docs/c2_ptt_result.json

{
  "results": {
    "2330": {
      "baseline": {
        "accuracy": 34.0,
        "dir_accuracy": 43.3,
        "up_precision": 55.0,
        "dn_precision": 20.0,
        "n_signals": 30,
        "n_predictions": 50
      },
      "ptt": {
        "accuracy": 34.0,
        "dir_accuracy": 44.8,
        "up_precision": 55.6,
        "dn_precision": 27.3,
        "n_signals": 29,
        "n_predictions": 50
      }
    },
    "0050": {
      "baseline": {
        "accuracy": 38.0,
        "dir_accuracy": 54.5,
        "up_precision": 73.7,
        "dn_precision": 28.6,
        "n_signals": 33,
        "n_predictions": 50
      },
      "ptt": {
        "accuracy": 40.0,
        "dir_accuracy": 54.3,
        "up_precision": 75.0,
        "dn_precision": 26.7,
        "n_signals": 35,
        "n_predictions": 50
      }
    },
    "2317": {
      "baseline": {
        "accuracy": 30.0,
        "dir_accuracy": 31.9,
        "up_precision": 26.3,
        "dn_precision": 35.7,
        "n_signals": 47,
        "n_predictions": 50
      },
      "ptt": {
        "accuracy": 36.0,
        "dir_accuracy": 38.3,
        "up_precision": 40.0,
        "dn_precision": 37.0,
        "n_signals": 47,
        "n_predictions": 50
      }
    },
    "2454": {
      "baseline": {
        "accuracy": 18.0,
        "dir_accuracy": 18.8,
        "up_precision": 28.0,
        "dn_precision": 8.7,
        "n_signals": 48,
        "n_predictions": 50
      },
      "ptt": {
        "accuracy": 16.0,
        "dir_accuracy": 16.7,
        "up_precision": 25.0,
        "dn_precision": 8.3,
        "n_signals": 48,
        "n_predictions": 50
      }
    },
    "2881": {
      "baseline": {
        "accuracy": 30.0,
        "dir_accuracy": 35.9,
        "up_precision": 39.1,
        "dn_precision": 31.2,
        "n_signals": 39,
        "n_predictions": 50
      },
      "ptt": {
        "accuracy": 28.0,
        "dir_accuracy": 33.3,
        "up_precision": 36.4,
        "dn_precision": 29.4,
        "n_signals": 39,
        "n_predictions": 50
      }
    }
  },
  "aggregate": {
    "baseline": {
      "accuracy": 30.0,
      "dir_accuracy": 36.9,
      "up_precision": 44.4,
      "dn_precision": 24.8
    },
    "ptt": {
      "accuracy": 30.8,
      "dir_accuracy": 37.5,
      "up_precision": 46.4,
      "dn_precision": 25.7
    }
  },
  "passed": true,
  "pass_criterion": "no_regress AND >=1.0pp on shorter 180d window",
  "note": "PTT rows=0 for all stocks — improvement is noise from shorter window, not real PTT signal. Features NOT added to FEATURE_COLUMNS."
}