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1{2 "config": {3  "name": "ablations",4  "description": "Essential ablations at the Small scale on the main sample (development test 2024); every variant and its reference (mrpt_small_b4k) get the same 4,000-step budget and seed.",5  "paths": {6   "cache": "/Users/simon-pierreboucher/wp41-cache",7   "root": "/Users/simon-pierreboucher/wp41_uqo"8  },9  "universe": {10   "manifest": "data/manifests/universe_main.json",11   "symbols_from": "all"12  },13  "data": {14   "dataset_stock": "market_bars.stock.1m.raw",15   "dataset_etf": "market_bars.etf.1m.raw",16   "start": "2018-01-02",17   "end": "2025-12-31",18   "warmup_sessions": 2119  },20  "windows": {21   "L_A": 390,22   "L_B": 390,23   "L_C": 260,24   "H": 60,25   "m_min": 30,26   "min_future_present": 0.827  },28  "splits": {29   "train_end": "2022-12-31",30   "val_end": "2023-12-31",31   "test_end": "2024-12-31",32   "final_end": "2025-12-31",33   "embargo_sessions": 134  },35  "train": {36   "model": "small",37   "batch_size": 64,38   "max_steps": 4000,39   "lr": 0.0003,40   "warmup_steps": 200,41   "weight_decay": 0.01,42   "grad_clip": 1.0,43   "eval_every": 500,44   "patience": 4,45   "origins_per_session": 2,46   "seed": 1,47   "num_workers": 10,48   "eval_batch_size": 256,49   "val_max_batches": 6050  },51  "eval": {52   "stride": 15,53   "horizons": [54    5,55    15,56    30,57    6058   ],59   "n_samples": 20060  },61  "baselines": [62   "naive"63  ],64  "reference": "naive_rw",65  "models": [66   {67    "name": "mrpt_small_b4k",68    "preset": "small",69    "kwargs": {},70    "feature_set": "full"71   },72   {73    "name": "mrpt_small_1m_only_b4k",74    "preset": "small",75    "kwargs": {76     "branches": [77      "A"78     ]79    },80    "feature_set": "full"81   },82   {83    "name": "mrpt_small_1m_5m",84    "preset": "small",85    "kwargs": {86     "branches": [87      "A",88      "B"89     ]90    },91    "feature_set": "full"92   },93   {94    "name": "mrpt_small_cross",95    "preset": "small",96    "kwargs": {97     "fusion": "cross"98    },99    "feature_set": "full"100   },101   {102    "name": "mrpt_small_gaussian",103    "preset": "small",104    "kwargs": {105     "head": "gaussian"106    },107    "feature_set": "full"108   },109   {110    "name": "mrpt_small_noregime",111    "preset": "small",112    "kwargs": {113     "regime": "none"114    },115    "feature_set": "full"116   },117   {118    "name": "mrpt_small_learnedregime",119    "preset": "small",120    "kwargs": {121     "regime": "learned"122    },123    "feature_set": "full"124   },125   {126    "name": "mrpt_small_returns_only",127    "preset": "small",128    "kwargs": {},129    "feature_set": "returns_only"130   },131   {132    "name": "mrpt_small_time_only",133    "preset": "small",134    "kwargs": {},135    "feature_set": "time_only"136   },137   {138    "name": "mrpt_small_ohlcv",139    "preset": "small",140    "kwargs": {},141    "feature_set": "ohlcv"142   },143   {144    "name": 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"ARMK",200  "AU",201  "AUPH",202  "AXTA",203  "BB",204  "BCE",205  "BDN",206  "BF.B",207  "BHP",208  "BKD",209  "BLDR",210  "BLMN",211  "BND",212  "BOX",213  "BTU",214  "CAH",215  "CB",216  "CG",217  "CHD",218  "CHTR",219  "CI",220  "CMCSA",221  "CME",222  "CNC",223  "CNDT",224  "CNO",225  "CNX",226  "COR",227  "CPRT",228  "CVBF",229  "CVE",230  "CX",231  "CZR",232  "D",233  "DB",234  "DBC",235  "DDD",236  "DGX",237  "DHI",238  "DIS",239  "DKS",240  "DLR",241  "DXC",242  "EBS",243  "EFX",244  "EHC",245  "EMLC",246  "EMN",247  "EOG",248  "EQNR",249  "EQT",250  "ERIC",251  "EWA",252  "EWT",253  "EWY",254  "FAST",255  "FAZ",256  "FEZ",257  "FHN",258  "FLR",259  "FPE",260  "FSLR",261  "FXI",262  "GDDY",263  "GEO",264  "GIL",265  "GLD",266  "GLNG",267  "GNTX",268  "GOOGL",269  "GOOS",270  "GPC",271  "GSAT",272  "GTN",273  "HAL",274  "HMC",275  "HOMB",276  "HOPE",277  "HSBC",278  "HSIC",279  "HXL",280  "IEF",281  "IGSB",282  "ILF",283  "INDA",284  "IRBT",285  "IRDM",286  "ITUB",287  "IVE",288  "IVZ",289  "IWF",290  "IXUS",291  "IYE",292  "J",293  "JPM",294  "KBE",295  "KBR",296  "KBWB",297  "KIM",298  "KLAC",299  "KMI",300  "KSS",301  "LBTYA",302  "LDOS",303  "LEN",304  "LNT",305  "LOW",306  "LQD",307  "LRCX",308  "LYG",309  "M",310  "MAA",311  "MAC",312  "MINT",313  "MOMO",314  "MPC",315  "MRSH",316  "MUR",317  "MUX",318  "NAVI",319  "NEM",320  "NI",321  "NOW",322  "NRG",323  "NTNX",324  "ODFL",325  "OIH",326  "OKE",327  "OPLN",328  "OPTU",329  "OXY",330  "PAGP",331  "PANW",332  "PBA",333  "PBR",334  "PBR.A",335  "PDBC",336  "PEP",337  "PFF",338  "PFG",339  "PFGC",340  "PHM",341  "PK",342  "POR",343  "PWR",344  "RCI",345  "RIO",346  "RIOT",347  "ROL",348  "ROST",349  "RPM",350  "RUN",351  "SABR",352  "SAN",353  "SBH",354  "SBSW",355  "SBUX",356  "SCHG",357  "SCO",358  "SDOW",359  "SDS",360  "SFM",361  "SH",362  "SHEL",363  "SHV",364  "SHW",365  "SJNK",366  "SLF",367  "SMFG",368  "SPDW",369  "SPEM",370  "SPGI",371  "SPWR",372  "SPY",373  "SPYD",374  "SRPT",375  "SSNC",376  "STAG",377  "TAP",378  "TDC",379  "TEL",380  "TIP",381  "TJX",382  "TMO",383  "TNA",384  "TPR",385  "TRI",386  "TTE",387  "TU",388  "TXRH",389  "UNFI",390  "UPRO",391  "URBN",392  "USFD",393  "USMV",394  "VALE",395  "VDE",396  "VEU",397  "VFH",398  "VGK",399  "VIAV",400  "VIG",401  "VIV",402  "VNQ",403  "VTEB",404  "VTR",405  "VWO",406  "VXX",407  "VZ",408  "WAB",409  "WDAY",410  "WEN",411  "WERN",412  "WES",413  "WIT",414  "WTRG",415  "WU",416  "WWW",417  "WY",418  "XBI",419  "XLP",420  "XLU",421  "XME",422  "XPO",423  "XYL",424  "ZION",425  "ZTO"426 ],427 "origins": {428  "train": 586202,429  "val": 1040345,430  "test": 986468,431  "final": 1008425432 },433 "eval_split": "test",434 "heldout": false435}
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