[auto] Update SAMBA models and signals
Browse files- models/meta_optionB.json +18 -18
models/meta_optionB.json
CHANGED
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@@ -1,14 +1,14 @@
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{
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"option": "B",
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"trained_at": "2026-05-
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"elapsed_sec":
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"winning_loss": "evar",
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"test_ann_return": 0.
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"test_ann_vol": 0.
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"test_sharpe": 1.
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"test_max_dd": -0.
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"test_hit_rate": 0.
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"test_start": "2023-08-
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"n_params": 66800,
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"n_assets": 16,
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"tickers": [
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@@ -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.
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"test_sharpe": 1.
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"test_ann_vol": 0.
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"test_max_dd": -0.
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"test_hit_rate": 0.
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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.
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"test_sharpe": 1.
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"test_ann_vol": 0.
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"test_max_dd": -0.
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"test_hit_rate": 0.
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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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}
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