docs/c29_result.json

{
  "experiment": "C29",
  "description": "MetaLabel confidence threshold search under C19 labels",
  "thresholds": [
    0.5,
    0.52,
    0.55,
    0.58,
    0.6,
    0.65
  ],
  "best_threshold": 0.5,
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "aggregate": {
    "baseline": {
      "dir_accuracy": 47.9,
      "up_precision": 55.2
    },
    "best_c29": {
      "dir_accuracy": 47.9,
      "up_precision": 55.2,
      "n_signals": 193.0
    }
  },
  "all_thresholds": {
    "0.5": {
      "agg": {
        "dir_accuracy": 47.9,
        "up_precision": 55.2,
        "n_signals": 193.0
      },
      "passed": true
    },
    "0.52": {
      "agg": {
        "dir_accuracy": 48.0,
        "up_precision": 55.2,
        "n_signals": 192.6
      },
      "passed": true
    },
    "0.55": {
      "agg": {
        "dir_accuracy": 48.0,
        "up_precision": 55.2,
        "n_signals": 192.6
      },
      "passed": true
    },
    "0.58": {
      "agg": {
        "dir_accuracy": 48.0,
        "up_precision": 55.2,
        "n_signals": 192.4
      },
      "passed": true
    },
    "0.6": {
      "agg": {
        "dir_accuracy": 47.9,
        "up_precision": 55.1,
        "n_signals": 192.2
      },
      "passed": true
    },
    "0.65": {
      "agg": {
        "dir_accuracy": 47.5,
        "up_precision": 54.5,
        "n_signals": 187.6
      },
      "passed": true
    }
  },
  "passed": true,
  "pass_gate": {
    "dir_accuracy": 43.5,
    "up_precision": 54.0
  }
}