docs/c13_result.json

{
  "experiment": "C13_sox_tnx",
  "new_features": [
    "sox_ret_1d",
    "sox_ret_5d",
    "sox_ma20_ratio",
    "tnx_level",
    "tnx_change_5d"
  ],
  "aggregate": {
    "baseline": {
      "accuracy": 39.3,
      "dir_accuracy": 42.4,
      "up_precision": 53.3,
      "dn_precision": 34.2,
      "n_signals": 200.0
    },
    "sox_tnx": {
      "accuracy": 38.9,
      "dir_accuracy": 42.2,
      "up_precision": 53.0,
      "dn_precision": 33.5,
      "n_signals": 201.0
    }
  },
  "results": {
    "2330": {
      "baseline": {
        "accuracy": 33.3,
        "dir_accuracy": 37.0,
        "up_precision": 53.8,
        "dn_precision": 25.4,
        "n_signals": 192,
        "n_predictions": 231
      },
      "sox_tnx": {
        "accuracy": 33.3,
        "dir_accuracy": 37.3,
        "up_precision": 53.8,
        "dn_precision": 26.1,
        "n_signals": 193,
        "n_predictions": 231
      }
    },
    "0050": {
      "baseline": {
        "accuracy": 40.7,
        "dir_accuracy": 45.9,
        "up_precision": 65.4,
        "dn_precision": 32.2,
        "n_signals": 196,
        "n_predictions": 231
      },
      "sox_tnx": {
        "accuracy": 38.1,
        "dir_accuracy": 42.7,
        "up_precision": 62.7,
        "dn_precision": 28.4,
        "n_signals": 199,
        "n_predictions": 231
      }
    },
    "2317": {
      "baseline": {
        "accuracy": 39.0,
        "dir_accuracy": 40.2,
        "up_precision": 50.0,
        "dn_precision": 30.3,
        "n_signals": 219,
        "n_predictions": 231
      },
      "sox_tnx": {
        "accuracy": 39.8,
        "dir_accuracy": 41.9,
        "up_precision": 52.2,
        "dn_precision": 30.4,
        "n_signals": 217,
        "n_predictions": 231
      }
    },
    "2454": {
      "baseline": {
        "accuracy": 39.0,
        "dir_accuracy": 40.8,
        "up_precision": 38.5,
        "dn_precision": 43.0,
        "n_signals": 191,
        "n_predictions": 231
      },
      "sox_tnx": {
        "accuracy": 39.4,
        "dir_accuracy": 41.0,
        "up_precision": 38.5,
        "dn_precision": 43.3,
        "n_signals": 195,
        "n_predictions": 231
      }
    },
    "2881": {
      "baseline": {
        "accuracy": 44.6,
        "dir_accuracy": 48.0,
        "up_precision": 58.6,
        "dn_precision": 40.0,
        "n_signals": 202,
        "n_predictions": 231
      },
      "sox_tnx": {
        "accuracy": 43.7,
        "dir_accuracy": 48.3,
        "up_precision": 57.7,
        "dn_precision": 39.4,
        "n_signals": 201,
        "n_predictions": 231
      }
    }
  },
  "passed": false
}