results/reverse_window_02_summary.json

{
  "window_id": 2,
  "label": "R2: 2009\u20132024 \u2192 2025+",
  "train_start": "2009-01-01",
  "train_end": "2024-12-31",
  "test_start": "2025-01-01",
  "test_end": "2026-03-27",
  "ftrl_total_return": 0.13597295808279686,
  "agg_total_return": 0.0641874035217671,
  "excess_return": 0.07178555456102975,
  "ftrl_sharpe": 1.8837515541909957,
  "ftrl_max_drawdown": -0.03824721322871854,
  "best_train_epoch": 7,
  "best_train_return": -28.661363229258292,
  "n_test_days": 309
}