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labeled_v1/BNBUSDT__binance__15m__2017-11-06__2026-02-28__labeled_v1.parquet

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labeled_v1/BUILD_REPORT.json

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+{
+  "built_at_utc": "2026-03-02T16:32:55.889875+00:00",
+  "source_file": "data\\gold_10y_v2\\gold_binance_multitf.parquet",
+  "symbols": [
+    "BNB/USDT",
+    "BTC/USDT",
+    "ETH/USDT",
+    "SOL/USDT",
+    "XRP/USDT"
+  ],
+  "timeframes": [
+    "15m",
+    "1d",
+    "1h",
+    "4h",
+    "5m"
+  ],
+  "rows_total": 5865657,
+  "round_trip_cost_pct": 0.0028,
+  "fee_pct": 0.0004,
+  "slippage_pct": 0.001,
+  "files": {
+    "full": "data\\gold_10y_v2\\labeled_v1\\gold_labeled_v1.parquet",
+    "dataset_index_csv": "data\\gold_10y_v2\\labeled_v1\\DATASET_INDEX.csv",
+    "dataset_index_json": "data\\gold_10y_v2\\labeled_v1\\DATASET_INDEX.json"
+  }
+}

labeled_v1/DATASET_INDEX.csv

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+symbol,tf,rows,effective_rows,min_utc,max_utc,horizons
+BNB/USDT,15m,291001,291001,2017-11-06T04:00:00+00:00,2026-02-28T18:30:00+00:00,"2,4,8,16,32,96"
+BNB/USDT,1d,3008,3008,2017-11-07T00:00:00+00:00,2026-01-31T00:00:00+00:00,"1,2,3,5,10,20,30"
+BNB/USDT,1h,72747,72747,2017-11-06T04:00:00+00:00,2026-02-27T19:00:00+00:00,"2,4,8,12,24,48"
+BNB/USDT,4h,18189,18189,2017-11-06T04:00:00+00:00,2026-02-25T20:00:00+00:00,"2,3,6,12,24"
+BNB/USDT,5m,872912,872912,2017-11-06T03:50:00+00:00,2026-02-28T18:25:00+00:00,"3,6,12,24,48,96,288"
+BTC/USDT,15m,298747,298747,2017-08-17T04:00:00+00:00,2026-02-28T17:45:00+00:00,"2,4,8,16,32,96"
+BTC/USDT,1d,3089,3089,2017-08-18T00:00:00+00:00,2026-01-31T00:00:00+00:00,"1,2,3,5,10,20,30"
+BTC/USDT,1h,74684,74684,2017-08-17T04:00:00+00:00,2026-02-27T18:00:00+00:00,"2,4,8,12,24,48"
+BTC/USDT,4h,18674,18674,2017-08-17T04:00:00+00:00,2026-02-25T20:00:00+00:00,"2,3,6,12,24"
+BTC/USDT,5m,896147,896147,2017-08-17T04:00:00+00:00,2026-02-28T17:45:00+00:00,"3,6,12,24,48,96,288"
+ETH/USDT,15m,298748,298748,2017-08-17T04:00:00+00:00,2026-02-28T18:00:00+00:00,"2,4,8,16,32,96"
+ETH/USDT,1d,3089,3089,2017-08-18T00:00:00+00:00,2026-01-31T00:00:00+00:00,"1,2,3,5,10,20,30"
+ETH/USDT,1h,74684,74684,2017-08-17T04:00:00+00:00,2026-02-27T18:00:00+00:00,"2,4,8,12,24,48"
+ETH/USDT,4h,18674,18674,2017-08-17T04:00:00+00:00,2026-02-25T20:00:00+00:00,"2,3,6,12,24"
+ETH/USDT,5m,896150,896150,2017-08-17T04:00:00+00:00,2026-02-28T18:00:00+00:00,"3,6,12,24,48,96,288"
+SOL/USDT,15m,194558,194558,2020-08-11T06:00:00+00:00,2026-02-28T18:45:00+00:00,"2,4,8,16,32,96"
+SOL/USDT,1d,1999,1999,2020-08-12T00:00:00+00:00,2026-01-31T00:00:00+00:00,"1,2,3,5,10,20,30"
+SOL/USDT,1h,48623,48623,2020-08-11T06:00:00+00:00,2026-02-27T19:00:00+00:00,"2,4,8,12,24,48"
+SOL/USDT,4h,12147,12147,2020-08-11T08:00:00+00:00,2026-02-25T20:00:00+00:00,"2,3,6,12,24"
+SOL/USDT,5m,583641,583641,2020-08-11T06:00:00+00:00,2026-02-28T18:35:00+00:00,"3,6,12,24,48,96,288"
+XRP/USDT,15m,273949,273949,2018-05-04T08:15:00+00:00,2026-02-28T18:45:00+00:00,"2,4,8,16,32,96"
+XRP/USDT,1d,2829,2829,2018-05-05T00:00:00+00:00,2026-01-31T00:00:00+00:00,"1,2,3,5,10,20,30"
+XRP/USDT,1h,68480,68480,2018-05-04T09:00:00+00:00,2026-02-27T19:00:00+00:00,"2,4,8,12,24,48"
+XRP/USDT,4h,17120,17120,2018-05-04T12:00:00+00:00,2026-02-25T20:00:00+00:00,"2,3,6,12,24"
+XRP/USDT,5m,821768,821768,2018-05-04T08:10:00+00:00,2026-02-28T18:45:00+00:00,"3,6,12,24,48,96,288"

labeled_v1/DATASET_INDEX.json

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+[
+  {
+    "symbol":"BNB\/USDT",
+    "tf":"15m",
+    "rows":291001,
+    "effective_rows":291001,
+    "min_utc":"2017-11-06T04:00:00+00:00",
+    "max_utc":"2026-02-28T18:30:00+00:00",
+    "horizons":"2,4,8,16,32,96"
+  },
+  {
+    "symbol":"BNB\/USDT",
+    "tf":"1d",
+    "rows":3008,
+    "effective_rows":3008,
+    "min_utc":"2017-11-07T00:00:00+00:00",
+    "max_utc":"2026-01-31T00:00:00+00:00",
+    "horizons":"1,2,3,5,10,20,30"
+  },
+  {
+    "symbol":"BNB\/USDT",
+    "tf":"1h",
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+    "effective_rows":72747,
+    "min_utc":"2017-11-06T04:00:00+00:00",
+    "max_utc":"2026-02-27T19:00:00+00:00",
+    "horizons":"2,4,8,12,24,48"
+  },
+  {
+    "symbol":"BNB\/USDT",
+    "tf":"4h",
+    "rows":18189,
+    "effective_rows":18189,
+    "min_utc":"2017-11-06T04:00:00+00:00",
+    "max_utc":"2026-02-25T20:00:00+00:00",
+    "horizons":"2,3,6,12,24"
+  },
+  {
+    "symbol":"BNB\/USDT",
+    "tf":"5m",
+    "rows":872912,
+    "effective_rows":872912,
+    "min_utc":"2017-11-06T03:50:00+00:00",
+    "max_utc":"2026-02-28T18:25:00+00:00",
+    "horizons":"3,6,12,24,48,96,288"
+  },
+  {
+    "symbol":"BTC\/USDT",
+    "tf":"15m",
+    "rows":298747,
+    "effective_rows":298747,
+    "min_utc":"2017-08-17T04:00:00+00:00",
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+  },
+  {
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+    "effective_rows":3089,
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+    "max_utc":"2026-01-31T00:00:00+00:00",
+    "horizons":"1,2,3,5,10,20,30"
+  },
+  {
+    "symbol":"BTC\/USDT",
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+    "effective_rows":74684,
+    "min_utc":"2017-08-17T04:00:00+00:00",
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+    "horizons":"2,4,8,12,24,48"
+  },
+  {
+    "symbol":"BTC\/USDT",
+    "tf":"4h",
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+    "effective_rows":18674,
+    "min_utc":"2017-08-17T04:00:00+00:00",
+    "max_utc":"2026-02-25T20:00:00+00:00",
+    "horizons":"2,3,6,12,24"
+  },
+  {
+    "symbol":"BTC\/USDT",
+    "tf":"5m",
+    "rows":896147,
+    "effective_rows":896147,
+    "min_utc":"2017-08-17T04:00:00+00:00",
+    "max_utc":"2026-02-28T17:45:00+00:00",
+    "horizons":"3,6,12,24,48,96,288"
+  },
+  {
+    "symbol":"ETH\/USDT",
+    "tf":"15m",
+    "rows":298748,
+    "effective_rows":298748,
+    "min_utc":"2017-08-17T04:00:00+00:00",
+    "max_utc":"2026-02-28T18:00:00+00:00",
+    "horizons":"2,4,8,16,32,96"
+  },
+  {
+    "symbol":"ETH\/USDT",
+    "tf":"1d",
+    "rows":3089,
+    "effective_rows":3089,
+    "min_utc":"2017-08-18T00:00:00+00:00",
+    "max_utc":"2026-01-31T00:00:00+00:00",
+    "horizons":"1,2,3,5,10,20,30"
+  },
+  {
+    "symbol":"ETH\/USDT",
+    "tf":"1h",
+    "rows":74684,
+    "effective_rows":74684,
+    "min_utc":"2017-08-17T04:00:00+00:00",
+    "max_utc":"2026-02-27T18:00:00+00:00",
+    "horizons":"2,4,8,12,24,48"
+  },
+  {
+    "symbol":"ETH\/USDT",
+    "tf":"4h",
+    "rows":18674,
+    "effective_rows":18674,
+    "min_utc":"2017-08-17T04:00:00+00:00",
+    "max_utc":"2026-02-25T20:00:00+00:00",
+    "horizons":"2,3,6,12,24"
+  },
+  {
+    "symbol":"ETH\/USDT",
+    "tf":"5m",
+    "rows":896150,
+    "effective_rows":896150,
+    "min_utc":"2017-08-17T04:00:00+00:00",
+    "max_utc":"2026-02-28T18:00:00+00:00",
+    "horizons":"3,6,12,24,48,96,288"
+  },
+  {
+    "symbol":"SOL\/USDT",
+    "tf":"15m",
+    "rows":194558,
+    "effective_rows":194558,
+    "min_utc":"2020-08-11T06:00:00+00:00",
+    "max_utc":"2026-02-28T18:45:00+00:00",
+    "horizons":"2,4,8,16,32,96"
+  },
+  {
+    "symbol":"SOL\/USDT",
+    "tf":"1d",
+    "rows":1999,
+    "effective_rows":1999,
+    "min_utc":"2020-08-12T00:00:00+00:00",
+    "max_utc":"2026-01-31T00:00:00+00:00",
+    "horizons":"1,2,3,5,10,20,30"
+  },
+  {
+    "symbol":"SOL\/USDT",
+    "tf":"1h",
+    "rows":48623,
+    "effective_rows":48623,
+    "min_utc":"2020-08-11T06:00:00+00:00",
+    "max_utc":"2026-02-27T19:00:00+00:00",
+    "horizons":"2,4,8,12,24,48"
+  },
+  {
+    "symbol":"SOL\/USDT",
+    "tf":"4h",
+    "rows":12147,
+    "effective_rows":12147,
+    "min_utc":"2020-08-11T08:00:00+00:00",
+    "max_utc":"2026-02-25T20:00:00+00:00",
+    "horizons":"2,3,6,12,24"
+  },
+  {
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+    "tf":"5m",
+    "rows":583641,
+    "effective_rows":583641,
+    "min_utc":"2020-08-11T06:00:00+00:00",
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+    "horizons":"3,6,12,24,48,96,288"
+  },
+  {
+    "symbol":"XRP\/USDT",
+    "tf":"15m",
+    "rows":273949,
+    "effective_rows":273949,
+    "min_utc":"2018-05-04T08:15:00+00:00",
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+  },
+  {
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labeled_v1/ETHUSDT__binance__15m__2017-08-17__2026-02-28__labeled_v1.parquet

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labeled_v1/ETHUSDT__binance__4h__2017-08-17__2026-02-25__labeled_v1.parquet

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labeled_v1/ETHUSDT__binance__5m__2017-08-17__2026-02-28__labeled_v1.parquet

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labeled_v1/README.md

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+---
+pretty_name: AI Hedge Fund Gold Labeled v1
+license: mit
+task_categories:
+- time-series-forecasting
+- tabular-classification
+- tabular-regression
+tags:
+- finance
+- ohlcv
+- multi-horizon
+- cost-aware
+---
+
+# Gold Labeled v1
+
+## Summary
+- Built at (UTC): `2026-03-02T16:32:55.889875+00:00`
+- Source file: `data\gold_10y_v2\gold_binance_multitf.parquet`
+- Symbols: `BNB/USDT, BTC/USDT, ETH/USDT, SOL/USDT, XRP/USDT`
+- Timeframes: `15m, 1d, 1h, 4h, 5m`
+- Round-trip cost threshold: `0.002800`
+- Rows total: `5865657`
+
+## Label Families
+- `ret_hN`, `abs_ret_hN`: future return targets
+- `label_bin_hN`: binary direction (up/down)
+- `label_dir_hN`: directional class (-1/0/1)
+- `label_buy_sell_hold_hN`: discrete trading action
+- `label_costaware_hN`: buy/sell/hold with transaction cost threshold
+- `label_costaware_voladj_hN`: cost-aware action with volatility-adjusted neutral band
+- `label_tradeable_hN`: whether expected move exceeds round-trip cost
+- `target_vol_hN`: absolute future return proxy for volatility
+- `target_net_edge_hN`: |ret|-cost objective
+- `label_q5_hN`: 5-quantile regime label
+- `label_trend_state_hN`: trend regime (-1 reversion, 0 neutral, 1 continuation)
+- `label_trend_continuation_hN`, `label_trend_reversion_hN`: binary trend labels
+
+## TF Coverage
+| Symbol | TF | Rows | Min UTC | Max UTC | Effective Rows | Horizons |
+|---|---|---:|---|---|---:|---|
+| BNB/USDT | 15m | 291001 | 2017-11-06T04:00:00+00:00 | 2026-02-28T18:30:00+00:00 | 291001 | 2,,,4,,,8,,,1,6,,,3,2,,,9,6 |
+| BNB/USDT | 1d | 3008 | 2017-11-07T00:00:00+00:00 | 2026-01-31T00:00:00+00:00 | 3008 | 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0 |
+| BNB/USDT | 1h | 72747 | 2017-11-06T04:00:00+00:00 | 2026-02-27T19:00:00+00:00 | 72747 | 2,,,4,,,8,,,1,2,,,2,4,,,4,8 |
+| BNB/USDT | 4h | 18189 | 2017-11-06T04:00:00+00:00 | 2026-02-25T20:00:00+00:00 | 18189 | 2,,,3,,,6,,,1,2,,,2,4 |
+| BNB/USDT | 5m | 872912 | 2017-11-06T03:50:00+00:00 | 2026-02-28T18:25:00+00:00 | 872912 | 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8 |
+| BTC/USDT | 15m | 298747 | 2017-08-17T04:00:00+00:00 | 2026-02-28T17:45:00+00:00 | 298747 | 2,,,4,,,8,,,1,6,,,3,2,,,9,6 |
+| BTC/USDT | 1d | 3089 | 2017-08-18T00:00:00+00:00 | 2026-01-31T00:00:00+00:00 | 3089 | 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0 |
+| BTC/USDT | 1h | 74684 | 2017-08-17T04:00:00+00:00 | 2026-02-27T18:00:00+00:00 | 74684 | 2,,,4,,,8,,,1,2,,,2,4,,,4,8 |
+| BTC/USDT | 4h | 18674 | 2017-08-17T04:00:00+00:00 | 2026-02-25T20:00:00+00:00 | 18674 | 2,,,3,,,6,,,1,2,,,2,4 |
+| BTC/USDT | 5m | 896147 | 2017-08-17T04:00:00+00:00 | 2026-02-28T17:45:00+00:00 | 896147 | 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8 |
+| ETH/USDT | 15m | 298748 | 2017-08-17T04:00:00+00:00 | 2026-02-28T18:00:00+00:00 | 298748 | 2,,,4,,,8,,,1,6,,,3,2,,,9,6 |
+| ETH/USDT | 1d | 3089 | 2017-08-18T00:00:00+00:00 | 2026-01-31T00:00:00+00:00 | 3089 | 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0 |
+| ETH/USDT | 1h | 74684 | 2017-08-17T04:00:00+00:00 | 2026-02-27T18:00:00+00:00 | 74684 | 2,,,4,,,8,,,1,2,,,2,4,,,4,8 |
+| ETH/USDT | 4h | 18674 | 2017-08-17T04:00:00+00:00 | 2026-02-25T20:00:00+00:00 | 18674 | 2,,,3,,,6,,,1,2,,,2,4 |
+| ETH/USDT | 5m | 896150 | 2017-08-17T04:00:00+00:00 | 2026-02-28T18:00:00+00:00 | 896150 | 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8 |
+| SOL/USDT | 15m | 194558 | 2020-08-11T06:00:00+00:00 | 2026-02-28T18:45:00+00:00 | 194558 | 2,,,4,,,8,,,1,6,,,3,2,,,9,6 |
+| SOL/USDT | 1d | 1999 | 2020-08-12T00:00:00+00:00 | 2026-01-31T00:00:00+00:00 | 1999 | 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0 |
+| SOL/USDT | 1h | 48623 | 2020-08-11T06:00:00+00:00 | 2026-02-27T19:00:00+00:00 | 48623 | 2,,,4,,,8,,,1,2,,,2,4,,,4,8 |
+| SOL/USDT | 4h | 12147 | 2020-08-11T08:00:00+00:00 | 2026-02-25T20:00:00+00:00 | 12147 | 2,,,3,,,6,,,1,2,,,2,4 |
+| SOL/USDT | 5m | 583641 | 2020-08-11T06:00:00+00:00 | 2026-02-28T18:35:00+00:00 | 583641 | 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8 |
+| XRP/USDT | 15m | 273949 | 2018-05-04T08:15:00+00:00 | 2026-02-28T18:45:00+00:00 | 273949 | 2,,,4,,,8,,,1,6,,,3,2,,,9,6 |
+| XRP/USDT | 1d | 2829 | 2018-05-05T00:00:00+00:00 | 2026-01-31T00:00:00+00:00 | 2829 | 1,,,2,,,3,,,5,,,1,0,,,2,0,,,3,0 |
+| XRP/USDT | 1h | 68480 | 2018-05-04T09:00:00+00:00 | 2026-02-27T19:00:00+00:00 | 68480 | 2,,,4,,,8,,,1,2,,,2,4,,,4,8 |
+| XRP/USDT | 4h | 17120 | 2018-05-04T12:00:00+00:00 | 2026-02-25T20:00:00+00:00 | 17120 | 2,,,3,,,6,,,1,2,,,2,4 |
+| XRP/USDT | 5m | 821768 | 2018-05-04T08:10:00+00:00 | 2026-02-28T18:45:00+00:00 | 821768 | 3,,,6,,,1,2,,,2,4,,,4,8,,,9,6,,,2,8,8 |

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