DockerSpace / docs /c26_result.json
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Add news sentiment pipeline (C28) and macro factor experiments C24-C27
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{
"experiment": "C26",
"description": "VIX-gated sector pooling (threshold=25.0)",
"vix_threshold": 25.0,
"stocks": [
"2330",
"0050",
"2317",
"2454",
"2881"
],
"aggregate": {
"dir_accuracy": 43.4,
"up_precision": 51.2
},
"per_stock": {
"2330": {
"accuracy": 35.5,
"dir_accuracy": 38.9,
"up_precision": 53.8,
"dn_precision": 28.2,
"n_signals": 190,
"n_predictions": 231,
"sector": "semis",
"peers": [
"2454",
"2303"
],
"windows_pooled": 11,
"windows_solo": 0
},
"0050": {
"accuracy": 45.0,
"dir_accuracy": 53.6,
"up_precision": 62.9,
"dn_precision": 32.7,
"n_signals": 179,
"n_predictions": 231,
"sector": "etfs",
"peers": [
"0056"
],
"windows_pooled": 11,
"windows_solo": 0
},
"2317": {
"accuracy": 36.8,
"dir_accuracy": 42.6,
"up_precision": 46.7,
"dn_precision": 37.5,
"n_signals": 195,
"n_predictions": 231,
"sector": "electronics",
"peers": [],
"windows_pooled": 0,
"windows_solo": 11
},
"2454": {
"accuracy": 33.3,
"dir_accuracy": 41.1,
"up_precision": 40.8,
"dn_precision": 41.3,
"n_signals": 151,
"n_predictions": 231,
"sector": "semis",
"peers": [
"2330",
"2303"
],
"windows_pooled": 11,
"windows_solo": 0
},
"2881": {
"accuracy": 36.8,
"dir_accuracy": 40.6,
"up_precision": 51.9,
"dn_precision": 33.1,
"n_signals": 202,
"n_predictions": 231,
"sector": "financials",
"peers": [
"2882",
"2886"
],
"windows_pooled": 11,
"windows_solo": 0
}
},
"passed": false,
"pass_gate": {
"dir_accuracy": 43.5,
"up_precision": 54.0
}
}