docs/c25_result.json

{
  "experiment": "C25",
  "description": "C20 sector-conditional model + C24 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": {
    "dir_accuracy": 43.9,
    "up_precision": 51.1
  },
  "per_stock": {
    "2330": {
      "accuracy": 34.2,
      "dir_accuracy": 38.6,
      "up_precision": 50.7,
      "dn_precision": 30.7,
      "n_signals": 189,
      "n_predictions": 231,
      "sector": "semis",
      "peers": [
        "2454",
        "2303"
      ]
    },
    "0050": {
      "accuracy": 45.9,
      "dir_accuracy": 54.9,
      "up_precision": 64.2,
      "dn_precision": 37.5,
      "n_signals": 184,
      "n_predictions": 231,
      "sector": "etfs",
      "peers": [
        "0056"
      ]
    },
    "2317": {
      "accuracy": 38.5,
      "dir_accuracy": 45.3,
      "up_precision": 50.0,
      "dn_precision": 39.0,
      "n_signals": 190,
      "n_predictions": 231,
      "sector": "electronics",
      "peers": []
    },
    "2454": {
      "accuracy": 34.2,
      "dir_accuracy": 41.2,
      "up_precision": 41.2,
      "dn_precision": 41.3,
      "n_signals": 160,
      "n_predictions": 231,
      "sector": "semis",
      "peers": [
        "2330",
        "2303"
      ]
    },
    "2881": {
      "accuracy": 35.5,
      "dir_accuracy": 39.4,
      "up_precision": 49.3,
      "dn_precision": 33.8,
      "n_signals": 203,
      "n_predictions": 231,
      "sector": "financials",
      "peers": [
        "2882",
        "2886"
      ]
    }
  },
  "passed": false,
  "pass_gate": {
    "dir_accuracy": 43.5,
    "up_precision": 54.0
  }
}