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amonra_submission007.py run successfully in my terminal
python runner.py amonra_submission007.py --gauge-fix
Processing submission: amonra_submission007.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=+0.0535, 0.5s [002] 696 val rows, Sharpe=-0.0153, 0.3s [003] 800 val rows, Sharpe=+0.0028, 0.5s [004] 800 val rows, Sharpe=+0.0997, 0.4s [005] 800 val rows, Sharpe=-0.0867, 0.6s [006] 800 val rows, Sharpe=-0.0056, 0.6s [007] 800 val rows, Sharpe=-0.0834, 0.7s [008] 800 val rows, Sharpe=+0.0333, 0.8s [009] 800 val rows, Sharpe=+0.0324, 0.7s [010] 800 val rows, Sharpe=+0.0047, 0.7s [011] 800 val rows, Sharpe=-0.0456, 0.8s [012] 800 val rows, Sharpe=-0.0513, 0.8s [013] 800 val rows, Sharpe=-0.0328, 0.8s [014] 800 val rows, Sharpe=+0.0000, 1.0s [015] 800 val rows, Sharpe=-0.0837, 2.3s [016] 800 val rows, Sharpe=+0.0996, 0.9s [017] 800 val rows, Sharpe=-0.0748, 0.9s [018] 800 val rows, Sharpe=+0.0318, 1.0s [019] 800 val rows, Sharpe=-0.0767, 1.0s [020] 800 val rows, Sharpe=-0.0631, 1.1s [021] 800 val rows, Sharpe=-0.0826, 1.3s [022] 800 val rows, Sharpe=-0.0971, 1.2s [023] 800 val rows, Sharpe=-0.0114, 1.3s [024] 800 val rows, Sharpe=-0.0001, 1.1s [025] 800 val rows, Sharpe=-0.0357, 1.2s [026] 800 val rows, Sharpe=+0.0106, 1.4s [027] 800 val rows, Sharpe=+0.0234, 1.4s [028] 800 val rows, Sharpe=-0.0341, 1.5s [029] 800 val rows, Sharpe=-0.0065, 1.4s [030] 800 val rows, Sharpe=-0.0758, 1.6s [031] 800 val rows, Sharpe=+0.0154, 1.4s [032] 800 val rows, Sharpe=+0.0042, 1.5s [033] 800 val rows, Sharpe=+0.0279, 1.6s [034] 800 val rows, Sharpe=+0.0205, 1.5s [035] 800 val rows, Sharpe=-0.0724, 1.9s [036] 800 val rows, Sharpe=-0.0068, 1.8s [037] 800 val rows, Sharpe=+0.0290, 1.6s [038] 800 val rows, Sharpe=-0.0796, 1.7s [039] 800 val rows, Sharpe=-0.0245, 1.7s [040] 800 val rows, Sharpe=-0.0645, 1.8s [041] 800 val rows, Sharpe=-0.0117, 1.8s [042] 800 val rows, Sharpe=-0.0210, 1.9s [043] 800 val rows, Sharpe=+0.0297, 1.9s [044] 800 val rows, Sharpe=-0.0129, 2.0s [045] 800 val rows, Sharpe=+0.0209, 2.0s [046] 800 val rows, Sharpe=+0.0077, 1.9s [047] 800 val rows, Sharpe=-0.0133, 2.0s [048] 800 val rows, Sharpe=-0.0366, 2.1s [049] 800 val rows, Sharpe=+0.0386, 2.2s [050] 800 val rows, Sharpe=-0.0271, 2.2s [051] 800 val rows, Sharpe=+0.0090, 2.2s [052] 800 val rows, Sharpe=+0.0090, 2.3s [053] 800 val rows, Sharpe=-0.0741, 2.3s [054] 800 val rows, Sharpe=+0.0266, 2.3s [055] 800 val rows, Sharpe=-0.0309, 2.5s [056] 800 val rows, Sharpe=-0.0398, 2.3s [057] 800 val rows, Sharpe=-0.0452, 2.3s [058] 800 val rows, Sharpe=-0.0550, 2.4s [059] 800 val rows, Sharpe=+0.0293, 2.5s [060] 800 val rows, Sharpe=+0.0568, 2.5s [061] 800 val rows, Sharpe=-0.0340, 2.5s [062] 800 val rows, Sharpe=+0.0240, 2.5s [063] 800 val rows, Sharpe=-0.0188, 2.5s [064] 800 val rows, Sharpe=-0.0025, 2.6s [065] 800 val rows, Sharpe=+0.0120, 2.7s [066] 800 val rows, Sharpe=+0.0480, 2.7s [067] 800 val rows, Sharpe=-0.0079, 3.2s [068] 800 val rows, Sharpe=+0.0544, 3.2s [069] 800 val rows, Sharpe=-0.0391, 2.8s [070] 800 val rows, Sharpe=-0.0397, 3.0s [071] 800 val rows, Sharpe=+0.0187, 3.2s [072] 800 val rows, Sharpe=-0.0635, 3.1s [073] 800 val rows, Sharpe=-0.0220, 3.3s [074] 800 val rows, Sharpe=-0.0619, 3.4s [075] 800 val rows, Sharpe=+0.0409, 3.4s [076] 800 val rows, Sharpe=-0.0224, 3.8s [077] 800 val rows, Sharpe=+0.0211, 3.7s
Overall Sharpe: -0.0098 Periods: 77, Observations: 61243 IC: -0.0039 (std=0.2681) IC-dispersion corr: -0.0001 Concentration: 0.0275 Compression loss: 0.1387 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
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