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"schema_version": 1,
"generated_at": "2026-06-12T07:17:13.738074+00:00",
"active": true,
"policy": "fixed_side_policy_weight_optimized",
"scope": "predictor_accuracy_runtime",
"integration_status": "strict_golden",
"source_report": "/Users/po-chengchan/Documents/Codex/2026-05-09/help-me-to-download-the-stock/stock-predictor/docs/validation_runs/fixed_side_policy_weight_opt_1000cached_200fresh_20260612.json",
"source_generated_at": "2026-06-12T07:17:13.738074+00:00",
"selected_name": "fixed_side_policy_weight_opt_v1",
"selected_config": {
"weights": {
"bb_reversion": 1.0,
"big_player_buy": 0.01,
"big_player_sell": 0.01,
"bt_bull_engulf": 0.04,
"bt_bull_engulf_bear": 0.04,
"bt_shadow_cluster_support_resistance": 0.0,
"bt_yang_gao_pao": 0.03,
"bt_yi_yang_ding_breakdown": 0.12,
"bt_yi_yin_ya_breakout": 0.04,
"bullish_upper_shadow": 0.7,
"candle_shadow": 0.2,
"chip_score": 0.01,
"dealer_flow": 0.01,
"foreign_flow": 0.01,
"high_base": 0.45,
"high_volume_upper_shadow": 1.0,
"institutional_flow": 0.01,
"intraday_60k_volume_low_break": 0.18,
"intraday_60k_volume_low_guard": 0.0,
"liquidity_quality": 0.04,
"lower_shadow": 0.01,
"ma_alignment": 0.05,
"macd_momentum": 0.01,
"margin_risk": 0.01,
"momentum_120d": 0.46,
"momentum_20d": 0.19,
"momentum_60d": 0.24,
"oldwang_guard": 0.0,
"oldwang_trend": 0.0,
"oldwang_volume": 0.01,
"rsi_reversal": 0.15,
"rsi_trend": 0.01,
"short_pressure": 0.01,
"short_term_battle": 0.55,
"tej_lstm_chop_filter": 0.23,
"tej_lstm_trend_signal": 0.03,
"tej_macro_risk_proxy": 0.01,
"trust_flow": 0.05,
"upper_shadow": 1.0,
"volatility_risk": 1.0,
"volume_contraction_after_spike": 0.01,
"volume_expansion": 0.24,
"volume_spike": 0.02,
"volume_surge": 0.0
},
"hold_bias": 0.0,
"side_policy": {
"keep_positive": [
"bb_reversion",
"rsi_reversal",
"trust_flow"
],
"keep_negative": [
"bb_reversion",
"high_volume_upper_shadow",
"rsi_reversal"
]
}
},
"validation": {
"metrics": {
"accuracy": 40.9383,
"direction_accuracy": 42.5675,
"buy_precision": 39.924,
"sell_precision": 45.2359,
"signal_count": 77524,
"buy_count": 38944,
"sell_count": 38580,
"coverage": 0.8191,
"n_predictions": 94640
},
"deltas": {
"accuracy_delta_pp": 1.2997,
"direction_accuracy_delta_pp": 0.3901,
"buy_precision_delta_pp": 0.5869,
"sell_precision_delta_pp": 0.2551,
"signal_count_delta": 4089,
"coverage_delta": 0.0432
}
},
"tune": {
"metrics": {
"accuracy": 41.5886,
"direction_accuracy": 44.6258,
"buy_precision": 41.6166,
"sell_precision": 47.3926,
"signal_count": 155661,
"buy_count": 74564,
"sell_count": 81097,
"coverage": 0.8306,
"n_predictions": 187412
},
"deltas": {
"accuracy_delta_pp": 1.2614,
"direction_accuracy_delta_pp": 0.2898,
"buy_precision_delta_pp": 0.111,
"sell_precision_delta_pp": 0.3995,
"signal_count_delta": 6942,
"coverage_delta": 0.0371
}
},
"gate": {
"checks": {
"accuracy_delta": true,
"buy_precision_delta": true,
"sell_precision_delta": true,
"direction_accuracy_delta": true,
"signal_ratio": true,
"max_zero_factor_weights": true,
"buy_count_ratio": true,
"side_policy_runtime_supported": true
},
"signal_ratio": 1.0557,
"buy_count_ratio": 1.0693,
"zero_factor_weight_count": 5,
"failed_checks": []
},
"strict_source_has_golden_config": true,
"strict_promoted": true,
"selection_thresholds": {
"min_accuracy_delta_pp": 1.0,
"min_buy_precision_delta_pp": 0.0,
"min_sell_precision_delta_pp": 0.0,
"min_direction_accuracy_delta_pp": 0.0,
"min_signal_ratio": 0.7,
"max_buy_count_ratio": 1.3,
"max_sell_precision_drop_pp": 0.0,
"max_zero_factor_weights": 5,
"require_strict_activation": false
},
"runtime": {
"enable_env": "ENABLE_MULTI_FACTOR_WEIGHT_OVERLAY=1",
"config_env": "MULTI_FACTOR_OVERLAY_CONFIG",
"note": "Runtime overlay applies only when this file has active=true and ENABLE_MULTI_FACTOR_WEIGHT_OVERLAY=1. This strict golden config applies the fixed side policy confirmed on cached 1000-stock training, cached held-out stocks, and fresh 200-stock events. Side policy keeps BUY sides for bb_reversion, rsi_reversal, trust_flow and SELL sides for bb_reversion, high_volume_upper_shadow, rsi_reversal. Other configured factor weights remain present for runtime compatibility but are side-policy filtered to zero contribution."
}
}
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