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"experiment": "C23",
"description": "Drop XGB; RF+LGBM only with weight search",
"stocks": [
"2330",
"0050",
"2317",
"2454",
"2881"
],
"best_weights": {
"RF": 1.0,
"LGBM": 1.5
},
"baseline_aggregate": {
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"up_precision": 54.9
},
"optimized_aggregate": {
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"up_precision": 55.1
},
"per_stock": {
"2330": {
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"dir_accuracy": 41.8,
"up_precision": 57.6,
"dn_precision": 28.8,
"n_signals": 189,
"n_predictions": 231
},
"optimized": {
"accuracy": 39.0,
"dir_accuracy": 42.1,
"up_precision": 58.1,
"dn_precision": 28.8,
"n_signals": 190,
"n_predictions": 231
}
},
"0050": {
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"dir_accuracy": 52.8,
"up_precision": 67.3,
"dn_precision": 38.1,
"n_signals": 195,
"n_predictions": 231
},
"optimized": {
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"dir_accuracy": 54.0,
"up_precision": 68.7,
"dn_precision": 39.4,
"n_signals": 198,
"n_predictions": 231
}
},
"2317": {
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"dir_accuracy": 40.2,
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"dn_precision": 32.7,
"n_signals": 194,
"n_predictions": 231
},
"optimized": {
"accuracy": 36.4,
"dir_accuracy": 40.3,
"up_precision": 48.9,
"dn_precision": 32.7,
"n_signals": 191,
"n_predictions": 231
}
},
"2454": {
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"dir_accuracy": 41.1,
"up_precision": 42.3,
"dn_precision": 39.8,
"n_signals": 180,
"n_predictions": 231
},
"optimized": {
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"dir_accuracy": 40.4,
"up_precision": 41.4,
"dn_precision": 39.3,
"n_signals": 183,
"n_predictions": 231
}
},
"2881": {
"baseline_equal": {
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"dir_accuracy": 43.8,
"up_precision": 59.4,
"dn_precision": 30.7,
"n_signals": 210,
"n_predictions": 231
},
"optimized": {
"accuracy": 41.6,
"dir_accuracy": 43.8,
"up_precision": 58.6,
"dn_precision": 30.6,
"n_signals": 210,
"n_predictions": 231
}
}
},
"passed": true,
"pass_gate": {
"dir_accuracy": 43.5,
"up_precision": 54.0
}
} |