DockerSpace / docs /c20_result.json
DennisChan0909's picture
C20: sector-conditional model — pool semis/financials/ETFs intra-sector
9fa1ee6
Raw
History Blame Contribute Delete
1.63 kB
{
"experiment": "C20",
"description": "Sector-conditional model: pool training within sector",
"stocks": [
"2330",
"0050",
"2317",
"2454",
"2881"
],
"aggregate": {
"dir_accuracy": 45.5,
"up_precision": 55.5
},
"per_stock": {
"2330": {
"accuracy": 34.2,
"dir_accuracy": 37.4,
"up_precision": 54.1,
"dn_precision": 26.5,
"n_signals": 187,
"n_predictions": 231,
"sector": "semis",
"peers": [
"2454",
"2303"
]
},
"0050": {
"accuracy": 45.0,
"dir_accuracy": 52.7,
"up_precision": 62.7,
"dn_precision": 31.0,
"n_signals": 184,
"n_predictions": 231,
"sector": "etfs",
"peers": [
"0056"
]
},
"2317": {
"accuracy": 40.7,
"dir_accuracy": 46.6,
"up_precision": 52.5,
"dn_precision": 37.3,
"n_signals": 193,
"n_predictions": 231,
"sector": "electronics",
"peers": []
},
"2454": {
"accuracy": 38.1,
"dir_accuracy": 47.0,
"up_precision": 45.1,
"dn_precision": 49.3,
"n_signals": 149,
"n_predictions": 231,
"sector": "semis",
"peers": [
"2330",
"2303"
]
},
"2881": {
"accuracy": 39.4,
"dir_accuracy": 43.9,
"up_precision": 63.2,
"dn_precision": 33.8,
"n_signals": 198,
"n_predictions": 231,
"sector": "financials",
"peers": [
"2882",
"2886"
]
}
},
"passed": true,
"pass_gate": {
"dir_accuracy": 43.5,
"up_precision": 54.0
}
}