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f786dce | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 | {
"experiment": "C25",
"description": "C20 sector-conditional model + C24 DJIA/VIX macro features",
"new_features": [
"djia_ret_1d",
"djia_ret_5d",
"djia_ma20_ratio",
"vix_level",
"vix_change_5d"
],
"stocks": [
"2330",
"0050",
"2317",
"2454",
"2881"
],
"aggregate": {
"dir_accuracy": 43.9,
"up_precision": 51.1
},
"per_stock": {
"2330": {
"accuracy": 34.2,
"dir_accuracy": 38.6,
"up_precision": 50.7,
"dn_precision": 30.7,
"n_signals": 189,
"n_predictions": 231,
"sector": "semis",
"peers": [
"2454",
"2303"
]
},
"0050": {
"accuracy": 45.9,
"dir_accuracy": 54.9,
"up_precision": 64.2,
"dn_precision": 37.5,
"n_signals": 184,
"n_predictions": 231,
"sector": "etfs",
"peers": [
"0056"
]
},
"2317": {
"accuracy": 38.5,
"dir_accuracy": 45.3,
"up_precision": 50.0,
"dn_precision": 39.0,
"n_signals": 190,
"n_predictions": 231,
"sector": "electronics",
"peers": []
},
"2454": {
"accuracy": 34.2,
"dir_accuracy": 41.2,
"up_precision": 41.2,
"dn_precision": 41.3,
"n_signals": 160,
"n_predictions": 231,
"sector": "semis",
"peers": [
"2330",
"2303"
]
},
"2881": {
"accuracy": 35.5,
"dir_accuracy": 39.4,
"up_precision": 49.3,
"dn_precision": 33.8,
"n_signals": 203,
"n_predictions": 231,
"sector": "financials",
"peers": [
"2882",
"2886"
]
}
},
"passed": false,
"pass_gate": {
"dir_accuracy": 43.5,
"up_precision": 54.0
}
} |