Scikit-learn
English
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
capital-preservation
risk-management
recovery-mechanisms
Eval Results (legacy)
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metadata.json
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{
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"model_id": "JonusNattapong/romeo-v7",
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"owner": "JonusNattapong",
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"license": "mit",
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"tags": [
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"trading",
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"finance",
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"gold",
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"xauusd",
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"forex",
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"algorithmic-trading",
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"smart-money-concepts",
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"smc",
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"xgboost",
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"lightgbm",
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"machine-learning",
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"backtesting",
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"technical-analysis",
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"multi-timeframe",
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"intraday-trading",
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"high-frequency-trading",
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"ensemble-model",
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"capital-preservation",
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"risk-management",
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"recovery-mechanisms",
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"dynamic-position-sizing"
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],
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"artifacts": [
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"trading_model_romeo_15m.pkl"
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],
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"metrics": {
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"initial_capital": 100.0,
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"final_capital": 144.24,
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"total_return_pct": 44.24,
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"max_drawdown_pct": 8.2,
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"total_trades": 133,
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"win_trades": 76,
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"win_rate": 0.571,
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"profit_factor": 2.10,
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"sharpe_ratio": 4.37,
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"capital_preservation_score": 28.4,
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"recovery_effectiveness": 1.00,
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"risk_adjusted_return": 5.38,
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"avg_trade": 0.33,
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"high_confidence_trades": 98,
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"recovery_mode_trades": 0
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},
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"feature_list": "artifact['features']",
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"usage": "Load artifact with joblib.load(). Use v7/backtest_v7.py with CapitalPreservationBacktester for capital-preserving backtesting. Key settings: risk_per_trade=0.10, confidence_threshold=0.65, dynamic_position_sizing=True. Includes recovery mechanisms and volatility adjustment.",
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"training_data": "Yahoo Finance GC=F 15m intraday data with enhanced capital preservation features",
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"evaluation_data": "Unseen fresh 15m intraday data with capital preservation backtesting",
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"frameworks": ["scikit-learn", "xgboost", "lightgbm"],
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"python_version": "3.8+",
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"dependencies": ["joblib", "pandas", "numpy", "scipy"],
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"capital_preservation_features": {
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"dynamic_position_sizing": true,
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"confidence_filtering": true,
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"recovery_mechanisms": true,
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"volatility_adjustment": true,
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"max_risk_per_trade": 0.15,
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"recovery_mode_threshold": 0.85,
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"confidence_threshold": 0.65
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},
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"caveats": "Capital preservation focused with dynamic risk management. Includes recovery mechanisms for drawdown periods. Historical backtests only; not financial advice. Monitor capital preservation metrics in live trading."
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}
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