[auto] Update SAMBA models and signals
Browse files- models/meta_optionA.json +18 -18
models/meta_optionA.json
CHANGED
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@@ -1,13 +1,13 @@
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{
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"option": "A",
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"trained_at": "2026-05-
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"elapsed_sec":
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"winning_loss": "
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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": "2023-08-23",
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"n_params": 66280,
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"n_assets": 8,
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@@ -37,20 +37,20 @@
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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": 66280
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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":
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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": 66280
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}
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}
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{
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"option": "A",
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"trained_at": "2026-05-15T01:36:11.703700",
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"elapsed_sec": 766.0,
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"winning_loss": "sharpe",
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"test_ann_return": 0.0953,
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"test_ann_vol": 0.0765,
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"test_sharpe": 1.2451,
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"test_max_dd": -0.072,
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"test_hit_rate": 0.557,
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"test_start": "2023-08-23",
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"n_params": 66280,
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"n_assets": 8,
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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": 0.0953,
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"test_sharpe": 1.2451,
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"test_ann_vol": 0.0765,
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"test_max_dd": -0.072,
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"test_hit_rate": 0.557,
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"n_params": 66280
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},
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"evar": {
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"loss_fn": "evar",
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"test_ann_ret": 0.0721,
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"test_sharpe": 0.4625,
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"test_ann_vol": 0.1559,
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"test_max_dd": -0.195,
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"test_hit_rate": 0.5292,
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"n_params": 66280
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}
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}
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