{
  "subsets": {
    "A": 40,
    "B": 62,
    "C": 85
  },
  "results": {
    "2330": {
      "A": {
        "accuracy": 42.4,
        "dir_accuracy": 38.0,
        "up_precision": 56.8,
        "dn_precision": 14.3,
        "win_rate": 59.5,
        "pnl_pct": 64.8,
        "sharpe": 1.283,
        "max_dd": -0.264,
        "ic": 0.2165,
        "n_predictions": 231,
        "n_trades": 79
      },
      "B": {
        "accuracy": 39.4,
        "dir_accuracy": 32.7,
        "up_precision": 52.8,
        "dn_precision": 8.9,
        "win_rate": 51.0,
        "pnl_pct": 31.1,
        "sharpe": 0.511,
        "max_dd": -0.355,
        "ic": 0.1097,
        "n_predictions": 231,
        "n_trades": 98
      },
      "C": {
        "accuracy": 42.0,
        "dir_accuracy": 34.3,
        "up_precision": 52.6,
        "dn_precision": 10.3,
        "win_rate": 56.7,
        "pnl_pct": 16.7,
        "sharpe": 0.394,
        "max_dd": -0.218,
        "ic": 0.0725,
        "n_predictions": 231,
        "n_trades": 67
      }
    },
    "0050": {
      "A": {
        "accuracy": 48.1,
        "dir_accuracy": 41.8,
        "up_precision": 55.3,
        "dn_precision": 11.8,
        "win_rate": 58.2,
        "pnl_pct": 51.2,
        "sharpe": 1.952,
        "max_dd": -0.207,
        "ic": 0.1256,
        "n_predictions": 231,
        "n_trades": 55
      },
      "B": {
        "accuracy": 48.9,
        "dir_accuracy": 45.6,
        "up_precision": 50.0,
        "dn_precision": 0.0,
        "win_rate": 63.2,
        "pnl_pct": 86.1,
        "sharpe": 3.365,
        "max_dd": -0.136,
        "ic": 0.0837,
        "n_predictions": 231,
        "n_trades": 57
      },
      "C": {
        "accuracy": 45.9,
        "dir_accuracy": 34.9,
        "up_precision": 42.9,
        "dn_precision": 0.0,
        "win_rate": 48.8,
        "pnl_pct": 17.7,
        "sharpe": 0.811,
        "max_dd": -0.136,
        "ic": 0.0425,
        "n_predictions": 231,
        "n_trades": 43
      }
    },
    "2317": {
      "A": {
        "accuracy": 31.6,
        "dir_accuracy": 28.3,
        "up_precision": 37.1,
        "dn_precision": 22.7,
        "win_rate": 42.1,
        "pnl_pct": -102.4,
        "sharpe": -0.91,
        "max_dd": -0.792,
        "ic": -0.1467,
        "n_predictions": 231,
        "n_trades": 159
      },
      "B": {
        "accuracy": 23.8,
        "dir_accuracy": 22.9,
        "up_precision": 22.4,
        "dn_precision": 23.4,
        "win_rate": 41.7,
        "pnl_pct": -69.9,
        "sharpe": -0.736,
        "max_dd": -0.649,
        "ic": -0.3001,
        "n_predictions": 231,
        "n_trades": 144
      },
      "C": {
        "accuracy": 24.2,
        "dir_accuracy": 23.3,
        "up_precision": 24.2,
        "dn_precision": 22.7,
        "win_rate": 39.6,
        "pnl_pct": -124.7,
        "sharpe": -1.164,
        "max_dd": -0.769,
        "ic": -0.2838,
        "n_predictions": 231,
        "n_trades": 159
      }
    },
    "2454": {
      "A": {
        "accuracy": 30.7,
        "dir_accuracy": 27.6,
        "up_precision": 31.4,
        "dn_precision": 22.0,
        "win_rate": 42.8,
        "pnl_pct": -125.4,
        "sharpe": -0.826,
        "max_dd": -0.878,
        "ic": -0.1258,
        "n_predictions": 231,
        "n_trades": 145
      },
      "B": {
        "accuracy": 35.1,
        "dir_accuracy": 31.4,
        "up_precision": 33.3,
        "dn_precision": 29.0,
        "win_rate": 45.0,
        "pnl_pct": -103.0,
        "sharpe": -0.693,
        "max_dd": -0.847,
        "ic": -0.0886,
        "n_predictions": 231,
        "n_trades": 140
      },
      "C": {
        "accuracy": 30.7,
        "dir_accuracy": 27.8,
        "up_precision": 32.5,
        "dn_precision": 23.1,
        "win_rate": 41.1,
        "pnl_pct": -232.9,
        "sharpe": -1.331,
        "max_dd": -0.964,
        "ic": -0.1141,
        "n_predictions": 231,
        "n_trades": 158
      }
    },
    "2881": {
      "A": {
        "accuracy": 46.8,
        "dir_accuracy": 22.0,
        "up_precision": 35.3,
        "dn_precision": 12.5,
        "win_rate": 56.1,
        "pnl_pct": 37.1,
        "sharpe": 1.356,
        "max_dd": -0.131,
        "ic": -0.0393,
        "n_predictions": 231,
        "n_trades": 82
      },
      "B": {
        "accuracy": 47.6,
        "dir_accuracy": 22.9,
        "up_precision": 39.4,
        "dn_precision": 12.0,
        "win_rate": 54.2,
        "pnl_pct": 29.8,
        "sharpe": 0.989,
        "max_dd": -0.161,
        "ic": -0.0247,
        "n_predictions": 231,
        "n_trades": 83
      },
      "C": {
        "accuracy": 46.3,
        "dir_accuracy": 20.7,
        "up_precision": 35.0,
        "dn_precision": 16.1,
        "win_rate": 58.5,
        "pnl_pct": 23.7,
        "sharpe": 0.867,
        "max_dd": -0.207,
        "ic": -0.0057,
        "n_predictions": 231,
        "n_trades": 82
      }
    }
  },
  "aggregate": {
    "A": {
      "accuracy": 39.92,
      "dir_accuracy": 31.54,
      "up_precision": 43.18,
      "dn_precision": 16.66,
      "win_rate": 51.74,
      "pnl_pct": -14.94,
      "sharpe": 0.571,
      "max_dd": -0.454,
      "ic": 0.006
    },
    "B": {
      "accuracy": 38.96,
      "dir_accuracy": 31.1,
      "up_precision": 39.58,
      "dn_precision": 14.66,
      "win_rate": 51.02,
      "pnl_pct": -5.18,
      "sharpe": 0.687,
      "max_dd": -0.43,
      "ic": -0.044
    },
    "C": {
      "accuracy": 37.82,
      "dir_accuracy": 28.2,
      "up_precision": 37.44,
      "dn_precision": 14.44,
      "win_rate": 48.94,
      "pnl_pct": -59.9,
      "sharpe": -0.085,
      "max_dd": -0.459,
      "ic": -0.058
    }
  },
  "winner": "A",
  "winner_reason": "Subset A has highest mean dir_accuracy (A=31.5%, B=31.1%, C=28.2%)"
}