P2SAMAPA commited on
Commit
93e8d8b
·
verified ·
1 Parent(s): aae1dc7

[auto] Update SAMBA models and signals

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Files changed (1) hide show
  1. models/meta_optionA.json +18 -18
models/meta_optionA.json CHANGED
@@ -1,13 +1,13 @@
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  {
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  "option": "A",
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- "trained_at": "2026-05-14T15:17:46.178760",
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- "elapsed_sec": 1052.6,
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- "winning_loss": "evar",
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- "test_ann_return": 0.1393,
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- "test_ann_vol": 0.1391,
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- "test_sharpe": 1.0018,
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- "test_max_dd": -0.0838,
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- "test_hit_rate": 0.5445,
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  "test_start": "2023-08-23",
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  "n_params": 66280,
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  "n_assets": 8,
@@ -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": 0.0968,
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- "test_sharpe": 1.0604,
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- "test_ann_vol": 0.0913,
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- "test_max_dd": -0.0827,
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- "test_hit_rate": 0.527,
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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": 0.1393,
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- "test_sharpe": 1.0018,
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- "test_ann_vol": 0.1391,
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- "test_max_dd": -0.0838,
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- "test_hit_rate": 0.5445,
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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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  }