semanta-label-standard-ret-mr-conf-regime

gold/BUILD_REPORT.json

@@ -1,5 +1,5 @@
 {
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   "groups": 25,

gold/DATASET_INDEX_FILES.csv

@@ -1,26 +1,26 @@
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gold/DATASET_INDEX_FILES.json

@@ -1,6 +1,6 @@
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gold/METRICS.md

@@ -1,77 +1,9 @@
-# SemantaAI Deviation Metrics (Gold Layer)
-
-These features quantify deviation of `close` from moving-average baselines.
-
-## Configuration
-- Periods: `20, 50, 100`
-- MA families: `SMA`, `EMA`, `DEMA`, `TEMA`
-- Rolling volatility baseline: `std(period)`
-
-## Feature Naming
-- `dev_{ma}_{period}_pct`: percentage distance from MA baseline
-- `dev_{ma}_{period}_z`: z-score distance using rolling std
-- `dev_{ma}_{period}_z2`: normalized distance to a ±2σ band
-- `dev_{ma}_{period}_outside2std`: 1 if outside ±2σ, else 0
-- `dev_{ma}_{period}_mr_score`: mean-reversion proxy `-abs(z2)`
-
-## Full List
-- `dev_sma_20_pct`: Relative distance to SMA(20): (close-sma)/sma.
-- `dev_sma_20_z`: Deviation in rolling sigma units with std(20): (close-sma)/std_20.
-- `dev_sma_20_z2`: Deviation normalized to ±2σ band using std(20): (close-sma)/(2*std_20).
-- `dev_sma_20_outside2std`: 1 when |close-sma| > 2*std(20), else 0.
-- `dev_sma_20_mr_score`: Mean-reversion score proxy: -abs(dev_sma_20_z2).
-- `dev_ema_20_pct`: Relative distance to EMA(20): (close-ema)/ema.
-- `dev_ema_20_z`: Deviation in rolling sigma units with std(20): (close-ema)/std_20.
-- `dev_ema_20_z2`: Deviation normalized to ±2σ band using std(20): (close-ema)/(2*std_20).
-- `dev_ema_20_outside2std`: 1 when |close-ema| > 2*std(20), else 0.
-- `dev_ema_20_mr_score`: Mean-reversion score proxy: -abs(dev_ema_20_z2).
-- `dev_dema_20_pct`: Relative distance to DEMA(20): (close-dema)/dema.
-- `dev_dema_20_z`: Deviation in rolling sigma units with std(20): (close-dema)/std_20.
-- `dev_dema_20_z2`: Deviation normalized to ±2σ band using std(20): (close-dema)/(2*std_20).
-- `dev_dema_20_outside2std`: 1 when |close-dema| > 2*std(20), else 0.
-- `dev_dema_20_mr_score`: Mean-reversion score proxy: -abs(dev_dema_20_z2).
-- `dev_tema_20_pct`: Relative distance to TEMA(20): (close-tema)/tema.
-- `dev_tema_20_z`: Deviation in rolling sigma units with std(20): (close-tema)/std_20.
-- `dev_tema_20_z2`: Deviation normalized to ±2σ band using std(20): (close-tema)/(2*std_20).
-- `dev_tema_20_outside2std`: 1 when |close-tema| > 2*std(20), else 0.
-- `dev_tema_20_mr_score`: Mean-reversion score proxy: -abs(dev_tema_20_z2).
-- `dev_sma_50_pct`: Relative distance to SMA(50): (close-sma)/sma.
-- `dev_sma_50_z`: Deviation in rolling sigma units with std(50): (close-sma)/std_50.
-- `dev_sma_50_z2`: Deviation normalized to ±2σ band using std(50): (close-sma)/(2*std_50).
-- `dev_sma_50_outside2std`: 1 when |close-sma| > 2*std(50), else 0.
-- `dev_sma_50_mr_score`: Mean-reversion score proxy: -abs(dev_sma_50_z2).
-- `dev_ema_50_pct`: Relative distance to EMA(50): (close-ema)/ema.
-- `dev_ema_50_z`: Deviation in rolling sigma units with std(50): (close-ema)/std_50.
-- `dev_ema_50_z2`: Deviation normalized to ±2σ band using std(50): (close-ema)/(2*std_50).
-- `dev_ema_50_outside2std`: 1 when |close-ema| > 2*std(50), else 0.
-- `dev_ema_50_mr_score`: Mean-reversion score proxy: -abs(dev_ema_50_z2).
-- `dev_dema_50_pct`: Relative distance to DEMA(50): (close-dema)/dema.
-- `dev_dema_50_z`: Deviation in rolling sigma units with std(50): (close-dema)/std_50.
-- `dev_dema_50_z2`: Deviation normalized to ±2σ band using std(50): (close-dema)/(2*std_50).
-- `dev_dema_50_outside2std`: 1 when |close-dema| > 2*std(50), else 0.
-- `dev_dema_50_mr_score`: Mean-reversion score proxy: -abs(dev_dema_50_z2).
-- `dev_tema_50_pct`: Relative distance to TEMA(50): (close-tema)/tema.
-- `dev_tema_50_z`: Deviation in rolling sigma units with std(50): (close-tema)/std_50.
-- `dev_tema_50_z2`: Deviation normalized to ±2σ band using std(50): (close-tema)/(2*std_50).
-- `dev_tema_50_outside2std`: 1 when |close-tema| > 2*std(50), else 0.
-- `dev_tema_50_mr_score`: Mean-reversion score proxy: -abs(dev_tema_50_z2).
-- `dev_sma_100_pct`: Relative distance to SMA(100): (close-sma)/sma.
-- `dev_sma_100_z`: Deviation in rolling sigma units with std(100): (close-sma)/std_100.
-- `dev_sma_100_z2`: Deviation normalized to ±2σ band using std(100): (close-sma)/(2*std_100).
-- `dev_sma_100_outside2std`: 1 when |close-sma| > 2*std(100), else 0.
-- `dev_sma_100_mr_score`: Mean-reversion score proxy: -abs(dev_sma_100_z2).
-- `dev_ema_100_pct`: Relative distance to EMA(100): (close-ema)/ema.
-- `dev_ema_100_z`: Deviation in rolling sigma units with std(100): (close-ema)/std_100.
-- `dev_ema_100_z2`: Deviation normalized to ±2σ band using std(100): (close-ema)/(2*std_100).
-- `dev_ema_100_outside2std`: 1 when |close-ema| > 2*std(100), else 0.
-- `dev_ema_100_mr_score`: Mean-reversion score proxy: -abs(dev_ema_100_z2).
-- `dev_dema_100_pct`: Relative distance to DEMA(100): (close-dema)/dema.
-- `dev_dema_100_z`: Deviation in rolling sigma units with std(100): (close-dema)/std_100.
-- `dev_dema_100_z2`: Deviation normalized to ±2σ band using std(100): (close-dema)/(2*std_100).
-- `dev_dema_100_outside2std`: 1 when |close-dema| > 2*std(100), else 0.
-- `dev_dema_100_mr_score`: Mean-reversion score proxy: -abs(dev_dema_100_z2).
-- `dev_tema_100_pct`: Relative distance to TEMA(100): (close-tema)/tema.
-- `dev_tema_100_z`: Deviation in rolling sigma units with std(100): (close-tema)/std_100.
-- `dev_tema_100_z2`: Deviation normalized to ±2σ band using std(100): (close-tema)/(2*std_100).
-- `dev_tema_100_outside2std`: 1 when |close-tema| > 2*std(100), else 0.
-- `dev_tema_100_mr_score`: Mean-reversion score proxy: -abs(dev_tema_100_z2).
+# METRICS
+
+Gold includes trend/volatility/momentum features, deviation metrics and multi-horizon labels:
+- SMA/EMA/DEMA/TEMA deviation pct, z, z2
+- outside +/- 2 std flags
+- mean-reversion scores
+- label_ret_h{h}, label_dir_h{h}, label_mr_hit_h{h}
+- label_conf_trend_h{h}, label_regime_h{h}
+- cost-aware family: label_costaware_h{h}, label_tradeable_h{h}, label_buy_sell_hold_h{h}

gold/README.md

@@ -17,7 +17,7 @@ tags:
 # Gold Layer
 
 ## Summary
-- Built at (UTC): `2026-04-05T14:43:55.951924+00:00`
+- Built at (UTC): `2026-04-12T08:10:10.220499+00:00`
 - Rows total: `5936347`
 - Timestamp range (UTC): `2017-08-17T04:00:00+00:00` .. `2026-04-03T23:55:00+00:00`
 - Added feature columns: `60`

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