docs/c23_result.json

{
  "experiment": "C23",
  "description": "Drop XGB; RF+LGBM only with weight search",
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "best_weights": {
    "RF": 1.0,
    "LGBM": 1.5
  },
  "baseline_aggregate": {
    "dir_accuracy": 43.9,
    "up_precision": 54.9
  },
  "optimized_aggregate": {
    "dir_accuracy": 44.1,
    "up_precision": 55.1
  },
  "per_stock": {
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      "baseline_equal": {
        "accuracy": 38.5,
        "dir_accuracy": 41.8,
        "up_precision": 57.6,
        "dn_precision": 28.8,
        "n_signals": 189,
        "n_predictions": 231
      },
      "optimized": {
        "accuracy": 39.0,
        "dir_accuracy": 42.1,
        "up_precision": 58.1,
        "dn_precision": 28.8,
        "n_signals": 190,
        "n_predictions": 231
      }
    },
    "0050": {
      "baseline_equal": {
        "accuracy": 45.9,
        "dir_accuracy": 52.8,
        "up_precision": 67.3,
        "dn_precision": 38.1,
        "n_signals": 195,
        "n_predictions": 231
      },
      "optimized": {
        "accuracy": 47.6,
        "dir_accuracy": 54.0,
        "up_precision": 68.7,
        "dn_precision": 39.4,
        "n_signals": 198,
        "n_predictions": 231
      }
    },
    "2317": {
      "baseline_equal": {
        "accuracy": 36.8,
        "dir_accuracy": 40.2,
        "up_precision": 47.9,
        "dn_precision": 32.7,
        "n_signals": 194,
        "n_predictions": 231
      },
      "optimized": {
        "accuracy": 36.4,
        "dir_accuracy": 40.3,
        "up_precision": 48.9,
        "dn_precision": 32.7,
        "n_signals": 191,
        "n_predictions": 231
      }
    },
    "2454": {
      "baseline_equal": {
        "accuracy": 35.1,
        "dir_accuracy": 41.1,
        "up_precision": 42.3,
        "dn_precision": 39.8,
        "n_signals": 180,
        "n_predictions": 231
      },
      "optimized": {
        "accuracy": 35.1,
        "dir_accuracy": 40.4,
        "up_precision": 41.4,
        "dn_precision": 39.3,
        "n_signals": 183,
        "n_predictions": 231
      }
    },
    "2881": {
      "baseline_equal": {
        "accuracy": 41.6,
        "dir_accuracy": 43.8,
        "up_precision": 59.4,
        "dn_precision": 30.7,
        "n_signals": 210,
        "n_predictions": 231
      },
      "optimized": {
        "accuracy": 41.6,
        "dir_accuracy": 43.8,
        "up_precision": 58.6,
        "dn_precision": 30.6,
        "n_signals": 210,
        "n_predictions": 231
      }
    }
  },
  "passed": true,
  "pass_gate": {
    "dir_accuracy": 43.5,
    "up_precision": 54.0
  }
}