docs/c27_result.json

{
  "experiment": "C27",
  "description": "International macro: DXY, Nasdaq, Oil, Gold",
  "new_features": [
    "dxy_ret_5d",
    "nasdaq_ret_1d",
    "nasdaq_ret_5d",
    "oil_ret_5d",
    "gold_ret_5d"
  ],
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "aggregate": {
    "baseline": {
      "dir_accuracy": 43.8,
      "up_precision": 50.9
    },
    "c27": {
      "dir_accuracy": 45.1,
      "up_precision": 52.0
    }
  },
  "passed": false,
  "pass_gate": {
    "dir_accuracy": 43.5,
    "up_precision": 54.0
  },
  "per_stock": {
    "2330": {
      "baseline": {
        "accuracy": 44.2,
        "dir_accuracy": 49.7,
        "up_precision": 62.4,
        "dn_precision": 31.6,
        "n_signals": 185,
        "n_predictions": 231
      },
      "c27": {
        "accuracy": 47.6,
        "dir_accuracy": 52.6,
        "up_precision": 64.5,
        "dn_precision": 37.9,
        "n_signals": 194,
        "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
      },
      "c27": {
        "accuracy": 42.9,
        "dir_accuracy": 53.1,
        "up_precision": 59.2,
        "dn_precision": 38.5,
        "n_signals": 177,
        "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
      },
      "c27": {
        "accuracy": 38.5,
        "dir_accuracy": 45.0,
        "up_precision": 49.5,
        "dn_precision": 39.8,
        "n_signals": 191,
        "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
      },
      "c27": {
        "accuracy": 30.3,
        "dir_accuracy": 33.5,
        "up_precision": 34.7,
        "dn_precision": 32.2,
        "n_signals": 191,
        "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
      },
      "c27": {
        "accuracy": 39.4,
        "dir_accuracy": 41.4,
        "up_precision": 52.0,
        "dn_precision": 32.5,
        "n_signals": 220,
        "n_predictions": 231
      }
    }
  }
}