docs/c30_result.json

{
  "experiment": "C30",
  "description": "Sector peer return features (peer_ret_1d, peer_ret_5d)",
  "new_features": [
    "peer_ret_1d",
    "peer_ret_5d"
  ],
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "aggregate": {
    "baseline": {
      "dir_accuracy": 47.7,
      "up_precision": 55.0
    },
    "c30": {
      "dir_accuracy": 48.6,
      "up_precision": 56.3
    }
  },
  "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
      },
      "c30": {
        "accuracy": 44.6,
        "dir_accuracy": 50.3,
        "up_precision": 63.3,
        "dn_precision": 40.9,
        "n_signals": 189,
        "n_predictions": 231
      },
      "peers": [
        "2454",
        "2303"
      ]
    },
    "0050": {
      "baseline": {
        "accuracy": 47.6,
        "dir_accuracy": 54.1,
        "up_precision": 61.4,
        "dn_precision": 40.3,
        "n_signals": 194,
        "n_predictions": 231
      },
      "c30": {
        "accuracy": 46.8,
        "dir_accuracy": 53.9,
        "up_precision": 62.2,
        "dn_precision": 34.5,
        "n_signals": 193,
        "n_predictions": 231
      },
      "peers": [
        "0056"
      ]
    },
    "2317": {
      "baseline": {
        "accuracy": 39.8,
        "dir_accuracy": 46.8,
        "up_precision": 49.5,
        "dn_precision": 43.2,
        "n_signals": 190,
        "n_predictions": 231
      },
      "c30": {
        "accuracy": 43.7,
        "dir_accuracy": 51.1,
        "up_precision": 55.0,
        "dn_precision": 45.5,
        "n_signals": 186,
        "n_predictions": 231
      },
      "peers": [
        "2382",
        "2308"
      ]
    },
    "2454": {
      "baseline": {
        "accuracy": 39.8,
        "dir_accuracy": 47.1,
        "up_precision": 51.5,
        "dn_precision": 44.3,
        "n_signals": 172,
        "n_predictions": 231
      },
      "c30": {
        "accuracy": 37.7,
        "dir_accuracy": 43.8,
        "up_precision": 46.8,
        "dn_precision": 41.4,
        "n_signals": 178,
        "n_predictions": 231
      },
      "peers": [
        "2330",
        "2303"
      ]
    },
    "2881": {
      "baseline": {
        "accuracy": 39.8,
        "dir_accuracy": 41.9,
        "up_precision": 53.3,
        "dn_precision": 35.9,
        "n_signals": 217,
        "n_predictions": 231
      },
      "c30": {
        "accuracy": 41.1,
        "dir_accuracy": 43.9,
        "up_precision": 54.4,
        "dn_precision": 37.8,
        "n_signals": 214,
        "n_predictions": 231
      },
      "peers": [
        "2882",
        "2886"
      ]
    }
  }
}