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results/window_02_fi_summary.json

@@ -3,19 +3,19 @@
   "test_year": "2012",
   "train_start": "2008-01-02",
   "train_end": "2011-12-31",
-  "trained_date": "2026-04-15",
-  "ftrl_total_return": 0.08406021118164064,
-  "agg_total_return": 0.0396235072490827,
-  "excess_return": 0.04443670393255794,
-  "ftrl_sharpe": 0.9803544764952552,
-  "ftrl_max_drawdown": -0.07036317085966069,
-  "live_ftrl_return": 0.11468673706054688,
-  "live_agg_return": 0.08124953185463601,
-  "live_excess_return": 0.03343720520591087,
-  "live_sharpe": 0.7700458044337318,
-  "live_max_drawdown": -0.11906898497344467,
-  "live_n_days": 279,
+  "trained_date": "2026-04-16",
+  "ftrl_total_return": -0.08794784545898438,
+  "agg_total_return": 0.039623718930041685,
+  "excess_return": -0.12757156438902606,
+  "ftrl_sharpe": -0.48198939654188167,
+  "ftrl_max_drawdown": -0.19600371714682763,
+  "live_ftrl_return": 1.1316348266601564,
+  "live_agg_return": 0.0795155826860734,
+  "live_excess_return": 1.052119243974083,
+  "live_sharpe": 1.8237865654913086,
+  "live_max_drawdown": -0.3391780626544645,
+  "live_n_days": 280,
   "live_start": "2025-01-01",
   "best_train_epoch": 1,
-  "best_train_return": -6.954698085784912
+  "best_train_return": -7.017765998840332
 }