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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 91 92 93 94 | {
"experiment": "C26",
"description": "VIX-gated sector pooling (threshold=25.0)",
"vix_threshold": 25.0,
"stocks": [
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"0050",
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"2454",
"2881"
],
"aggregate": {
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},
"per_stock": {
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"n_signals": 190,
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"sector": "semis",
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],
"windows_pooled": 11,
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},
"0050": {
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"sector": "etfs",
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"sector": "electronics",
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},
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},
"2881": {
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"sector": "financials",
"peers": [
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],
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}
},
"passed": false,
"pass_gate": {
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"up_precision": 54.0
}
} |