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| { | |
| "experiment": "C18", | |
| "description": "DoubleEnsemble sample reweighting (false-UP upweight)", | |
| "alpha": 1.5, | |
| "beta": 0.8, | |
| "thresh": 0.35, | |
| "stocks": [ | |
| "2330", | |
| "0050", | |
| "2317", | |
| "2454", | |
| "2881" | |
| ], | |
| "aggregate": { | |
| "dir_accuracy": 42.5, | |
| "up_precision": 54.8 | |
| }, | |
| "per_stock": { | |
| "2330": { | |
| "accuracy": 37.7, | |
| "dir_accuracy": 40.7, | |
| "up_precision": 58.8, | |
| "dn_precision": 27.5, | |
| "n_signals": 189, | |
| "n_predictions": 231 | |
| }, | |
| "0050": { | |
| "accuracy": 47.2, | |
| "dir_accuracy": 53.5, | |
| "up_precision": 71.1, | |
| "dn_precision": 39.1, | |
| "n_signals": 200, | |
| "n_predictions": 231 | |
| }, | |
| "2317": { | |
| "accuracy": 34.6, | |
| "dir_accuracy": 38.7, | |
| "up_precision": 47.3, | |
| "dn_precision": 33.3, | |
| "n_signals": 191, | |
| "n_predictions": 231 | |
| }, | |
| "2454": { | |
| "accuracy": 32.0, | |
| "dir_accuracy": 37.9, | |
| "up_precision": 38.6, | |
| "dn_precision": 37.2, | |
| "n_signals": 177, | |
| "n_predictions": 231 | |
| }, | |
| "2881": { | |
| "accuracy": 39.4, | |
| "dir_accuracy": 41.8, | |
| "up_precision": 58.1, | |
| "dn_precision": 30.3, | |
| "n_signals": 208, | |
| "n_predictions": 231 | |
| } | |
| }, | |
| "passed": false, | |
| "pass_gate": { | |
| "dir_accuracy": 43.5, | |
| "up_precision": 54.0 | |
| } | |
| } |