| { | |
| "model_id": "JonusNattapong/romeo-v5", | |
| "owner": "JonusNattapong", | |
| "license": "mit", | |
| "tags": [ | |
| "trading", | |
| "finance", | |
| "gold", | |
| "xauusd", | |
| "forex", | |
| "algorithmic-trading", | |
| "smart-money-concepts", | |
| "smc", | |
| "xgboost", | |
| "lightgbm", | |
| "machine-learning", | |
| "backtesting", | |
| "technical-analysis", | |
| "multi-timeframe", | |
| "intraday-trading", | |
| "high-frequency-trading", | |
| "ensemble-model", | |
| "keras", | |
| "tensorflow" | |
| ], | |
| "artifacts": [ | |
| "trading_model_romeo_daily.pkl", | |
| "romeo_keras_daily.keras" | |
| ], | |
| "metrics": { | |
| "initial_capital": 100.0, | |
| "final_capital": 484.8199412897085, | |
| "cagr": 0.044435345346789834, | |
| "annual_volatility": 0.4118163868756299, | |
| "sharpe": 0.31192432046397695, | |
| "max_drawdown": -0.47656310794093215, | |
| "total_trades": 3610, | |
| "win_trades": 1786, | |
| "win_rate": 0.49473684210526314, | |
| "avg_pnl": 0.10659832168689985 | |
| }, | |
| "feature_list": "artifact['features']", | |
| "usage": "Load artifact with joblib.load(). Align data to artifact['features'], fill missing with 0. Predict with ensemble weights. Use v5/backtest_v5.py for backtesting.", | |
| "training_data": "Yahoo Finance GC=F historical data with SMC and technical features", | |
| "evaluation_data": "Unseen fresh daily data", | |
| "frameworks": ["scikit-learn", "xgboost", "lightgbm", "tensorflow"], | |
| "python_version": "3.8+", | |
| "dependencies": ["joblib", "pandas", "numpy", "scipy"], | |
| "caveats": "Simplified position sizing; historical backtests only; not financial advice" | |
| } |