Export ensemble models for BTC-USD (1d)

mean_reversion_lookback60/README.md

@@ -42,14 +42,14 @@ The ensemble uses 5 models with different lookback periods and focus strategies
 - **Lookback Window**: 60 periods
 - **Forecast Horizon**: 7 periods
 - **Focus**: mean_reversion
-- **Training Date**: 2025-11-09 20:23 UTC
-- **Training Epochs**: 18
-- **Best Validation Loss**: 0.16965976357460022
+- **Training Date**: 2025-11-09 20:27 UTC
+- **Training Epochs**: 21
+- **Best Validation Loss**: 0.1719380021095276
 
 ## Training Dataset
 
-- **Date Range**: N/A
-- **Training Samples**: N/A
+- **Date Range**: 2020-12-30T00:00:00 to 2025-11-08
+- **Training Samples**: 1176
 - **Lookback Period**: 60 1d intervals
 
 ## Model Architecture

mean_reversion_lookback60/config.json

@@ -23,13 +23,15 @@
     "BB_Position",
     "Price_Stretch"
   ],
-  "training_timestamp": "2025-11-09T20:23:12.960635",
+  "training_timestamp": "2025-11-09T20:27:50.961050",
   "data_end_timestamp": "2025-11-08T00:00:00",
-  "training_epochs": 18,
-  "best_val_loss": 0.16965976357460022,
+  "training_epochs": 21,
+  "best_val_loss": 0.1719380021095276,
   "model_architecture": {
     "d_model": 512,
     "num_encoder_layers": null,
     "num_decoder_layers": null
-  }
+  },
+  "data_start_timestamp": "2020-12-30T00:00:00",
+  "training_samples": 1176
 }

mean_reversion_lookback60/pytorch_model.bin

@@ -1,3 +1,3 @@
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