docs/c11_ensemble_result.json

{
  "models_used": ["RF", "XGB", "LGBM"],
  "results": {
    "2330": {
      "rf_only":  {"accuracy": 33.3, "dir_accuracy": 36.7, "up_precision": 52.9, "dn_precision": 27.8, "n_signals": 196, "n_predictions": 231},
      "ensemble": {"accuracy": 41.1, "dir_accuracy": 42.6, "up_precision": 57.1, "dn_precision": 29.7, "n_signals": 209, "n_predictions": 231}
    },
    "0050": {
      "rf_only":  {"accuracy": 38.1, "dir_accuracy": 43.1, "up_precision": 62.8, "dn_precision": 29.9, "n_signals": 195, "n_predictions": 231},
      "ensemble": {"accuracy": 42.9, "dir_accuracy": 45.5, "up_precision": 62.3, "dn_precision": 29.0, "n_signals": 213, "n_predictions": 231}
    },
    "2317": {
      "rf_only":  {"accuracy": 39.0, "dir_accuracy": 40.5, "up_precision": 50.8, "dn_precision": 28.4, "n_signals": 220, "n_predictions": 231},
      "ensemble": {"accuracy": 38.5, "dir_accuracy": 39.5, "up_precision": 49.0, "dn_precision": 32.0, "n_signals": 220, "n_predictions": 231}
    },
    "2454": {
      "rf_only":  {"accuracy": 39.4, "dir_accuracy": 41.6, "up_precision": 41.3, "dn_precision": 41.8, "n_signals": 190, "n_predictions": 231},
      "ensemble": {"accuracy": 41.1, "dir_accuracy": 41.8, "up_precision": 40.0, "dn_precision": 43.9, "n_signals": 213, "n_predictions": 231}
    },
    "2881": {
      "rf_only":  {"accuracy": 40.3, "dir_accuracy": 44.8, "up_precision": 53.0, "dn_precision": 36.9, "n_signals": 203, "n_predictions": 231},
      "ensemble": {"accuracy": 45.0, "dir_accuracy": 45.9, "up_precision": 52.6, "dn_precision": 38.5, "n_signals": 220, "n_predictions": 231}
    }
  },
  "aggregate": {
    "rf_only":  {"accuracy": 38.0, "dir_accuracy": 41.3, "up_precision": 52.2, "dn_precision": 33.0, "n_signals": 200.8},
    "ensemble": {"accuracy": 41.7, "dir_accuracy": 43.1, "up_precision": 52.2, "dn_precision": 34.6, "n_signals": 215.0}
  },
  "passed": false,
  "pass_criterion": "dir_accuracy >= 43.5 AND up_precision >= 54.0"
}