docs/c24_result.json

{
  "experiment": "C24",
  "description": "DJIA + VIX macro features",
  "new_features": [
    "djia_ret_1d",
    "djia_ret_5d",
    "djia_ma20_ratio",
    "vix_level",
    "vix_change_5d"
  ],
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "aggregate": {
    "baseline": {
      "dir_accuracy": 43.7,
      "up_precision": 50.8
    },
    "c24": {
      "dir_accuracy": 45.4,
      "up_precision": 52.5
    }
  },
  "passed": false,
  "pass_gate": {
    "dir_accuracy": 43.5,
    "up_precision": 54.0
  },
  "per_stock": {
    "2330": {
      "baseline": {
        "accuracy": 43.7,
        "dir_accuracy": 49.2,
        "up_precision": 62.0,
        "dn_precision": 31.2,
        "n_signals": 185,
        "n_predictions": 231
      },
      "c24": {
        "accuracy": 44.6,
        "dir_accuracy": 50.3,
        "up_precision": 61.2,
        "dn_precision": 37.2,
        "n_signals": 189,
        "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
      },
      "c24": {
        "accuracy": 44.6,
        "dir_accuracy": 52.4,
        "up_precision": 59.8,
        "dn_precision": 34.0,
        "n_signals": 185,
        "n_predictions": 231
      }
    },
    "2317": {
      "baseline": {
        "accuracy": 35.1,
        "dir_accuracy": 39.9,
        "up_precision": 45.2,
        "dn_precision": 34.0,
        "n_signals": 198,
        "n_predictions": 231
      },
      "c24": {
        "accuracy": 38.5,
        "dir_accuracy": 44.8,
        "up_precision": 50.0,
        "dn_precision": 38.6,
        "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
      },
      "c24": {
        "accuracy": 32.5,
        "dir_accuracy": 37.2,
        "up_precision": 38.0,
        "dn_precision": 36.1,
        "n_signals": 180,
        "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
      },
      "c24": {
        "accuracy": 40.3,
        "dir_accuracy": 42.4,
        "up_precision": 53.6,
        "dn_precision": 33.3,
        "n_signals": 217,
        "n_predictions": 231
      }
    }
  }
}