{ "experiment": "C13_sox_tnx", "new_features": [ "sox_ret_1d", "sox_ret_5d", "sox_ma20_ratio", "tnx_level", "tnx_change_5d" ], "aggregate": { "baseline": { "accuracy": 39.3, "dir_accuracy": 42.4, "up_precision": 53.3, "dn_precision": 34.2, "n_signals": 200.0 }, "sox_tnx": { "accuracy": 38.9, "dir_accuracy": 42.2, "up_precision": 53.0, "dn_precision": 33.5, "n_signals": 201.0 } }, "results": { "2330": { "baseline": { "accuracy": 33.3, "dir_accuracy": 37.0, "up_precision": 53.8, "dn_precision": 25.4, "n_signals": 192, "n_predictions": 231 }, "sox_tnx": { "accuracy": 33.3, "dir_accuracy": 37.3, "up_precision": 53.8, "dn_precision": 26.1, "n_signals": 193, "n_predictions": 231 } }, "0050": { "baseline": { "accuracy": 40.7, "dir_accuracy": 45.9, "up_precision": 65.4, "dn_precision": 32.2, "n_signals": 196, "n_predictions": 231 }, "sox_tnx": { "accuracy": 38.1, "dir_accuracy": 42.7, "up_precision": 62.7, "dn_precision": 28.4, "n_signals": 199, "n_predictions": 231 } }, "2317": { "baseline": { "accuracy": 39.0, "dir_accuracy": 40.2, "up_precision": 50.0, "dn_precision": 30.3, "n_signals": 219, "n_predictions": 231 }, "sox_tnx": { "accuracy": 39.8, "dir_accuracy": 41.9, "up_precision": 52.2, "dn_precision": 30.4, "n_signals": 217, "n_predictions": 231 } }, "2454": { "baseline": { "accuracy": 39.0, "dir_accuracy": 40.8, "up_precision": 38.5, "dn_precision": 43.0, "n_signals": 191, "n_predictions": 231 }, "sox_tnx": { "accuracy": 39.4, "dir_accuracy": 41.0, "up_precision": 38.5, "dn_precision": 43.3, "n_signals": 195, "n_predictions": 231 } }, "2881": { "baseline": { "accuracy": 44.6, "dir_accuracy": 48.0, "up_precision": 58.6, "dn_precision": 40.0, "n_signals": 202, "n_predictions": 231 }, "sox_tnx": { "accuracy": 43.7, "dir_accuracy": 48.3, "up_precision": 57.7, "dn_precision": 39.4, "n_signals": 201, "n_predictions": 231 } } }, "passed": false }