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70307c7 | 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 | {
"experiment": "C29",
"description": "MetaLabel confidence threshold search under C19 labels",
"thresholds": [
0.5,
0.52,
0.55,
0.58,
0.6,
0.65
],
"best_threshold": 0.5,
"stocks": [
"2330",
"0050",
"2317",
"2454",
"2881"
],
"aggregate": {
"baseline": {
"dir_accuracy": 47.9,
"up_precision": 55.2
},
"best_c29": {
"dir_accuracy": 47.9,
"up_precision": 55.2,
"n_signals": 193.0
}
},
"all_thresholds": {
"0.5": {
"agg": {
"dir_accuracy": 47.9,
"up_precision": 55.2,
"n_signals": 193.0
},
"passed": true
},
"0.52": {
"agg": {
"dir_accuracy": 48.0,
"up_precision": 55.2,
"n_signals": 192.6
},
"passed": true
},
"0.55": {
"agg": {
"dir_accuracy": 48.0,
"up_precision": 55.2,
"n_signals": 192.6
},
"passed": true
},
"0.58": {
"agg": {
"dir_accuracy": 48.0,
"up_precision": 55.2,
"n_signals": 192.4
},
"passed": true
},
"0.6": {
"agg": {
"dir_accuracy": 47.9,
"up_precision": 55.1,
"n_signals": 192.2
},
"passed": true
},
"0.65": {
"agg": {
"dir_accuracy": 47.5,
"up_precision": 54.5,
"n_signals": 187.6
},
"passed": true
}
},
"passed": true,
"pass_gate": {
"dir_accuracy": 43.5,
"up_precision": 54.0
}
} |