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Predictor Accuracy Config Validation

Generated: 2026-05-24T00:45:18.819606+00:00

Command

venv/bin/python scripts/run_predictor_accuracy_config_validation.py --seed-json docs/validation_runs/multi_factor_1000stock_overnight.json --events-cache docs/validation_runs/multi_factor_1000stock_finetune_events.pkl --objective accuracy --max-configs 12000 --random-configs 10000 --output-prefix predictor_accuracy_config_validation

Summary

  • Objective: accuracy
  • Covered stocks: 1045/1050
  • Configs tested: 10267
  • Passing configs: 2583
  • Promotion decision: PASS
  • Best config: candidate_08963
  • Strict best config: candidate_08963

Current Baseline vs Best Accuracy Config

Metric Current Baseline Best Delta
Accuracy 40.3925% 42.5963% +2.2038pp
Direction accuracy 44.4077% 43.7253% -0.6824pp
BUY precision 41.8795% 42.2867% +0.4072pp
SELL precision 46.7144% 44.3679% -2.3465pp

Strict best accuracy delta: 2.2038pp

Best Weights

Factor Weight
oldwang_trend 0.015
oldwang_guard 0.01
oldwang_volume 0.08
volume_expansion 0.025
volume_spike 0.04
volume_surge 0.005
volume_contraction_after_spike 0.04
candle_shadow 0.005
upper_shadow 0.09
lower_shadow 0.02
bullish_upper_shadow 0.04
high_volume_upper_shadow 0.08
foreign_flow 0.06
trust_flow 0.005
dealer_flow 0.055
institutional_flow 0.05
chip_score 0.035
margin_risk 0.015
short_pressure 0.07
macd_momentum 0.015
rsi_trend 0.04
rsi_reversal 0.04
bb_reversion 0.1
ma_alignment 0.005
momentum_20d 0.04
momentum_60d 0.02
momentum_120d 0.075
volatility_risk 0.08
liquidity_quality 0.015