P2SAMAPA commited on
Commit
4f4ec62
·
verified ·
1 Parent(s): 9cb3b47

[auto] Update SAMBA models and signals

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Files changed (1) hide show
  1. models/meta_optionB.json +18 -18
models/meta_optionB.json CHANGED
@@ -1,14 +1,14 @@
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  {
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  "option": "B",
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- "trained_at": "2026-05-08T01:57:48.050525",
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- "elapsed_sec": 2147.5,
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  "winning_loss": "evar",
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- "test_ann_return": 0.2476,
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- "test_ann_vol": 0.2174,
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- "test_sharpe": 1.1392,
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- "test_max_dd": -0.3218,
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- "test_hit_rate": 0.5702,
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- "test_start": "2023-08-17",
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  "n_params": 66800,
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  "n_assets": 16,
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  "tickers": [
@@ -45,20 +45,20 @@
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  "all_results": {
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  "sharpe": {
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  "loss_fn": "sharpe",
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- "test_ann_ret": 0.2324,
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- "test_sharpe": 1.1525,
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- "test_ann_vol": 0.2016,
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- "test_max_dd": -0.223,
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- "test_hit_rate": 0.5482,
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  "n_params": 66800
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  },
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  "evar": {
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  "loss_fn": "evar",
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- "test_ann_ret": 0.2476,
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- "test_sharpe": 1.1392,
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- "test_ann_vol": 0.2174,
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- "test_max_dd": -0.3218,
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- "test_hit_rate": 0.5702,
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  "n_params": 66800
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  }
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  }
 
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  {
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  "option": "B",
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+ "trained_at": "2026-05-09T01:17:02.376279",
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+ "elapsed_sec": 1736.4,
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  "winning_loss": "evar",
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+ "test_ann_return": 0.2619,
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+ "test_ann_vol": 0.1959,
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+ "test_sharpe": 1.3373,
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+ "test_max_dd": -0.2345,
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+ "test_hit_rate": 0.5863,
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+ "test_start": "2023-08-18",
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  "n_params": 66800,
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  "n_assets": 16,
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  "tickers": [
 
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  "all_results": {
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  "sharpe": {
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  "loss_fn": "sharpe",
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+ "test_ann_ret": 0.21,
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+ "test_sharpe": 1.3422,
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+ "test_ann_vol": 0.1565,
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+ "test_max_dd": -0.1899,
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+ "test_hit_rate": 0.5585,
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  "n_params": 66800
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  },
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  "evar": {
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  "loss_fn": "evar",
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+ "test_ann_ret": 0.2619,
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+ "test_sharpe": 1.3373,
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+ "test_ann_vol": 0.1959,
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+ "test_max_dd": -0.2345,
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+ "test_hit_rate": 0.5863,
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  "n_params": 66800
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  }
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  }