[auto] Update DeePM model weights and signals

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models/meta_optionA_window.json

@@ -1,14 +1,14 @@
 {
   "option": "A",
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-  "elapsed_sec": 2012.8,
+  "trained_at": "2026-06-26T01:34:31.254983",
+  "elapsed_sec": 2049.9,
   "n_windows": 8,
-  "winning_window": 2,
-  "winning_train_start": "2010-01-01",
+  "winning_window": 1,
+  "winning_train_start": "2008-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "sharpe",
-  "oos_ann_return": 0.3317,
-  "oos_sharpe": 2.0553,
+  "oos_ann_return": 0.3414,
+  "oos_sharpe": 1.3958,
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@@ -17,9 +17,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w1_evar.pt"
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@@ -29,9 +29,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionA_w1_sharpe.pt"
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@@ -41,9 +41,9 @@
       "oos_start": "2025-01-01",
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@@ -53,9 +53,9 @@
       "oos_start": "2025-01-01",
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+      "n_oos": 370,
+      "oos_ann_return": 0.2532,
+      "oos_sharpe": 2.5476,
       "model_path": "models/deepm_optionA_w2_sharpe.pt"
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@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
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+      "n_oos": 370,
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       "model_path": "models/deepm_optionA_w3_evar.pt"
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@@ -77,9 +77,9 @@
       "oos_start": "2025-01-01",
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+      "n_oos": 370,
+      "oos_ann_return": 0.1746,
+      "oos_sharpe": 2.0856,
       "model_path": "models/deepm_optionA_w3_sharpe.pt"
     },
     {
@@ -89,9 +89,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 2768,
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-      "oos_sharpe": 1.5011,
+      "n_oos": 370,
+      "oos_ann_return": 0.0658,
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       "model_path": "models/deepm_optionA_w4_evar.pt"
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@@ -101,9 +101,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 2768,
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       "model_path": "models/deepm_optionA_w4_sharpe.pt"
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@@ -113,9 +113,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 2264,
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-      "oos_sharpe": 1.6307,
+      "n_oos": 370,
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       "model_path": "models/deepm_optionA_w5_evar.pt"
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@@ -125,9 +125,9 @@
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       "model_path": "models/deepm_optionA_w5_sharpe.pt"
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@@ -137,9 +137,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 1761,
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       "model_path": "models/deepm_optionA_w6_evar.pt"
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@@ -149,9 +149,9 @@
       "oos_start": "2025-01-01",
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@@ -161,9 +161,9 @@
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       "model_path": "models/deepm_optionA_w7_evar.pt"
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@@ -173,9 +173,9 @@
       "oos_start": "2025-01-01",
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@@ -185,9 +185,9 @@
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-      "oos_ann_return": 0.147,
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       "model_path": "models/deepm_optionA_w8_evar.pt"
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@@ -197,9 +197,9 @@
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       "model_path": "models/deepm_optionA_w8_sharpe.pt"
     }
   ],

models/meta_optionB.json

@@ -1,7 +1,7 @@
 {
   "option": "B",
-  "trained_at": "2026-06-25T01:39:35.169234",
-  "elapsed_sec": 320.1,
+  "trained_at": "2026-06-26T01:00:18.706069",
+  "elapsed_sec": 561.2,
   "n_params": 131176,
   "n_assets": 20,
   "tickers": [
@@ -31,105 +31,165 @@
   "n_macro_feats": 19,
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   "loss_fn": "sharpe",
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+  "best_val_loss": -0.653079,
+  "best_val_sharpe": 0.5958,
+  "best_val_ann_return": 0.1693,
+  "test_loss": -1.640962,
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   "splits": {
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     "train_start": "2008-04-01",
-    "train_end": "2020-12-28",
-    "val_end": "2023-09-22",
-    "test_end": "2026-06-24"
+    "train_end": "2020-12-29",
+    "val_end": "2023-09-25",
+    "test_end": "2026-06-25"
   },
   "history": {
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   "config": {
@@ -143,5 +203,6 @@
     "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": "2026-06-25T03:58:45.639276",
-  "elapsed_sec": 6334.7,
+  "trained_at": "2026-06-26T03:01:11.905703",
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   "n_windows": 8,
   "winning_window": 4,
   "winning_train_start": "2014-01-01",
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   "winning_loss": "sharpe",
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+  "oos_ann_return": 0.6208,
+  "oos_sharpe": 2.26,
   "all_windows": [
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@@ -17,9 +17,9 @@
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+      "n_oos": 370,
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       "model_path": "models/deepm_optionB_w1_evar.pt"
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@@ -29,9 +29,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w1_sharpe.pt"
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     {
@@ -41,9 +41,9 @@
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       "model_path": "models/deepm_optionB_w2_evar.pt"
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     {
@@ -53,9 +53,9 @@
       "oos_start": "2025-01-01",
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       "n_train": 3774,
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+      "n_oos": 370,
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       "model_path": "models/deepm_optionB_w2_sharpe.pt"
     },
     {
@@ -65,9 +65,9 @@
       "oos_start": "2025-01-01",
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-      "oos_sharpe": 1.2785,
+      "n_oos": 370,
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       "model_path": "models/deepm_optionB_w3_evar.pt"
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@@ -77,9 +77,9 @@
       "oos_start": "2025-01-01",
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       "model_path": "models/deepm_optionB_w3_sharpe.pt"
     },
     {
@@ -89,9 +89,9 @@
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+      "n_oos": 370,
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       "model_path": "models/deepm_optionB_w4_evar.pt"
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