AlphaNova
4

SUCCESS: AmonRa_amonRa_final_submission_v1_2.py

AnticipatedD's avatarAnticipatedD
3mo agocompetition-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

3 Replies

0
Nonius's avatarNonius3mo ago

Awesome bro! 🚀🚀🚀🚀🚀

0
AnticipatedD's avatarAnticipatedD2mo ago

Appreciated it buddy.

0
I
intermediatefollowerOsary2mo ago

Awesome♥️♥️