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results/window_01_fi_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2011",
   "train_start": "2008-01-02",
   "train_end": "2010-12-31",
-  "trained_date": "2026-05-07",
-  "ftrl_total_return": 0.04356277465820302,
-  "agg_total_return": 0.07819051036844771,
-  "excess_return": -0.03462773571024469,
-  "ftrl_sharpe": 0.4752920553278718,
-  "ftrl_max_drawdown": -0.08923368698856589,
-  "live_ftrl_return": 0.11870765686035156,
-  "live_agg_return": 0.07844724219380228,
-  "live_excess_return": 0.04026041466654928,
-  "live_sharpe": 1.5736605922776925,
-  "live_max_drawdown": -0.0455371856643916,
-  "live_n_days": 295,
+  "trained_date": "2026-05-09",
+  "ftrl_total_return": 0.0724009704589843,
+  "agg_total_return": 0.0781915081873732,
+  "excess_return": -0.005790537728388889,
+  "ftrl_sharpe": 0.5434824555338856,
+  "ftrl_max_drawdown": -0.1478470156861389,
+  "live_ftrl_return": 0.5368223571777344,
+  "live_agg_return": 0.07833858301941943,
+  "live_excess_return": 0.458483774158315,
+  "live_sharpe": 1.7231232847146338,
+  "live_max_drawdown": -0.1717386017976298,
+  "live_n_days": 297,
   "live_start": "2025-01-01",
-  "best_train_epoch": 14,
-  "best_train_return": -5.275158405303955
+  "best_train_epoch": 2,
+  "best_train_return": -5.620560169219971
 }