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tmmycruise/
forecasting-v3-checkpoints

Name: forecasting-v3-checkpoints
Availability: InStock

distributional-regression

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Forecasting V3 Checkpoints

This repository preserves the three final PyTorch checkpoints from the forecasting-v3 AAPL/ABBV/MCD development study.

Model

One shared model for AAPL, ABBV, and MCD
128 completed one-minute close tokens
Continuous RoPE horizon queries with base 16
Supervised horizons: 2, 4, 8, 16, and 32 minutes
Dense query support: every integer horizon from 2 through 32 minutes
Shared 21-class return-distribution output
Separate 15-feature causal long-history auxiliary lane
27,477 trainable parameters

Each seed was initialized from its locked seed-matched early-add checkpoint, trained end to end on [2016-08-08, 2021-08-08), selected with [2021-08-08, 2022-08-08), and refit on [2016-08-08, 2022-08-08). The three selected refit epoch counts were 7, 1, and 4.

The strategy-development interval was [2022-08-08, 2023-08-08). The sealed reserve [2023-08-08, 2026-08-08) was not read or scored.

Files

Each seedN/ directory contains:

model_seedN.pt: weights and the core architecture metadata
calibration_seedN.npz: class-return supports and train/refit calibration
results.json: training history and development metrics
run_manifest.json: exact configuration and source hashes

source/ contains the model definitions and frozen V7 runner used to create the checkpoints. protocol.md records the study contract. Prediction sheets and market data are intentionally excluded.

Load

python

import torch

checkpoint = torch.load(
    "seed0/model_seed0.pt",
    map_location="cpu",
    weights_only=True,
)
state_dict = checkpoint["state_dict"]
print(checkpoint["assets"])
print(checkpoint["supervised_horizons"])

Use the source and manifest files to reconstruct the module before loading the state dictionary.

Development Metrics

Dense 2-32 minute development-test NLL:

Seed	Selected epoch	NLL
0	7	2.9471515
1	1	2.9441110
2	4	2.9445206
Probability ensemble	-	2.9435108

These are research artifacts, not investment advice or a production trading system. The development year had prior generic inspection and is not an untouched confirmatory holdout.

tmmycruise/forecasting-v3-checkpoints