AmonRa_amonRa_final_submission_v1_2.py

AlphaNova

SUCCESS: AmonRa_amonRa_final_submission_v1_2.py
A
AmonRa
4d ago
competition-5
python runner.py AmonRa_amonRa_final_submission_v1_2.py --gauge-fix

Processing submission: AmonRa_amonRa_final_submission_v1_2.py Mode: full walk-forward + gauge-fix
Loaded predictor class: AmonRaPredictor Walk-forward full: 77 periods, gauge_fix=True Validation: min(800, 20%) per period NOTE: These are validation-set statistics. Test-set results will differ.
[001] 547 val rows, Sharpe=+0.0528, 0.5s [002] 696 val rows, Sharpe=-0.0153, 0.4s [003] 800 val rows, Sharpe=+0.0009, 0.5s [004] 800 val rows, Sharpe=+0.0978, 0.6s [005] 800 val rows, Sharpe=-0.0857, 0.5s [006] 800 val rows, Sharpe=-0.0053, 0.5s [007] 800 val rows, Sharpe=-0.0829, 0.6s [008] 800 val rows, Sharpe=+0.0331, 0.7s [009] 800 val rows, Sharpe=+0.0333, 0.8s [010] 800 val rows, Sharpe=+0.0051, 0.8s [011] 800 val rows, Sharpe=-0.0453, 0.9s [012] 800 val rows, Sharpe=-0.0512, 0.8s [013] 800 val rows, Sharpe=-0.0323, 0.8s [014] 800 val rows, Sharpe=+0.0001, 0.9s [015] 800 val rows, Sharpe=-0.0835, 0.9s [016] 800 val rows, Sharpe=+0.0995, 0.9s [017] 800 val rows, Sharpe=-0.0746, 1.0s [018] 800 val rows, Sharpe=+0.0318, 1.1s [019] 800 val rows, Sharpe=-0.0760, 1.0s [020] 800 val rows, Sharpe=-0.0628, 1.1s [021] 800 val rows, Sharpe=-0.0822, 1.1s [022] 800 val rows, Sharpe=-0.0972, 2.5s [023] 800 val rows, Sharpe=-0.0114, 1.4s [024] 800 val rows, Sharpe=+0.0000, 1.2s [025] 800 val rows, Sharpe=-0.0356, 1.4s [026] 800 val rows, Sharpe=+0.0107, 1.4s [027] 800 val rows, Sharpe=+0.0235, 1.4s [028] 800 val rows, Sharpe=-0.0337, 1.4s [029] 800 val rows, Sharpe=-0.0060, 1.5s [030] 800 val rows, Sharpe=-0.0756, 1.3s [031] 800 val rows, Sharpe=+0.0154, 1.5s [032] 800 val rows, Sharpe=+0.0044, 1.6s [033] 800 val rows, Sharpe=+0.0277, 1.5s [034] 800 val rows, Sharpe=+0.0205, 1.5s [035] 800 val rows, Sharpe=-0.0724, 1.6s [036] 800 val rows, Sharpe=-0.0067, 1.5s [037] 800 val rows, Sharpe=+0.0289, 1.6s [038] 800 val rows, Sharpe=-0.0795, 1.7s [039] 800 val rows, Sharpe=-0.0246, 1.6s [040] 800 val rows, Sharpe=-0.0645, 1.8s [041] 800 val rows, Sharpe=-0.0117, 1.9s [042] 800 val rows, Sharpe=-0.0209, 2.1s [043] 800 val rows, Sharpe=+0.0296, 1.9s [044] 800 val rows, Sharpe=-0.0128, 1.9s [045] 800 val rows, Sharpe=+0.0209, 2.0s [046] 800 val rows, Sharpe=+0.0077, 2.2s [047] 800 val rows, Sharpe=-0.0133, 2.2s [048] 800 val rows, Sharpe=-0.0365, 2.2s [049] 800 val rows, Sharpe=+0.0386, 2.5s [050] 800 val rows, Sharpe=-0.0270, 2.0s [051] 800 val rows, Sharpe=+0.0089, 2.2s [052] 800 val rows, Sharpe=+0.0089, 2.2s [053] 800 val rows, Sharpe=-0.0742, 2.2s [054] 800 val rows, Sharpe=+0.0266, 2.5s [055] 800 val rows, Sharpe=-0.0310, 2.4s [056] 800 val rows, Sharpe=-0.0398, 2.5s [057] 800 val rows, Sharpe=-0.0451, 2.4s [058] 800 val rows, Sharpe=-0.0551, 2.4s [059] 800 val rows, Sharpe=+0.0293, 2.5s [060] 800 val rows, Sharpe=+0.0569, 2.6s [061] 800 val rows, Sharpe=-0.0340, 2.8s [062] 800 val rows, Sharpe=+0.0239, 2.5s [063] 800 val rows, Sharpe=-0.0188, 2.6s [064] 800 val rows, Sharpe=-0.0026, 2.7s [065] 800 val rows, Sharpe=+0.0120, 2.8s [066] 800 val rows, Sharpe=+0.0478, 3.0s [067] 800 val rows, Sharpe=-0.0079, 2.9s [068] 800 val rows, Sharpe=+0.0543, 2.9s [069] 800 val rows, Sharpe=-0.0391, 3.0s [070] 800 val rows, Sharpe=-0.0397, 2.7s [071] 800 val rows, Sharpe=+0.0187, 3.0s [072] 800 val rows, Sharpe=-0.0634, 2.9s [073] 800 val rows, Sharpe=-0.0220, 2.8s [074] 800 val rows, Sharpe=-0.0618, 2.8s [075] 800 val rows, Sharpe=+0.0410, 3.0s [076] 800 val rows, Sharpe=-0.0224, 3.0s [077] 800 val rows, Sharpe=+0.0210, 3.0s
Overall Sharpe: -0.0097 Periods: 77, Observations: 61243 IC: -0.0040 (std=0.2674) IC-dispersion corr: 0.0002 Concentration: 0.0273 Compression loss: 0.1412 City novelty: nan deg (nearest: N/A) Global novelty: computed after submission

NOTE: These are validation-set statistics. Test-set results will differ.

Results written to results.csv

2 Replies

S
suppressedmama
4d ago
Awesome bro! 🚀🚀🚀🚀🚀

A
AmonRa
1d ago
Appreciated it buddy.

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SUCCESS: AmonRa_amonRa_final_submission_v1_2.py | AlphaNova Discussions

AmonRa_amonRa_final_submission_v1_2.py

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