| feature,gain,split,gain_pct |
| SUB_INDUSTRY,209609.68243312836,4421,23.46675558190243 |
| STOCK_TE,100231.98796749115,538,11.22142610884254 |
| INDUSTRY,68886.3977842331,1566,7.71214497801659 |
| INDUSTRY_GROUP,20997.642518043518,498,2.350781409748522 |
| ret_c1_20_sec_mean,10292.2877368927,245,1.1522683394042486 |
| ret_std,10056.714993476868,220,1.1258949012723474 |
| RET_11_mkt,9473.68929862976,231,1.0606225277821066 |
| RET_16_mkt,9013.635570526123,214,1.0091174242647856 |
| RET_4_med_SECTOR,8351.678453445435,156,0.9350083197047466 |
| VOLUME_4_mean_SECTOR,8037.733848571777,205,0.8998607958723138 |
| VOLUME_4_med_SECTOR,8027.790681838989,188,0.8987476132143377 |
| RET_1_mean_SECTOR,7920.708008766174,171,0.8867592218056622 |
| VOLUME_3_med_SECTOR,7381.800687789917,190,0.8264261005688499 |
| ret_c6_20_sec_mean,7339.30352973938,163,0.8216683507868684 |
| VOLUME_1_med_SECTOR,7252.3560037612915,186,0.811934180509549 |
| VOLUME_2_mean_SECTOR,6968.98736000061,168,0.7802097743393877 |
| VOLUME_5_mean_SECTOR,6950.245801925659,180,0.7781115718257265 |
| VOLUME_3_mean_SECTOR,6804.2202253341675,169,0.7617633455663211 |
| RET_3_mean_SECTOR,6567.286502838135,159,0.7352375396475104 |
| RET_3_med_SECTOR,6559.989696502686,174,0.7344206290505627 |
| VOLUME_1_med_INDUSTRY_GROUP,6543.508902549744,172,0.7325755293442895 |
| RET_13_mkt,6483.968708992004,162,0.7259097343614438 |
| RET_2_mean_SECTOR,6430.304980278015,150,0.7199018362971621 |
| RET_14_mkt,6418.866124153137,166,0.718621204421272 |
| RET_7_mkt,6404.732485771179,164,0.7170388794373189 |
| VOLUME_2_med_SECTOR,6285.877107620239,166,0.7037324802467543 |
| VOLUME_1_mean_INDUSTRY_GROUP,6034.938409805298,133,0.6756387537580326 |
| RET_4_mkt,6020.4542989730835,149,0.6740171917921192 |
| RET_12_mkt,5956.083490371704,155,0.6668105875240177 |
| RET_18_mkt,5925.981494903564,147,0.6634405324675022 |
| RET_4_mean_SECTOR,5887.043009757996,136,0.6590811922737012 |
| VOLUME_2_med_INDUSTRY_GROUP,5862.608992576599,156,0.6563456931191582 |
| RET_3_med_INDUSTRY_GROUP,5835.474493026733,136,0.6533078627032036 |
| RET_2_med_SECTOR,5679.667693138123,132,0.6358645840886726 |
| RET_8_mkt,5670.60320854187,160,0.6348497738851219 |
| RET_1_med_SECTOR,5522.816301345825,137,0.6183043586680491 |
| RET_2_mean_INDUSTRY_GROUP,5513.987805366516,137,0.6173159684615597 |
| RET_2_med_INDUSTRY_GROUP,5445.895711898804,146,0.6096927494579403 |
| ret_c2_5_sec_mean,5415.903304100037,134,0.606334963238542 |
| RET_9_mkt,5341.55869102478,141,0.5980117462782533 |
| RET_3_mkt,5313.166317939758,116,0.5948330912092588 |
| VOLUME_1_mean_SECTOR,5285.378589630127,127,0.5917221288679725 |
| RET_5_mkt,5266.234776496887,125,0.5895788920742873 |
| VOLUME_5_med_SECTOR,5216.144607543945,140,0.5839710702493108 |
| ret_c1_5_sec_mean,5132.52197933197,116,0.5746091373720318 |
| RET_1_med_INDUSTRY_GROUP,4968.557301521301,133,0.5562525472871445 |
| RET_20_mkt,4914.735481262207,140,0.5502269501566484 |
| RET_6_mkt,4798.972014427185,126,0.53726670447526 |
| RET_1_mean_INDUSTRY_GROUP,4798.130195617676,127,0.5371724590376558 |
| ret_c1_20_ind_mean,4729.9627895355225,124,0.5295408084449285 |
| RET_5_mean_SECTOR,4700.602858543396,114,0.526253830875495 |
| RET_5_med_SECTOR,4674.681202888489,117,0.5233517838399244 |
| RET_10_mkt,4594.596592903137,131,0.5143859481658125 |
| RET_17_mkt,4540.695700645447,122,0.5083514985660846 |
| RET_1_mkt,4259.222815513611,111,0.47683933118121696 |
| VOLUME_5_med_INDUSTRY_GROUP,4143.414193153381,113,0.4638740301337744 |
| VOLUME_5_mean_INDUSTRY_GROUP,4069.6217107772827,120,0.45561262671194436 |
| VOLUME_3_med_INDUSTRY_GROUP,3968.258204460144,98,0.4442645219867355 |
| ret_c6_20_ind_mean,3861.6805934906006,113,0.43233267457351654 |
| RET_2_mkt,3851.3308849334717,101,0.4311739777125948 |
| VOLUME_2_mean_INDUSTRY_GROUP,3850.0059967041016,110,0.4310256504602892 |
| RET_15_mkt,3704.1359148025513,100,0.41469483253737266 |
| VOLUME_4_mean_INDUSTRY_GROUP,3611.270290374756,103,0.4042981042702848 |
| VOLUME_4_med_INDUSTRY_GROUP,3595.157199859619,94,0.4024941706332572 |
| ret_c1_5_ind_mean,3561.827706336975,92,0.39876278251661323 |
| RET_5_med_INDUSTRY_GROUP,3526.884195327759,85,0.39485069781466536 |
| RET_5_mean_INDUSTRY_GROUP,3507.1596994400024,92,0.39264245095029693 |
| RET_19_mkt,3354.227604866028,92,0.37552100864697785 |
| VOLUME_3_mean_INDUSTRY_GROUP,3188.26708984375,97,0.356940975525097 |
| RET_1_mean_INDUSTRY,3176.5854997634888,79,0.3556331684808832 |
| ret_c2_5_ind_mean,3152.1287937164307,91,0.3528951292048214 |
| RET_4_mean_INDUSTRY_GROUP,3041.804211616516,77,0.3405437913622092 |
| RET_3_mean_INDUSTRY_GROUP,3003.135389328003,87,0.3362146411495321 |
| VOLUME_1,2968.054901123047,94,0.33228722122864107 |
| RET_5_med_INDUSTRY,2650.05189704895,74,0.2966853411804791 |
| RET_1_med_INDUSTRY,2549.5320930480957,73,0.2854316927600091 |
| RET_4_med_INDUSTRY_GROUP,2526.536392211914,68,0.28285721965030736 |
| RET_3_med_INDUSTRY,2510.9062995910645,68,0.2811073598203685 |
| RET_1,2496.3297996520996,65,0.2794754544745053 |
| SECTOR,2287.6708059310913,63,0.25611513281007664 |
| RET_17,2233.7143154144287,74,0.2500744587328393 |
| RET_4_med_INDUSTRY,2106.324905395508,68,0.2358126359299233 |
| RET_2_mean_INDUSTRY,2060.685604095459,57,0.2307031089457453 |
| RET_5_mean_INDUSTRY,1931.0394887924194,54,0.21618863774077043 |
| RET_4_mean_INDUSTRY,1884.6537008285522,62,0.21099553818550876 |
| RET_7,1867.0346994400024,65,0.20902301098932732 |
| RET_2_med_INDUSTRY,1852.2361192703247,55,0.20736624275338572 |
| VOLUME_1_mean_INDUSTRY,1764.7293968200684,61,0.19756946789224034 |
| VOLUME_5_mean_INDUSTRY,1742.405014038086,54,0.1950701518865079 |
| RET_3_mean_INDUSTRY,1698.694393157959,49,0.19017654943160037 |
| RET_1_gap_sector,1665.9050092697144,46,0.1865056290406395 |
| VOLUME_1_med_INDUSTRY,1638.5490102767944,52,0.18344300075642164 |
| VOLUME_3_pctrank_date,1628.5995035171509,46,0.18232910830365515 |
| RET_4,1624.144799232483,49,0.18183038393451106 |
| RET_3_gap_mkt,1621.2932901382446,56,0.18151114454548423 |
| VOLUME_3_mean_INDUSTRY,1587.111403465271,56,0.17768432714577337 |
| VOLUME_4_med_INDUSTRY,1557.8735961914062,49,0.17441102188104426 |
| RET_7_gap_mkt,1507.089614868164,46,0.16872552461128615 |
| RET_12,1500.0511016845703,59,0.16793753110534643 |
| VOLUME_4_mean_INDUSTRY,1468.6748008728027,49,0.16442481178023174 |
| RET_16_gap_mkt,1461.4656972885132,52,0.1636177199044492 |
| VOLUME_5_med_INDUSTRY,1348.6159982681274,41,0.1509836837584925 |
| RET_13_gap_mkt,1337.7744960784912,53,0.14976992836765546 |
| ret_c1_20_rank_date,1336.6528940200806,55,0.1496443599251133 |
| ret_c1_20,1305.8539056777954,44,0.1461962733519711 |
| RET_5_pctrank_date,1295.5567045211792,44,0.14504345493292176 |
| RET_1_pctrank_sec,1200.7693529129028,55,0.1344315805832867 |
| ret_mean,1184.1078987121582,39,0.13256625514206968 |
| VOLUME_1_gap_sector,1183.4682960510254,39,0.13249464872034283 |
| RET_5_gap_mkt,1148.578670501709,39,0.12858859674027215 |
| VOLUME_2_med_INDUSTRY,1141.2394046783447,41,0.12776693261088518 |
| RET_1_pctrank_date,1097.5931987762451,28,0.12288054170521352 |
| RET_12_gap_mkt,1064.1760969161987,40,0.1191393454374532 |
| ret_c1_20_gap_sec,1057.7055969238281,33,0.11841494358706586 |
| ret_c1_5_rank_date,1049.6858959197998,33,0.11751710165000978 |
| RET_16,1008.5808010101318,38,0.11291519965665212 |
| RET_4_gap_mkt,998.2679967880249,28,0.11176063440358275 |
| RET_2_gap_mkt,976.7525939941406,36,0.10935188738030847 |
| RET_1_gap_mkt,969.4929008483887,29,0.10853913177344225 |
| VOLUME_12,958.8962020874023,44,0.1073527832378566 |
| ret_c2_5_rank_date,958.4876947402954,29,0.1073070489857138 |
| VOLUME_3_med_INDUSTRY,955.982102394104,36,0.10702653654710201 |
| RET_11,955.6500968933105,43,0.10698936702397441 |
| RET_9_gap_mkt,913.5552978515625,38,0.1022766631597474 |
| VOLUME_4_pctrank_date,907.6802968978882,27,0.10161893013032351 |
| RET_15_gap_mkt,840.5611009597778,34,0.09410463142212358 |
| RET_10_gap_mkt,831.3972053527832,34,0.0930786917045916 |
| RET_3_pctrank_date,826.1758003234863,28,0.0924941317062446 |
| VOLUME_2_mean_INDUSTRY,800.0190925598145,29,0.08956576951995503 |
| RET_8_gap_mkt,795.8805046081543,29,0.08910243580946768 |
| vol_std,775.4105968475342,33,0.0868107367017425 |
| RET_2_pctrank_date,767.1145963668823,24,0.08588196178387146 |
| ret_c1_5_gap_sec,758.4343967437744,27,0.08491017402772819 |
| RET_4_pctrank_date,749.4007024765015,22,0.08389881094129559 |
| RET_10,738.8987894058228,30,0.08272307409406941 |
| ret_c2_5,710.5084991455078,25,0.07954465220675692 |
| RET_13,695.8484954833984,25,0.0779033982399786 |
| ret_c6_20,669.4780054092407,25,0.0749511021534528 |
| RET_4_gap_sector,660.1857995986938,23,0.07391079752610141 |
| ret_c1_5,654.1084003448486,22,0.07323040508807975 |
| RET_9,650.5032987594604,19,0.07282679759833881 |
| RET_2_gap_sector,650.413200378418,24,0.07281671067553205 |
| RET_14_gap_mkt,639.0978984832764,28,0.07154991125660046 |
| ret_c2_5_gap_sec,638.2860984802246,23,0.07145902656066527 |
| RET_14,619.3917980194092,32,0.06934372384345212 |
| RET_18,592.433596611023,24,0.0663256308048344 |
| VOLUME_5_pctrank_date,571.3636083602905,18,0.06396674996185982 |
| RET_17_gap_mkt,557.9330034255981,24,0.062463132764118634 |
| RET_2,556.2344007492065,25,0.06227296648279542 |
| VOLUME_1_pctrank_date,549.4189910888672,20,0.06150995042917994 |
| RET_18_gap_mkt,542.4476041793823,25,0.06072947201438177 |
| RET_8,532.510401725769,19,0.05961695708453725 |
| RET_5,513.9989042282104,18,0.057544510896996304 |
| VOLUME_10,496.61349964141846,17,0.05559813592330733 |
| VOLUME_13,496.54760360717773,24,0.055590758563104345 |
| RET_20,495.27520179748535,20,0.055448307403771345 |
| VOLUME_2_pctrank_date,476.189697265625,18,0.053311598522733164 |
| RET_6,458.8342981338501,19,0.05136858279595892 |
| RET_11_gap_mkt,453.7307987213135,18,0.05079722286670285 |
| RET_3,430.58539867401123,20,0.048205990250677705 |
| RET_6_gap_mkt,383.0130043029785,15,0.0428800447209093 |
| RET_15,372.31900215148926,18,0.04168280262899687 |
| VOLUME_11,361.2862024307251,19,0.040447630611054185 |
| RET_19,346.3086004257202,17,0.03877082006788382 |
| ret_c6_20_rank_date,332.7573947906494,11,0.0372537010742049 |
| RET_20_gap_mkt,328.49179553985596,14,0.03677614787214492 |
| VOLUME_1_pctrank_sec,319.38379764556885,12,0.035756466157327645 |
| RET_2_pctrank_sec,308.56960010528564,17,0.034545767645949486 |
| vol_mean,305.11809825897217,14,0.03415935634434483 |
| VOLUME_14,303.2721004486084,19,0.033952688508595626 |
| RET_5_gap_sector,298.5121011734009,17,0.033419784979213274 |
| VOLUME_5_gap_sector,274.19020080566406,16,0.030696837810972842 |
| VOLUME_7,273.41588020324707,17,0.030610149104096204 |
| VOLUME_20,224.59689903259277,14,0.02514464252257305 |
| RET_3_gap_sector,221.94260025024414,11,0.0248474817233023 |
| VOLUME_3_gap_sector,215.0620002746582,9,0.024077167317929204 |
| VOLUME_16,211.40819835662842,10,0.02366810760484822 |
| VOLUME_3,204.5700969696045,13,0.02290255110940936 |
| VOLUME_9,187.18670177459717,8,0.020956401096253376 |
| ret_c6_20_gap_sec,176.73719596862793,8,0.019786531480241808 |
| VOLUME_6,174.29390048980713,7,0.01951299345876159 |
| VOLUME_17,169.57949829101562,9,0.018985194729095947 |
| RET_19_gap_mkt,163.0658016204834,9,0.018255956814474342 |
| vol_skew,158.7331190109253,10,0.017770893325840434 |
| VOLUME_18,150.93999862670898,8,0.016898418117854325 |
| VOLUME_4,148.61060047149658,8,0.016637631418848935 |
| VOLUME_8,143.12489891052246,9,0.016023482223867402 |
| VOLUME_19,141.169997215271,9,0.015804622103778494 |
| VOLUME_2,137.0030002593994,9,0.015338107876292048 |
| VOLUME_4_gap_sector,121.0251989364624,7,0.013549320478547771 |
| ret_skew,114.92840003967285,8,0.0128667561624236 |
| VOLUME_15,111.69029903411865,6,0.012504236053787421 |
| VOLUME_2_gap_sector,69.14780139923096,3,0.007741410299494941 |
| VOLUME_5,61.61410045623779,4,0.006897978275724903 |
|
|
