{
  "avg_auc": 0.5579,
  "avg_top10_win": 0.5767,
  "windows": 5,
  "features": 66,
  "total_valid_rows": 8482938,
  "results": [
    {
      "window": 1,
      "train": "2018-01-01_2022-12-31",
      "test": "2023-01-01_2024-06-30",
      "train_rows": 4617484,
      "test_rows": 1738459,
      "auc": 0.5567,
      "top10_win": 0.59,
      "bot10_miss": 0.6025,
      "best_iter": 162,
      "top5_features": [
        "bi_strength",
        "close_pos_60d",
        "vol_ratio_20",
        "ret_1d",
        "ret_60d"
      ]
    },
    {
      "window": 2,
      "train": "2018-06-01_2023-06-30",
      "test": "2023-07-01_2024-12-31",
      "train_rows": 4875872,
      "test_rows": 1789075,
      "auc": 0.5593,
      "top10_win": 0.5843,
      "bot10_miss": 0.6007,
      "best_iter": 121,
      "top5_features": [
        "bi_strength",
        "vol_ratio_20",
        "close_pos_60d",
        "vol_ma5",
        "ret_1d"
      ]
    },
    {
      "window": 3,
      "train": "2019-01-01_2023-12-31",
      "test": "2024-01-01_2025-06-30",
      "train_rows": 5011755,
      "test_rows": 1762631,
      "auc": 0.5604,
      "top10_win": 0.5723,
      "bot10_miss": 0.6082,
      "best_iter": 187,
      "top5_features": [
        "bi_strength",
        "vol_ratio_20",
        "close_pos_60d",
        "ret_30d",
        "ret_1d"
      ]
    },
    {
      "window": 4,
      "train": "2019-06-01_2024-06-30",
      "test": "2024-07-01_2025-12-31",
      "train_rows": 5251251,
      "test_rows": 1813726,
      "auc": 0.555,
      "top10_win": 0.567,
      "bot10_miss": 0.601,
      "best_iter": 277,
      "top5_features": [
        "ret_60d",
        "close_pos_60d",
        "bi_strength",
        "volatility_20d",
        "vol_ratio_20"
      ]
    },
    {
      "window": 5,
      "train": "2020-01-01_2024-12-31",
      "test": "2025-01-01_2026-04-10",
      "train_rows": 5362414,
      "test_rows": 1513570,
      "auc": 0.558,
      "top10_win": 0.5701,
      "bot10_miss": 0.614,
      "best_iter": 488,
      "top5_features": [
        "ret_60d",
        "volatility_20d",
        "close_pos_60d",
        "volatility_10d",
        "ret_30d"
      ]
    }
  ],
  "feature_names": [
    "ret_1d",
    "ret_2d",
    "ret_3d",
    "ret_5d",
    "ret_10d",
    "ret_20d",
    "ret_30d",
    "ret_60d",
    "ma_5",
    "ma_10",
    "ma_20",
    "ma_30",
    "ma_60",
    "ma_120",
    "ma_200",
    "close_above_ma5",
    "close_above_ma10",
    "close_above_ma20",
    "close_above_ma30",
    "close_above_ma60",
    "close_above_ma120",
    "close_above_ma200",
    "ema_12",
    "ema_26",
    "macd",
    "macd_signal",
    "macd_hist",
    "rsi_6",
    "rsi_12",
    "rsi_24",
    "volatility_10d",
    "volatility_20d",
    "vol_ma5",
    "vol_ratio_5",
    "vol_ma20",
    "vol_ratio_20",
    "roc_5",
    "roc_10",
    "roc_20",
    "roc_30",
    "bb_upper_10",
    "bb_lower_10",
    "bb_pos_10",
    "bb_upper_20",
    "bb_lower_20",
    "bb_pos_20",
    "atr_14",
    "atr_30",
    "kdj_k_9",
    "kdj_d_9",
    "kdj_j_9",
    "kdj_k_14",
    "kdj_d_14",
    "kdj_j_14",
    "close_pos_20d",
    "close_pos_60d",
    "buy1",
    "buy2",
    "buy3",
    "sell1",
    "sell2",
    "sell3",
    "bi_strength",
    "zhongshu_amplitude",
    "dist_last_buy",
    "bi_zhongshu_count"
  ]
}