model.json

{
  "task": "classification",
  "target": "price_up_7d",
  "horizonDays": 7,
  "features": [
    "p",
    "mom1",
    "mom7",
    "rev",
    "absdev"
  ],
  "mean": [
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    -0.0002917469655475525,
    -0.0032803867870304813,
    0.3441537174155534,
    0.38510929100314234
  ],
  "scale": [
    0.2191645307830682,
    0.023693971118216424,
    0.05043064578101504,
    0.219164530783067,
    0.1347802164539187
  ],
  "coef": [
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    -0.08715199356646906,
    -0.11682737891742023,
    -0.11196571203684959,
    -0.0847639025228879
  ],
  "intercept": -0.7173628634460989,
  "version": "logreg.updown.v1",
  "metrics": {
    "auc": 0.65507,
    "accuracy": 0.67072,
    "dirAcc": 0.6018,
    "upRate": 0.33114,
    "n_train": 23661,
    "n_test": 5916,
    "trained_at": "2026-06-22T02:07:59.810666+00:00"
  }
}