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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 | |
| } | |
| } |