T

mathiasandClaude Sonnet 4.6 3aded95ef1 feat(hpo): sweep results + update WINDOW default to 120

HPO sweep (18 configs, D_MODEL×DEPTH×WINDOW grid):
  Best: D_MODEL=128 DEPTH=2 WINDOW=120 → phase1_r2=0.3908
  Worst: D_MODEL=64 (all configs) → max phase1_r2=0.3653

Key findings:
- WINDOW=120 (5 days) > 240 > 480 — FX vol prediction is local, not regime-scale
- DEPTH=4 doesn't improve over DEPTH=2 — 2 causal layers sufficient
- D_MODEL=64 undercapacity; 128 and 256 comparable

Updated WINDOW default: 240 → 120 (HPO winner).

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-26 12:42:50 +02:00

.context

docs: add DECISIONS.md and rewrite PROJECT.md (#8 )

2026-06-22 18:10:32 +00:00

.gitea/workflows

Initial commit

2026-05-27 21:55:18 +00:00

.skills

Initial commit

2026-05-27 21:55:18 +00:00

cmd

fix(eval): correct probe metric to use true year-based OOS split

2026-06-24 22:57:14 +02:00

internal

fix(eval): correct probe metric to use true year-based OOS split

2026-06-24 22:57:14 +02:00

results

feat(hpo): sweep results + update WINDOW default to 120

2026-06-26 12:42:50 +02:00

scripts

feat(hpo): env-var knob overrides + sweep script (18 configs)

2026-06-26 12:37:27 +02:00

tests

feat(hpo): env-var knob overrides + sweep script (18 configs)

2026-06-26 12:37:27 +02:00

.aider.conf.yml

Initial commit

2026-05-27 21:55:18 +00:00

.aider.conventions.md

Initial commit

2026-05-27 21:55:18 +00:00

.cursorrules

Initial commit

2026-05-27 21:55:18 +00:00

.gitignore

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

AGENTS.md

Initial commit

2026-05-27 21:55:18 +00:00

CLAUDE.md

Initial commit

2026-05-27 21:55:18 +00:00

DECISIONS.md

docs: add DECISIONS.md and rewrite PROJECT.md (#8 )

2026-06-22 18:10:32 +00:00

Dockerfile

Initial commit

2026-05-27 21:55:18 +00:00

go.mod

refactor: rename hostexecutor → jepa-fx-risk (#9 )

2026-06-24 11:58:42 +02:00

go.sum

refactor: rename hostexecutor → jepa-fx-risk (#9 )

2026-06-24 11:58:42 +02:00

loop.py

feat(loop): autoresearch keep/revert loop + first iteration (val_vol_r2 0.2821→0.3749, +9.3%)

2026-06-24 07:16:50 +02:00

metrics.json

feat(loop): 5 iters on TS-JEPA+SIGReg backbone — consistent improvement

2026-06-24 07:45:55 +02:00

README.md

Initial commit

2026-05-27 21:55:18 +00:00

requirements.txt

feat(data): EUR/USD M1 fetch + daily realized-vol prep (toy slice, #2/#11)

2026-06-23 16:49:59 +02:00

STATUS.md

feat(loop): 5 iters on TS-JEPA+SIGReg backbone — consistent improvement

2026-06-24 07:45:55 +02:00

Taskfile.yml

feat(data): EUR/USD hourly pipeline + 2008-2023 M1 dataset (#2 )

2026-06-25 13:12:48 +02:00

train.py

feat(hpo): sweep results + update WINDOW default to 120

2026-06-26 12:42:50 +02:00

README.md

hostexecutor

Generated from mathias/template-go-web.

Bootstrap

After creating from template, run:

go mod tidy       # regenerate go.sum with real module path
task generate     # generate templ files
task build        # build the binary