docs/c28_result.json

{
  "experiment": "C28",
  "description": "News sentiment features from local LLM scoring",
  "new_features": [
    "news_score_1d",
    "news_score_5d_ma"
  ],
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "aggregate": {
    "baseline": {
      "dir_accuracy": 47.9,
      "up_precision": 55.2
    },
    "c28": {
      "dir_accuracy": 47.6,
      "up_precision": 55.5
    }
  },
  "passed": true,
  "pass_gate": {
    "dir_accuracy": 43.5,
    "up_precision": 54.0
  },
  "per_stock": {
    "2330": {
      "baseline": {
        "accuracy": 42.9,
        "dir_accuracy": 48.4,
        "up_precision": 59.3,
        "dn_precision": 38.6,
        "n_signals": 192,
        "n_predictions": 231
      },
      "c28": {
        "accuracy": 42.9,
        "dir_accuracy": 47.2,
        "up_precision": 60.3,
        "dn_precision": 39.2,
        "n_signals": 193,
        "n_predictions": 231
      },
      "news_days": 484
    },
    "0050": {
      "baseline": {
        "accuracy": 47.6,
        "dir_accuracy": 54.1,
        "up_precision": 61.4,
        "dn_precision": 40.3,
        "n_signals": 194,
        "n_predictions": 231
      },
      "c28": {
        "accuracy": 46.3,
        "dir_accuracy": 52.3,
        "up_precision": 60.9,
        "dn_precision": 34.8,
        "n_signals": 199,
        "n_predictions": 231
      },
      "news_days": 485
    },
    "2317": {
      "baseline": {
        "accuracy": 40.7,
        "dir_accuracy": 47.9,
        "up_precision": 50.5,
        "dn_precision": 44.3,
        "n_signals": 190,
        "n_predictions": 231
      },
      "c28": {
        "accuracy": 43.3,
        "dir_accuracy": 50.0,
        "up_precision": 53.8,
        "dn_precision": 44.0,
        "n_signals": 192,
        "n_predictions": 231
      },
      "news_days": 484
    },
    "2454": {
      "baseline": {
        "accuracy": 39.8,
        "dir_accuracy": 47.1,
        "up_precision": 51.5,
        "dn_precision": 44.3,
        "n_signals": 172,
        "n_predictions": 231
      },
      "c28": {
        "accuracy": 35.9,
        "dir_accuracy": 42.6,
        "up_precision": 45.7,
        "dn_precision": 40.0,
        "n_signals": 176,
        "n_predictions": 231
      },
      "news_days": 484
    },
    "2881": {
      "baseline": {
        "accuracy": 39.8,
        "dir_accuracy": 41.9,
        "up_precision": 53.3,
        "dn_precision": 35.9,
        "n_signals": 217,
        "n_predictions": 231
      },
      "c28": {
        "accuracy": 43.3,
        "dir_accuracy": 45.7,
        "up_precision": 57.0,
        "dn_precision": 38.3,
        "n_signals": 219,
        "n_predictions": 231
      },
      "news_days": 479
    }
  }
}