0259,
-      0.0086,
-      0.0291,
-      0.0671,
-      0.0591,
-      0.0111,
-      0.0011,
-      0.0841,
-      0.0606,
-      0.0672,
-      0.0038,
-      0.0165,
-      0.0223,
-      -0.0011,
-      -0.0005,
-      0.0006,
-      0.0198,
-      0.023,
-      0.0383,
-      0.0428,
-      0.0476,
-      0.0238,
-      0.0644
+      -0.0083,
+      -0.0119,
+      -0.0112,
+      -0.0055,
+      -0.0004,
+      0.0091,
+      0.1333,
+      0.0232,
+      0.0059,
+      0.0189,
+      0.0256,
+      0.0269,
+      0.0133,
+      0.0204,
+      0.0227,
+      0.0174,
+      0.0172,
+      0.0393,
+      0.0245,
+      0.0114,
+      0.0143,
+      0.0055
     ]
   },
   "config": {

models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
-  "trained_at": "2026-04-13T23:56:05.128190",
-  "elapsed_sec": 1600.8,
+  "trained_at": "2026-04-15T00:09:26.514992",
+  "elapsed_sec": 1734.3,
   "n_windows": 8,
-  "winning_window": 8,
-  "winning_train_start": "2022-01-01",
+  "winning_window": 2,
+  "winning_train_start": "2010-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.3733,
-  "oos_sharpe": 2.6979,
+  "oos_ann_return": 0.5135,
+  "oos_sharpe": 2.0793,
   "all_windows": [
     {
       "window_id": 1,
@@ -18,8 +18,8 @@
       "loss_fn": "evar",
       "n_train": 4218,
       "n_oos": 319,
-      "oos_ann_return": 0.0729,
-      "oos_sharpe": 1.4561,
+      "oos_ann_return": 0.0737,
+      "oos_sharpe": 1.4748,
       "model_path": "models/deepm_optionA_w1_evar.pt"
     },
     {
@@ -30,8 +30,8 @@
       "loss_fn": "sharpe",
       "n_train": 4218,
       "n_oos": 319,
-      "oos_ann_return": 0.2622,
-      "oos_sharpe": 2.2268,
+      "oos_ann_return": 0.2705,
+      "oos_sharpe": 2.3911,
       "model_path": "models/deepm_optionA_w1_sharpe.pt"
     },
     {
@@ -42,8 +42,8 @@
       "loss_fn": "evar",
       "n_train": 3774,
       "n_oos": 319,
-      "oos_ann_return": 0.0729,
-      "oos_sharpe": 1.4561,
+      "oos_ann_return": 0.0904,
+      "oos_sharpe": 1.9311,
       "model_path": "models/deepm_optionA_w2_evar.pt"
     },
     {
@@ -54,8 +54,8 @@
       "loss_fn": "sharpe",
       "n_train": 3774,
       "n_oos": 319,
-      "oos_ann_return": 0.2959,
-      "oos_sharpe": 2.7575,
+      "oos_ann_return": 0.5135,
+      "oos_sharpe": 2.0793,
       "model_path": "models/deepm_optionA_w2_sharpe.pt"
     },
     {
@@ -66,8 +66,8 @@
       "loss_fn": "evar",
       "n_train": 3270,
       "n_oos": 319,
-      "oos_ann_return": 0.08,
-      "oos_sharpe": 1.7896,
+      "oos_ann_return": 0.0908,
+      "oos_sharpe": 1.9206,
       "model_path": "models/deepm_optionA_w3_evar.pt"
     },
     {
@@ -78,8 +78,8 @@
       "loss_fn": "sharpe",
       "n_train": 3270,
       "n_oos": 319,
-      "oos_ann_return": 0.2668,
-      "oos_sharpe": 1.9725,
+      "oos_ann_return": 0.1712,
+      "oos_sharpe": 1.8948,
       "model_path": "models/deepm_optionA_w3_sharpe.pt"
     },
     {
@@ -90,8 +90,8 @@
       "loss_fn": "evar",
       "n_train": 2768,
       "n_oos": 319,
-      "oos_ann_return": 0.0925,
-      "oos_sharpe": 1.9426,
+      "oos_ann_return": 0.0823,
+      "oos_sharpe": 1.6722,
       "model_path": "models/deepm_optionA_w4_evar.pt"
     },
     {
@@ -102,8 +102,8 @@
       "loss_fn": "sharpe",
       "n_train": 2768,
       "n_oos": 319,
-      "oos_ann_return": 0.1807,
-      "oos_sharpe": 1.2598,
+      "oos_ann_return": 0.2193,
+      "oos_sharpe": 1.7613,
       "model_path": "models/deepm_optionA_w4_sharpe.pt"
     },
     {
@@ -114,8 +114,8 @@
       "loss_fn": "evar",
       "n_train": 2264,
       "n_oos": 319,
-      "oos_ann_return": 0.0758,
-      "oos_sharpe": 1.742,
+      "oos_ann_return": 0.0812,
+      "oos_sharpe": 1.8824,
       "model_path": "models/deepm_optionA_w5_evar.pt"
     },
     {
@@ -126,8 +126,8 @@
       "loss_fn": "sharpe",
       "n_train": 2264,
       "n_oos": 319,
-      "oos_ann_return": 0.2445,
-      "oos_sharpe": 1.886,
+      "oos_ann_return": 0.1882,
+      "oos_sharpe": 1.991,
       "model_path": "models/deepm_optionA_w5_sharpe.pt"
     },
     {
@@ -138,8 +138,8 @@
       "loss_fn": "evar",
       "n_train": 1761,
       "n_oos": 319,
-      "oos_ann_return": 0.0791,
-      "oos_sharpe": 1.6157,
+      "oos_ann_return": 0.0851,
+      "oos_sharpe": 1.7751,
       "model_path": "models/deepm_optionA_w6_evar.pt"
     },
     {
@@ -150,8 +150,8 @@
       "loss_fn": "sharpe",
       "n_train": 1761,
       "n_oos": 319,
-      "oos_ann_return": 0.3003,
-      "oos_sharpe": 2.6791,
+      "oos_ann_return": 0.2783,
+      "oos_sharpe": 2.6018,
       "model_path": "models/deepm_optionA_w6_sharpe.pt"
     },
     {
@@ -162,8 +162,8 @@
       "loss_fn": "evar",
       "n_train": 1258,
       "n_oos": 319,
-      "oos_ann_return": 0.1086,
-      "oos_sharpe": 1.8001,
+      "oos_ann_return": 0.1221,
+      "oos_sharpe": 1.9084,
       "model_path": "models/deepm_optionA_w7_evar.pt"
     },
     {
@@ -174,8 +174,8 @@
       "loss_fn": "sharpe",
       "n_train": 1258,
       "n_oos": 319,
-      "oos_ann_return": 0.2972,
-      "oos_sharpe": 2.2826,
+      "oos_ann_return": 0.3383,
+      "oos_sharpe": 2.8951,
       "model_path": "models/deepm_optionA_w7_sharpe.pt"
     },
     {
@@ -186,8 +186,8 @@
       "loss_fn": "evar",
       "n_train": 753,
       "n_oos": 319,
-      "oos_ann_return": 0.1942,
-      "oos_sharpe": 2.0391,
+      "oos_ann_return": 0.1775,
+      "oos_sharpe": 2.0666,
       "model_path": "models/deepm_optionA_w8_evar.pt"
     },
     {
@@ -198,8 +198,8 @@
       "loss_fn": "sharpe",
       "n_train": 753,
       "n_oos": 319,
-      "oos_ann_return": 0.3733,
-      "oos_sharpe": 2.6979,
+      "oos_ann_return": 0.3026,
+      "oos_sharpe": 2.3208,
       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,9 +1,9 @@
 {
   "option": "B",
-  "trained_at": "2026-04-13T23:29:22.062119",
-  "elapsed_sec": 152.7,
-  "n_params": 130396,
-  "n_assets": 14,
+  "trained_at": "2026-04-14T23:40:29.808713",
+  "elapsed_sec": 193.9,
+  "n_params": 130526,
+  "n_assets": 15,
   "tickers": [
     "SPY",
     "QQQ",
@@ -18,6 +18,7 @@
     "GDX",
     "XLB",
     "XLRE",
+    "IWM",
     "XME"
   ],
   "include_cash": false,
@@ -25,12 +26,12 @@
   "n_macro_feats": 19,
   "lookback": 60,
   "loss_fn": "sharpe",
-  "best_val_loss": -1.469101,
-  "best_val_sharpe": 0.7987,
-  "best_val_ann_return": 0.1368,
-  "test_loss": -1.391623,
-  "test_sharpe": 1.1843,
-  "test_ann_return": 0.1627,
+  "best_val_loss": -1.452413,
+  "best_val_sharpe": 0.8058,
+  "best_val_ann_return": 0.138,
+  "test_loss": -1.403048,
+  "test_sharpe": 1.1924,
+  "test_ann_return": 0.165,
   "splits": {
     "n_train": 3175,
     "n_val": 680,
@@ -42,76 +43,76 @@
   },
   "history": {
     "train_loss": [
-      -0.97938,
-      -1.280368,
-      -1.234697,
-      -1.287116,
-      -1.397762,
-      -1.511971,
-      -1.547822,
-      -1.531228,
-      -1.679157,
-      -1.843937,
-      -1.8411,
-      -1.858877,
-      -1.855938,
-      -1.946847,
-      -2.125577,
-      -2.110879
+      -0.999065,
+      -1.266958,
+      -1.304076,
+      -1.382967,
+      -1.437142,
+      -1.400866,
+      -1.54973,
+      -1.562012,
+      -1.541191,
+      -1.751678,
+      -1.759612,
+      -1.968604,
+      -1.866381,
+      -1.966323,
+      -1.945965,
+      -2.060494
     ],
     "val_loss": [
-      -1.469101,
-      -1.301853,
-      -1.249808,
-      -1.255135,
-      -1.286243,
-      -1.07156,
-      -1.012361,
-      -0.792772,
-      -0.797397,
-      -0.826081,
-      -0.660521,
-      -0.633777,
-      -0.548114,
-      -0.558049,
-      -0.646285,
-      -0.680029
+      -1.452413,
+      -1.359615,
+      -1.35736,
+      -1.142196,
+      -1.111618,
+      -0.579296,
+      -0.933256,
+      -0.842295,
+      -0.901703,
+      -0.818976,
+      -0.797005,
+      -0.846359,
+      -0.886702,
+      -0.82552,
+      -0.924907,
+      -0.930428
     ],
     "val_sharpe": [
-      0.7987,
+      0.8058,
+      0.6016,
       0.5886,
-      0.5323,
-      0.5305,
-      0.4967,
-      0.1065,
-      0.4001,
-      0.0063,
-      0.1155,
-      0.1033,
-      0.0419,
-      0.1708,
-      0.0217,
-      -0.0431,
-      0.1456,
-      0.0937
+      0.2976,
+      0.4076,
+      0.1483,
+      0.0931,
+      0.0661,
+      0.1835,
+      0.2036,
+      0.1837,
+      0.2352,
+      0.1804,
+      0.0396,
+      0.2226,
+      0.0377
     ],
     "val_ann_return": [
-      0.1368,
-      0.1143,
-      0.1247,
-      0.1208,
-      0.0982,
-      0.0208,
-      0.0708,
-      0.0013,
-      0.023,
-      0.0221,
-      0.0087,
-      0.0353,
-      0.0045,
-      -0.0092,
-      0.0296,
-      0.02
+      0.138,
+      0.1059,
+      0.1089,
+      0.0546,
+      0.0785,
+      0.0412,
+      0.02,
+      0.0148,
+      0.0444,
+      0.0514,
+      0.0464,
+      0.0582,
+      0.044,
+      0.0093,
+      0.0552,
+      0.0087
     ]
   },
   "config": {
@@ -125,6 +126,5 @@
     "max_epochs": 150,
     "patience": 15,
     "evar_beta": 0.95
-  },
-  "winning_loss": "sharpe"
+  }
 }

models/meta_optionB_window.json

@@ -1,14 +1,14 @@
 {
   "option": "B",
-  "trained_at": "2026-04-14T00:47:59.357482",
-  "elapsed_sec": 3114.2,
+  "trained_at": "2026-04-15T01:05:58.465327",
+  "elapsed_sec": 3391.9,
   "n_windows": 8,
-  "winning_window": 6,
-  "winning_train_start": "2018-01-01",
+  "winning_window": 3,
+  "winning_train_start": "2012-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.5674,
-  "oos_sharpe": 2.7635,
+  "oos_ann_return": 0.4473,
+  "oos_sharpe": 2.0054,
   "all_windows": [
     {
       "window_id": 1,
@@ -30,8 +30,8 @@
       "loss_fn": "sharpe",
       "n_train": 4218,
       "n_oos": 319,
-      "oos_ann_return": 0.1995,
-      "oos_sharpe": 1.2728,
+      "oos_ann_return": 0.1931,
+      "oos_sharpe": 1.2063,
       "model_path": "models/deepm_optionB_w1_sharpe.pt"
     },
     {
@@ -42,8 +42,8 @@
       "loss_fn": "evar",
       "n_train": 3774,
       "n_oos": 319,
-      "oos_ann_return": 0.2333,
-      "oos_sharpe": 1.4973,
+      "oos_ann_return": 0.2003,
+      "oos_sharpe": 1.3903,
       "model_path": "models/deepm_optionB_w2_evar.pt"
     },
     {
@@ -54,8 +54,8 @@
       "loss_fn": "sharpe",
       "n_train": 3774,
       "n_oos": 319,
-      "oos_ann_return": 0.5267,
-      "oos_sharpe": 2.0937,
+      "oos_ann_return": 0.3148,
+      "oos_sharpe": 1.679,
       "model_path": "models/deepm_optionB_w2_sharpe.pt"
     },
     {
@@ -66,8 +66,8 @@
       "loss_fn": "evar",
       "n_train": 3270,
       "n_oos": 319,
-      "oos_ann_return": 0.1469,
-      "oos_sharpe": 1.17,
+      "oos_ann_return": 0.1672,
+      "oos_sharpe": 1.3129,
       "model_path": "models/deepm_optionB_w3_evar.pt"
     },
     {
@@ -78,8 +78,8 @@
       "loss_fn": "sharpe",
       "n_train": 3270,
       "n_oos": 319,
-      "oos_ann_return": 0.3173,
-      "oos_sharpe": 1.642,
+      "oos_ann_return": 0.4473,
+      "oos_sharpe": 2.0054,
       "model_path": "models/deepm_optionB_w3_sharpe.pt"
     },
     {
@@ -90,8 +90,8 @@
       "loss_fn": "evar",
       "n_train": 2768,
       "n_oos": 319,
-      "oos_ann_return": 0.1772,
-      "oos_sharpe": 1.2112,
+      "oos_ann_return": 0.1633,
+      "oos_sharpe": 1.2587,
       "model_path": "models/deepm_optionB_w4_evar.pt"
     },
     {
@@ -102,8 +102,8 @@
       "loss_fn": "sharpe",
       "n_train": 2768,
       "n_oos": 319,
-      "oos_ann_return": 0.3237,
-      "oos_sharpe": 1.5928,
+      "oos_ann_return": 0.3028,
+      "oos_sharpe": 1.3019,
       "model_path": "models/deepm_optionB_w4_sharpe.pt"
     },
     {
@@ -114,8 +114,8 @@
       "loss_fn": "evar",
       "n_train": 2264,
       "n_oos": 319,
-      "oos_ann_return": 0.1596,
-      "oos_sharpe": 1.2626,
+      "oos_ann_return": 0.1633,
+      "oos_sharpe": 1.152,
       "model_path": "models/deepm_optionB_w5_evar.pt"
     },
     {
@@ -126,8 +126,8 @@
       "loss_fn": "sharpe",
       "n_train": 2264,
       "n_oos": 319,
-      "oos_ann_return": 0.2199,
-      "oos_sharpe": 1.3751,
+      "oos_ann_return": 0.3018,
+      "oos_sharpe": 1.3901,
       "model_path": "models/deepm_optionB_w5_sharpe.pt"
     },
     {
@@ -138,8 +138,8 @@
       "loss_fn": "evar",
       "n_train": 1761,
       "n_oos": 319,
-      "oos_ann_return": 0.1979,
-      "oos_sharpe": 1.442,
+      "oos_ann_return": 0.1549,
+      "oos_sharpe": 1.2542,
       "model_path": "models/deepm_optionB_w6_evar.pt"
     },
     {
@@ -150,8 +150,8 @@
       "loss_fn": "sharpe",
       "n_train": 1761,
       "n_oos": 319,
-      "oos_ann_return": 0.5674,
-      "oos_sharpe": 2.7635,
+      "oos_ann_return": 0.2203,
+      "oos_sharpe": 1.3809,
       "model_path": "models/deepm_optionB_w6_sharpe.pt"
     },
     {
@@ -162,8 +162,8 @@
       "loss_fn": "evar",
       "n_train": 1258,
       "n_oos": 319,
-      "oos_ann_return": 0.2242,
-      "oos_sharpe": 1.4804,
+      "oos_ann_return": 0.1787,
+      "oos_sharpe": 1.2609,
       "model_path": "models/deepm_optionB_w7_evar.pt"
     },
     {
@@ -174,8 +174,8 @@
       "loss_fn": "sharpe",
       "n_train": 1258,
       "n_oos": 319,
-      "oos_ann_return": 0.3501,
-      "oos_sharpe": 1.8006,
+      "oos_ann_return": 0.317,
+      "oos_sharpe": 1.3995,
       "model_path": "models/deepm_optionB_w7_sharpe.pt"
     },
     {
@@ -186,8 +186,8 @@
       "loss_fn": "evar",
       "n_train": 753,
       "n_oos": 319,
-      "oos_ann_return": 0.2239,
-      "oos_sharpe": 1.4634,
+      "oos_ann_return": 0.2183,
+      "oos_sharpe": 1.4112,
       "model_path": "models/deepm_optionB_w8_evar.pt"
     },
     {
@@ -198,12 +198,12 @@
       "loss_fn": "sharpe",
       "n_train": 753,
       "n_oos": 319,
-      "oos_ann_return": 0.2839,
-      "oos_sharpe": 1.3999,
+      "oos_ann_return": 0.2457,
+      "oos_sharpe": 1.5026,
       "model_path": "models/deepm_optionB_w8_sharpe.pt"
     }
   ],
-  "n_assets": 14,
+  "n_assets": 15,
   "tickers": [
     "SPY",
     "QQQ",
@@ -218,6 +218,7 @@
     "GDX",
     "XLB",
     "XLRE",
+    "IWM",
     "XME"
   ],
   "include_cash": false,

models/scaler_optionA.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:3145fa5a85cce37d4aba5608ebf741bba1533cd96c6964028a28dff17cb1832e
+oid sha256:a8cda782e0cba9205a732c44b906485f5443e298cc4e5cc5fa908e2e17da1a48
 size 941

models/scaler_optionA_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:92e0e5be70ea962beedec325666bbbb940b4513a56991f2cf9beba33f915f294
+oid sha256:35fe30404ae48aab7ea162ca6aa0380b72f63df00ec5587851ada2262dfe6ff1
 size 941

models/scaler_optionB.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:f8d445de987e9ca067d3f39e942e49150d50bf81f9cd1d3c67187786554bb089
+oid sha256:04ff91743a33d2af9ecb913fc411048b00aec14853ca707dc6f083c7c9bd1f8c
 size 941

models/scaler_optionB_window.pkl

@@ -1,3 +1,3 @@
 version https://git-lfs.github.com/spec/v1
-oid sha256:5e75169d360cc2b107bf5ef66e2f7d75a58bcd99e2d7b99ec926b6842835a4dc
+oid sha256:64fd3184105e74dad2db98ddbf8c1cef4a6d1c3a6a05c04bdddf807d1ec46121
 size 941