[auto] Update SAMBA models and signals

models/meta_optionA_window.json

@@ -1,16 +1,16 @@
 {
   "option": "A",
-  "trained_at": "2026-05-14T18:06:45.520997",
-  "elapsed_sec": 10136.4,
-  "winning_window": 4,
-  "winning_train_start": "2014-01-01",
+  "trained_at": "2026-05-15T03:49:44.630796",
+  "elapsed_sec": 8010.0,
+  "winning_window": 7,
+  "winning_train_start": "2020-01-01",
   "winning_train_end": "2024-12-31",
   "winning_loss": "evar",
-  "oos_ann_return": 0.825,
-  "oos_ann_vol": 0.2938,
-  "oos_sharpe": 2.8077,
-  "oos_hit_rate": 0.6217,
-  "oos_max_dd": -0.2497,
+  "oos_ann_return": 0.7767,
+  "oos_ann_vol": 0.2703,
+  "oos_sharpe": 2.8735,
+  "oos_hit_rate": 0.5819,
+  "oos_max_dd": -0.171,
   "n_assets": 8,
   "tickers": [
     "TLT",
@@ -30,176 +30,176 @@
       "train_start": "2008-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "sharpe",
-      "oos_ann_return": 0.3535,
-      "oos_ann_vol": 0.1818,
-      "oos_sharpe": 1.9437,
-      "oos_hit_rate": 0.5718,
-      "oos_max_dd": -0.1923
+      "oos_ann_return": 0.252,
+      "oos_ann_vol": 0.1403,
+      "oos_sharpe": 1.7962,
+      "oos_hit_rate": 0.5409,
+      "oos_max_dd": -0.0812
     },
     {
       "window_id": 1,
       "train_start": "2008-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "evar",
-      "oos_ann_return": 0.4509,
-      "oos_ann_vol": 0.2295,
-      "oos_sharpe": 1.9651,
-      "oos_hit_rate": 0.5894,
-      "oos_max_dd": -0.149
+      "oos_ann_return": 0.4061,
+      "oos_ann_vol": 0.1981,
+      "oos_sharpe": 2.0494,
+      "oos_hit_rate": 0.5731,
+      "oos_max_dd": -0.1729
     },
     {
       "window_id": 2,
       "train_start": "2010-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "sharpe",
-      "oos_ann_return": 0.3932,
-      "oos_ann_vol": 0.1112,
-      "oos_sharpe": 3.5356,
-      "oos_hit_rate": 0.566,
-      "oos_max_dd": -0.0531
+      "oos_ann_return": 0.2552,
+      "oos_ann_vol": 0.126,
+      "oos_sharpe": 2.0261,
+      "oos_hit_rate": 0.5526,
+      "oos_max_dd": -0.1484
     },
     {
       "window_id": 2,
       "train_start": "2010-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "evar",
-      "oos_ann_return": 0.3813,
-      "oos_ann_vol": 0.1913,
-      "oos_sharpe": 1.9935,
-      "oos_hit_rate": 0.5953,
-      "oos_max_dd": -0.1728
+      "oos_ann_return": 0.4221,
+      "oos_ann_vol": 0.302,
+      "oos_sharpe": 1.398,
+      "oos_hit_rate": 0.5789,
+      "oos_max_dd": -0.2657
     },
     {
       "window_id": 3,
       "train_start": "2012-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "sharpe",
-      "oos_ann_return": 0.1851,
-      "oos_ann_vol": 0.1154,
-      "oos_sharpe": 1.6036,
-      "oos_hit_rate": 0.5279,
-      "oos_max_dd": -0.0688
+      "oos_ann_return": 0.2639,
+      "oos_ann_vol": 0.1258,
+      "oos_sharpe": 2.0968,
+      "oos_hit_rate": 0.5614,
+      "oos_max_dd": -0.1335
     },
     {
       "window_id": 3,
       "train_start": "2012-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "evar",
-      "oos_ann_return": 0.4651,
-      "oos_ann_vol": 0.2377,
-      "oos_sharpe": 1.9566,
-      "oos_hit_rate": 0.5894,
-      "oos_max_dd": -0.1749
+      "oos_ann_return": 0.4065,
+      "oos_ann_vol": 0.2304,
+      "oos_sharpe": 1.7644,
+      "oos_hit_rate": 0.6023,
+      "oos_max_dd": -0.1907
     },
     {
       "window_id": 4,
       "train_start": "2014-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "sharpe",
-      "oos_ann_return": 0.1839,
-      "oos_ann_vol": 0.1255,
-      "oos_sharpe": 1.4652,
-      "oos_hit_rate": 0.5425,
-      "oos_max_dd": -0.1627
+      "oos_ann_return": 0.3875,
+      "oos_ann_vol": 0.1754,
+      "oos_sharpe": 2.2097,
+      "oos_hit_rate": 0.5643,
+      "oos_max_dd": -0.1665
     },
     {
       "window_id": 4,
       "train_start": "2014-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "evar",
-      "oos_ann_return": 0.825,
-      "oos_ann_vol": 0.2938,
-      "oos_sharpe": 2.8077,
-      "oos_hit_rate": 0.6217,
-      "oos_max_dd": -0.2497
+      "oos_ann_return": 0.4692,
+      "oos_ann_vol": 0.2057,
+      "oos_sharpe": 2.2808,
+      "oos_hit_rate": 0.5994,
+      "oos_max_dd": -0.1747
     },
     {
       "window_id": 5,
       "train_start": "2016-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "sharpe",
-      "oos_ann_return": 0.2951,
-      "oos_ann_vol": 0.2088,
-      "oos_sharpe": 1.4137,
-      "oos_hit_rate": 0.5601,
-      "oos_max_dd": -0.2029
+      "oos_ann_return": 0.5218,
+      "oos_ann_vol": 0.1691,
+      "oos_sharpe": 3.0852,
+      "oos_hit_rate": 0.5877,
+      "oos_max_dd": -0.064
     },
     {
       "window_id": 5,
       "train_start": "2016-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "evar",
-      "oos_ann_return": 0.5467,
-      "oos_ann_vol": 0.2227,
-      "oos_sharpe": 2.4549,
-      "oos_hit_rate": 0.5982,
-      "oos_max_dd": -0.1192
+      "oos_ann_return": 0.5572,
+      "oos_ann_vol": 0.1824,
+      "oos_sharpe": 3.0549,
+      "oos_hit_rate": 0.5819,
+      "oos_max_dd": -0.1255
     },
     {
       "window_id": 6,
       "train_start": "2018-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "sharpe",
-      "oos_ann_return": 0.4193,
-      "oos_ann_vol": 0.1512,
-      "oos_sharpe": 2.7738,
-      "oos_hit_rate": 0.5953,
-      "oos_max_dd": -0.1282
+      "oos_ann_return": 0.5811,
+      "oos_ann_vol": 0.1991,
+      "oos_sharpe": 2.9191,
+      "oos_hit_rate": 0.5526,
+      "oos_max_dd": -0.0993
     },
     {
       "window_id": 6,
       "train_start": "2018-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "evar",
-      "oos_ann_return": 0.7011,
-      "oos_ann_vol": 0.3134,
-      "oos_sharpe": 2.2369,
-      "oos_hit_rate": 0.5982,
-      "oos_max_dd": -0.2337
+      "oos_ann_return": 0.6258,
+      "oos_ann_vol": 0.3799,
+      "oos_sharpe": 1.6474,
+      "oos_hit_rate": 0.5877,
+      "oos_max_dd": -0.3152
     },
     {
       "window_id": 7,
       "train_start": "2020-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "sharpe",
-      "oos_ann_return": 0.3057,
-      "oos_ann_vol": 0.1523,
-      "oos_sharpe": 2.0067,
-      "oos_hit_rate": 0.5777,
-      "oos_max_dd": -0.0795
+      "oos_ann_return": 0.4089,
+      "oos_ann_vol": 0.1781,
+      "oos_sharpe": 2.2954,
+      "oos_hit_rate": 0.5731,
+      "oos_max_dd": -0.0704
     },
     {
       "window_id": 7,
       "train_start": "2020-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "evar",
-      "oos_ann_return": 0.4053,
-      "oos_ann_vol": 0.4178,
-      "oos_sharpe": 0.9701,
-      "oos_hit_rate": 0.6334,
-      "oos_max_dd": -0.4679
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+      "oos_ann_vol": 0.2703,
+      "oos_sharpe": 2.8735,
+      "oos_hit_rate": 0.5819,
+      "oos_max_dd": -0.171
     },
     {
       "window_id": 8,
       "train_start": "2022-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "sharpe",
-      "oos_ann_return": 0.7425,
-      "oos_ann_vol": 0.2637,
-      "oos_sharpe": 2.8161,
-      "oos_hit_rate": 0.61,
-      "oos_max_dd": -0.2456
+      "oos_ann_return": 0.5056,
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+      "oos_hit_rate": 0.5848,
+      "oos_max_dd": -0.1985
     },
     {
       "window_id": 8,
       "train_start": "2022-01-01",
       "train_end": "2024-12-31",
       "loss_fn": "evar",
-      "oos_ann_return": 0.5615,
-      "oos_ann_vol": 0.233,
-      "oos_sharpe": 2.4102,
-      "oos_hit_rate": 0.5982,
-      "oos_max_dd": -0.2354
+      "oos_ann_return": 0.6341,
+      "oos_ann_vol": 0.3619,
+      "oos_sharpe": 1.7523,
+      "oos_hit_rate": 0.6082,
+      "oos_max_dd": -0.3273
     }
   ],
   "config": {