docs/c22_result.json

{
  "experiment": "C22",
  "description": "Ensemble weight search: RF/XGB/LGBM blend optimisation",
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "best_weights": {
    "RF": 1.0,
    "XGB": 0.5,
    "LGBM": 1.5
  },
  "baseline_aggregate": {
    "dir_accuracy": 44.4,
    "up_precision": 54.9
  },
  "optimized_aggregate": {
    "dir_accuracy": 44.2,
    "up_precision": 55.6
  },
  "per_stock": {
    "2330": {
      "baseline": {
        "accuracy": 39.8,
        "dir_accuracy": 42.9,
        "up_precision": 56.2,
        "dn_precision": 26.7,
        "n_signals": 191,
        "n_predictions": 231
      },
      "collected_rows": 231,
      "optimized": {
        "accuracy": 39.8,
        "dir_accuracy": 43.6,
        "up_precision": 58.8,
        "dn_precision": 27.5,
        "n_signals": 188,
        "n_predictions": 231
      }
    },
    "0050": {
      "baseline": {
        "accuracy": 48.9,
        "dir_accuracy": 53.7,
        "up_precision": 67.6,
        "dn_precision": 39.8,
        "n_signals": 205,
        "n_predictions": 231
      },
      "collected_rows": 231,
      "optimized": {
        "accuracy": 48.1,
        "dir_accuracy": 54.0,
        "up_precision": 69.1,
        "dn_precision": 39.8,
        "n_signals": 200,
        "n_predictions": 231
      }
    },
    "2317": {
      "baseline": {
        "accuracy": 39.4,
        "dir_accuracy": 42.6,
        "up_precision": 50.5,
        "dn_precision": 35.0,
        "n_signals": 204,
        "n_predictions": 231
      },
      "collected_rows": 231,
      "optimized": {
        "accuracy": 37.2,
        "dir_accuracy": 41.3,
        "up_precision": 51.1,
        "dn_precision": 32.4,
        "n_signals": 196,
        "n_predictions": 231
      }
    },
    "2454": {
      "baseline": {
        "accuracy": 37.2,
        "dir_accuracy": 41.1,
        "up_precision": 44.0,
        "dn_precision": 38.1,
        "n_signals": 197,
        "n_predictions": 231
      },
      "collected_rows": 231,
      "optimized": {
        "accuracy": 35.5,
        "dir_accuracy": 39.8,
        "up_precision": 42.4,
        "dn_precision": 37.0,
        "n_signals": 191,
        "n_predictions": 231
      }
    },
    "2881": {
      "baseline": {
        "accuracy": 40.3,
        "dir_accuracy": 41.6,
        "up_precision": 56.1,
        "dn_precision": 30.1,
        "n_signals": 221,
        "n_predictions": 231
      },
      "collected_rows": 231,
      "optimized": {
        "accuracy": 40.7,
        "dir_accuracy": 42.4,
        "up_precision": 56.4,
        "dn_precision": 30.2,
        "n_signals": 217,
        "n_predictions": 231
      }
    }
  },
  "passed": true,
  "pass_gate": {
    "dir_accuracy": 43.5,
    "up_precision": 54.0
  }
}