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| { | |
| "experiment": "C19", | |
| "description": "Adaptive triple-barrier labeling (regime-conditional pt_sl)", | |
| "variants": [ | |
| { | |
| "low_ratio": 0.7, | |
| "high_ratio": 1.0 | |
| }, | |
| { | |
| "low_ratio": 0.7, | |
| "high_ratio": 1.3 | |
| }, | |
| { | |
| "low_ratio": 0.6, | |
| "high_ratio": 1.0 | |
| } | |
| ], | |
| "best_variant": { | |
| "low_ratio": 0.6, | |
| "high_ratio": 1.0 | |
| }, | |
| "stocks": [ | |
| "2330", | |
| "2454", | |
| "2303", | |
| "2317", | |
| "2382", | |
| "2308", | |
| "2881", | |
| "2882", | |
| "2886", | |
| "0050", | |
| "0056", | |
| "2412" | |
| ], | |
| "aggregate": { | |
| "baseline": { | |
| "dir_accuracy": 45.4, | |
| "up_precision": 51.5 | |
| }, | |
| "best_c19": { | |
| "dir_accuracy": 48.7, | |
| "up_precision": 54.5 | |
| } | |
| }, | |
| "all_variants": { | |
| "0.7,1.0": { | |
| "dir_accuracy": 48.5, | |
| "up_precision": 54.0 | |
| }, | |
| "0.7,1.3": { | |
| "dir_accuracy": 47.4, | |
| "up_precision": 52.8 | |
| }, | |
| "0.6,1.0": { | |
| "dir_accuracy": 48.7, | |
| "up_precision": 54.5 | |
| } | |
| }, | |
| "passed": true, | |
| "pass_gate": { | |
| "dir_accuracy": 43.5, | |
| "up_precision": 54.0 | |
| }, | |
| "per_stock": { | |
| "2330": { | |
| "baseline": { | |
| "accuracy": 44.2, | |
| "dir_accuracy": 49.7, | |
| "up_precision": 62.4, | |
| "dn_precision": 31.6, | |
| "n_signals": 185, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 44.2, | |
| "dir_accuracy": 50.0, | |
| "up_precision": 61.3, | |
| "dn_precision": 38.7, | |
| "n_signals": 186, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 42.4, | |
| "dir_accuracy": 46.7, | |
| "up_precision": 59.4, | |
| "dn_precision": 30.1, | |
| "n_signals": 169, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 45.0, | |
| "dir_accuracy": 51.0, | |
| "up_precision": 61.8, | |
| "dn_precision": 38.9, | |
| "n_signals": 192, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2454": { | |
| "baseline": { | |
| "accuracy": 31.6, | |
| "dir_accuracy": 36.4, | |
| "up_precision": 33.7, | |
| "dn_precision": 39.3, | |
| "n_signals": 176, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 38.5, | |
| "dir_accuracy": 44.8, | |
| "up_precision": 48.2, | |
| "dn_precision": 41.6, | |
| "n_signals": 172, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 41.1, | |
| "dir_accuracy": 49.3, | |
| "up_precision": 49.3, | |
| "dn_precision": 49.3, | |
| "n_signals": 144, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 37.7, | |
| "dir_accuracy": 45.9, | |
| "up_precision": 49.3, | |
| "dn_precision": 43.0, | |
| "n_signals": 159, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2303": { | |
| "baseline": { | |
| "accuracy": 39.8, | |
| "dir_accuracy": 48.4, | |
| "up_precision": 55.7, | |
| "dn_precision": 40.0, | |
| "n_signals": 182, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 43.3, | |
| "dir_accuracy": 53.2, | |
| "up_precision": 58.8, | |
| "dn_precision": 47.7, | |
| "n_signals": 171, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 42.9, | |
| "dir_accuracy": 50.6, | |
| "up_precision": 55.0, | |
| "dn_precision": 44.4, | |
| "n_signals": 172, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 41.6, | |
| "dir_accuracy": 52.1, | |
| "up_precision": 54.2, | |
| "dn_precision": 50.0, | |
| "n_signals": 169, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2317": { | |
| "baseline": { | |
| "accuracy": 35.1, | |
| "dir_accuracy": 40.1, | |
| "up_precision": 46.1, | |
| "dn_precision": 33.7, | |
| "n_signals": 197, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 39.4, | |
| "dir_accuracy": 45.1, | |
| "up_precision": 49.5, | |
| "dn_precision": 39.5, | |
| "n_signals": 195, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 35.9, | |
| "dir_accuracy": 43.1, | |
| "up_precision": 49.6, | |
| "dn_precision": 32.4, | |
| "n_signals": 181, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 41.1, | |
| "dir_accuracy": 47.4, | |
| "up_precision": 50.9, | |
| "dn_precision": 42.3, | |
| "n_signals": 194, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2382": { | |
| "baseline": { | |
| "accuracy": 42.4, | |
| "dir_accuracy": 45.7, | |
| "up_precision": 45.5, | |
| "dn_precision": 45.8, | |
| "n_signals": 186, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 43.7, | |
| "dir_accuracy": 45.8, | |
| "up_precision": 45.5, | |
| "dn_precision": 46.0, | |
| "n_signals": 192, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 47.6, | |
| "dir_accuracy": 46.4, | |
| "up_precision": 52.8, | |
| "dn_precision": 43.8, | |
| "n_signals": 181, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 45.0, | |
| "dir_accuracy": 47.9, | |
| "up_precision": 46.9, | |
| "dn_precision": 48.3, | |
| "n_signals": 192, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2308": { | |
| "baseline": { | |
| "accuracy": 38.5, | |
| "dir_accuracy": 43.6, | |
| "up_precision": 51.3, | |
| "dn_precision": 12.8, | |
| "n_signals": 195, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 41.1, | |
| "dir_accuracy": 43.4, | |
| "up_precision": 53.4, | |
| "dn_precision": 10.2, | |
| "n_signals": 212, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 35.5, | |
| "dir_accuracy": 42.0, | |
| "up_precision": 49.6, | |
| "dn_precision": 20.5, | |
| "n_signals": 169, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 42.0, | |
| "dir_accuracy": 44.9, | |
| "up_precision": 54.3, | |
| "dn_precision": 15.4, | |
| "n_signals": 214, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2881": { | |
| "baseline": { | |
| "accuracy": 38.1, | |
| "dir_accuracy": 40.4, | |
| "up_precision": 53.8, | |
| "dn_precision": 30.7, | |
| "n_signals": 218, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 45.0, | |
| "dir_accuracy": 46.6, | |
| "up_precision": 55.9, | |
| "dn_precision": 39.8, | |
| "n_signals": 221, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 45.5, | |
| "dir_accuracy": 51.3, | |
| "up_precision": 59.8, | |
| "dn_precision": 45.0, | |
| "n_signals": 193, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 48.1, | |
| "dir_accuracy": 50.2, | |
| "up_precision": 62.8, | |
| "dn_precision": 42.1, | |
| "n_signals": 219, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2882": { | |
| "baseline": { | |
| "accuracy": 42.9, | |
| "dir_accuracy": 46.9, | |
| "up_precision": 51.0, | |
| "dn_precision": 43.0, | |
| "n_signals": 209, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 48.9, | |
| "dir_accuracy": 50.5, | |
| "up_precision": 57.0, | |
| "dn_precision": 43.8, | |
| "n_signals": 212, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 45.5, | |
| "dir_accuracy": 49.7, | |
| "up_precision": 53.3, | |
| "dn_precision": 46.7, | |
| "n_signals": 197, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 48.5, | |
| "dir_accuracy": 50.5, | |
| "up_precision": 57.3, | |
| "dn_precision": 45.3, | |
| "n_signals": 206, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2886": { | |
| "baseline": { | |
| "accuracy": 43.3, | |
| "dir_accuracy": 46.0, | |
| "up_precision": 53.8, | |
| "dn_precision": 34.9, | |
| "n_signals": 200, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 43.7, | |
| "dir_accuracy": 46.2, | |
| "up_precision": 52.7, | |
| "dn_precision": 38.8, | |
| "n_signals": 208, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 40.3, | |
| "dir_accuracy": 42.7, | |
| "up_precision": 46.2, | |
| "dn_precision": 39.1, | |
| "n_signals": 178, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 43.7, | |
| "dir_accuracy": 46.3, | |
| "up_precision": 53.8, | |
| "dn_precision": 36.0, | |
| "n_signals": 203, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "0050": { | |
| "baseline": { | |
| "accuracy": 42.9, | |
| "dir_accuracy": 52.6, | |
| "up_precision": 59.5, | |
| "dn_precision": 37.0, | |
| "n_signals": 175, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 48.1, | |
| "dir_accuracy": 55.9, | |
| "up_precision": 61.7, | |
| "dn_precision": 38.3, | |
| "n_signals": 188, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
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| "dir_accuracy": 50.8, | |
| "up_precision": 56.0, | |
| "dn_precision": 35.6, | |
| "n_signals": 179, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
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| "dn_precision": 32.1, | |
| "n_signals": 195, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "0056": { | |
| "baseline": { | |
| "accuracy": 42.4, | |
| "dir_accuracy": 48.5, | |
| "up_precision": 59.3, | |
| "dn_precision": 38.8, | |
| "n_signals": 194, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 42.9, | |
| "dir_accuracy": 48.5, | |
| "up_precision": 58.6, | |
| "dn_precision": 36.3, | |
| "n_signals": 202, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 40.3, | |
| "dir_accuracy": 46.1, | |
| "up_precision": 58.1, | |
| "dn_precision": 31.8, | |
| "n_signals": 193, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 41.6, | |
| "dir_accuracy": 47.0, | |
| "up_precision": 57.4, | |
| "dn_precision": 32.9, | |
| "n_signals": 200, | |
| "n_predictions": 231 | |
| } | |
| } | |
| }, | |
| "2412": { | |
| "baseline": { | |
| "accuracy": 40.7, | |
| "dir_accuracy": 46.3, | |
| "up_precision": 46.3, | |
| "dn_precision": 46.3, | |
| "n_signals": 203, | |
| "n_predictions": 231 | |
| }, | |
| "variants": { | |
| "0.7,1.0": { | |
| "accuracy": 46.8, | |
| "dir_accuracy": 51.8, | |
| "up_precision": 45.7, | |
| "dn_precision": 59.3, | |
| "n_signals": 191, | |
| "n_predictions": 231 | |
| }, | |
| "0.7,1.3": { | |
| "accuracy": 44.2, | |
| "dir_accuracy": 50.0, | |
| "up_precision": 44.2, | |
| "dn_precision": 57.8, | |
| "n_signals": 150, | |
| "n_predictions": 231 | |
| }, | |
| "0.6,1.0": { | |
| "accuracy": 45.5, | |
| "dir_accuracy": 50.3, | |
| "up_precision": 46.7, | |
| "dn_precision": 54.7, | |
| "n_signals": 191, | |
| "n_predictions": 231 | |
| } | |
| } | |
| } | |
| } | |
| } |