{
  "experiment": "C21_oldwang_rules",
  "description": "Dry run of Old Wang style MA, institutional guard, volume-bar, and gap-guard rules.",
  "stocks": [
    "2330",
    "0050",
    "2317",
    "2454",
    "2881"
  ],
  "with_institutional": true,
  "pass_criterion": {
    "every_stock_accuracy_delta_pp_at_least": 3.0,
    "min_signal_ratio_vs_baseline": 0.7
  },
  "candidate_oldwang_features": [
    "oldwang_triple_bull",
    "oldwang_triple_bear",
    "oldwang_ma5_hold",
    "oldwang_trust_ma10_guard",
    "oldwang_trust_ma10_broken",
    "oldwang_foreign_ma20_guard",
    "oldwang_foreign_ma20_broken",
    "oldwang_volume_spike",
    "oldwang_volume_high_break",
    "oldwang_volume_low_guard",
    "oldwang_volume_low_break",
    "oldwang_gap_guard",
    "oldwang_gap_filled",
    "oldwang_bull_score",
    "oldwang_bear_score"
  ],
  "strategies": [
    "oldwang_features",
    "oldwang_veto",
    "oldwang_long_gate",
    "oldwang_features_veto"
  ],
  "aggregate": {
    "baseline": {
      "accuracy": 36.9,
      "dir_accuracy": 40.3,
      "up_precision": 52.8,
      "dn_precision": 31.3,
      "n_signals": 178.6,
      "n_predictions": 210.0
    },
    "oldwang_features": {
      "accuracy": 39.1,
      "dir_accuracy": 42.9,
      "up_precision": 55.1,
      "dn_precision": 32.0,
      "n_signals": 179.8,
      "n_predictions": 210.0,
      "accuracy_delta_pp": 2.2,
      "signal_ratio_vs_baseline": 1.007
    },
    "oldwang_veto": {
      "accuracy": 26.4,
      "dir_accuracy": 34.9,
      "up_precision": 47.2,
      "dn_precision": 31.3,
      "n_signals": 128.0,
      "n_predictions": 210.0,
      "accuracy_delta_pp": -10.5,
      "signal_ratio_vs_baseline": 0.717
    },
    "oldwang_long_gate": {
      "accuracy": 28.8,
      "dir_accuracy": 37.3,
      "up_precision": 53.1,
      "dn_precision": 31.3,
      "n_signals": 136.8,
      "n_predictions": 210.0,
      "accuracy_delta_pp": -8.1,
      "signal_ratio_vs_baseline": 0.766
    },
    "oldwang_features_veto": {
      "accuracy": 27.1,
      "dir_accuracy": 37.4,
      "up_precision": 52.7,
      "dn_precision": 32.0,
      "n_signals": 123.4,
      "n_predictions": 210.0,
      "accuracy_delta_pp": -9.8,
      "signal_ratio_vs_baseline": 0.691
    }
  },
  "best_strategy": "oldwang_features",
  "passing_strategies": [],
  "per_stock": {
    "2330": {
      "baseline": {
        "accuracy": 32.4,
        "dir_accuracy": 35.8,
        "up_precision": 55.4,
        "dn_precision": 24.1,
        "n_signals": 173,
        "n_predictions": 210
      },
      "oldwang_features": {
        "accuracy": 32.9,
        "dir_accuracy": 36.9,
        "up_precision": 56.2,
        "dn_precision": 22.1,
        "n_signals": 168,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": 0.5,
        "signal_ratio_vs_baseline": 0.971,
        "passed": false
      },
      "oldwang_veto": {
        "accuracy": 25.2,
        "dir_accuracy": 31.6,
        "up_precision": 60.7,
        "dn_precision": 24.1,
        "n_signals": 136,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -7.2,
        "signal_ratio_vs_baseline": 0.786,
        "passed": false
      },
      "oldwang_long_gate": {
        "accuracy": 25.7,
        "dir_accuracy": 32.4,
        "up_precision": 61.3,
        "dn_precision": 24.1,
        "n_signals": 139,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -6.7,
        "signal_ratio_vs_baseline": 0.803,
        "passed": false
      },
      "oldwang_features_veto": {
        "accuracy": 26.2,
        "dir_accuracy": 33.3,
        "up_precision": 62.2,
        "dn_precision": 22.1,
        "n_signals": 132,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -6.2,
        "signal_ratio_vs_baseline": 0.763,
        "passed": false
      }
    },
    "0050": {
      "baseline": {
        "accuracy": 38.6,
        "dir_accuracy": 45.0,
        "up_precision": 67.2,
        "dn_precision": 31.8,
        "n_signals": 171,
        "n_predictions": 210
      },
      "oldwang_features": {
        "accuracy": 39.0,
        "dir_accuracy": 46.2,
        "up_precision": 68.5,
        "dn_precision": 29.2,
        "n_signals": 169,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": 0.4,
        "signal_ratio_vs_baseline": 0.988,
        "passed": false
      },
      "oldwang_veto": {
        "accuracy": 26.2,
        "dir_accuracy": 37.3,
        "up_precision": 59.3,
        "dn_precision": 31.8,
        "n_signals": 134,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -12.4,
        "signal_ratio_vs_baseline": 0.784,
        "passed": false
      },
      "oldwang_long_gate": {
        "accuracy": 28.6,
        "dir_accuracy": 38.5,
        "up_precision": 58.3,
        "dn_precision": 31.8,
        "n_signals": 143,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -10.0,
        "signal_ratio_vs_baseline": 0.836,
        "passed": false
      },
      "oldwang_features_veto": {
        "accuracy": 24.8,
        "dir_accuracy": 37.3,
        "up_precision": 63.3,
        "dn_precision": 29.2,
        "n_signals": 126,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -13.8,
        "signal_ratio_vs_baseline": 0.737,
        "passed": false
      }
    },
    "2317": {
      "baseline": {
        "accuracy": 37.6,
        "dir_accuracy": 40.5,
        "up_precision": 51.0,
        "dn_precision": 29.9,
        "n_signals": 195,
        "n_predictions": 210
      },
      "oldwang_features": {
        "accuracy": 42.9,
        "dir_accuracy": 43.9,
        "up_precision": 52.0,
        "dn_precision": 31.2,
        "n_signals": 205,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": 5.3,
        "signal_ratio_vs_baseline": 1.051,
        "passed": true
      },
      "oldwang_veto": {
        "accuracy": 26.2,
        "dir_accuracy": 34.5,
        "up_precision": 43.8,
        "dn_precision": 29.9,
        "n_signals": 145,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -11.4,
        "signal_ratio_vs_baseline": 0.744,
        "passed": false
      },
      "oldwang_long_gate": {
        "accuracy": 32.4,
        "dir_accuracy": 39.3,
        "up_precision": 53.0,
        "dn_precision": 29.9,
        "n_signals": 163,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -5.2,
        "signal_ratio_vs_baseline": 0.836,
        "passed": false
      },
      "oldwang_features_veto": {
        "accuracy": 26.2,
        "dir_accuracy": 36.6,
        "up_precision": 44.4,
        "dn_precision": 31.2,
        "n_signals": 134,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -11.4,
        "signal_ratio_vs_baseline": 0.687,
        "passed": false
      }
    },
    "2454": {
      "baseline": {
        "accuracy": 37.6,
        "dir_accuracy": 37.5,
        "up_precision": 38.2,
        "dn_precision": 37.0,
        "n_signals": 176,
        "n_predictions": 210
      },
      "oldwang_features": {
        "accuracy": 37.6,
        "dir_accuracy": 38.9,
        "up_precision": 41.5,
        "dn_precision": 36.6,
        "n_signals": 175,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": 0.0,
        "signal_ratio_vs_baseline": 0.994,
        "passed": false
      },
      "oldwang_veto": {
        "accuracy": 30.5,
        "dir_accuracy": 36.5,
        "up_precision": 33.3,
        "dn_precision": 37.0,
        "n_signals": 115,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -7.1,
        "signal_ratio_vs_baseline": 0.653,
        "passed": false
      },
      "oldwang_long_gate": {
        "accuracy": 29.5,
        "dir_accuracy": 37.5,
        "up_precision": 41.7,
        "dn_precision": 37.0,
        "n_signals": 112,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -8.1,
        "signal_ratio_vs_baseline": 0.636,
        "passed": false
      },
      "oldwang_features_veto": {
        "accuracy": 30.0,
        "dir_accuracy": 38.7,
        "up_precision": 50.0,
        "dn_precision": 36.6,
        "n_signals": 111,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -7.6,
        "signal_ratio_vs_baseline": 0.631,
        "passed": false
      }
    },
    "2881": {
      "baseline": {
        "accuracy": 38.1,
        "dir_accuracy": 42.7,
        "up_precision": 52.3,
        "dn_precision": 33.7,
        "n_signals": 178,
        "n_predictions": 210
      },
      "oldwang_features": {
        "accuracy": 43.3,
        "dir_accuracy": 48.4,
        "up_precision": 57.1,
        "dn_precision": 40.8,
        "n_signals": 182,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": 5.2,
        "signal_ratio_vs_baseline": 1.022,
        "passed": true
      },
      "oldwang_veto": {
        "accuracy": 23.8,
        "dir_accuracy": 34.5,
        "up_precision": 38.9,
        "dn_precision": 33.7,
        "n_signals": 110,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -14.3,
        "signal_ratio_vs_baseline": 0.618,
        "passed": false
      },
      "oldwang_long_gate": {
        "accuracy": 27.6,
        "dir_accuracy": 38.6,
        "up_precision": 51.4,
        "dn_precision": 33.7,
        "n_signals": 127,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -10.5,
        "signal_ratio_vs_baseline": 0.713,
        "passed": false
      },
      "oldwang_features_veto": {
        "accuracy": 28.1,
        "dir_accuracy": 41.2,
        "up_precision": 43.8,
        "dn_precision": 40.8,
        "n_signals": 114,
        "n_predictions": 210,
        "added_features": 15,
        "accuracy_delta_pp": -10.0,
        "signal_ratio_vs_baseline": 0.64,
        "passed": false
      }
    }
  },
  "passed": false,
  "promotion_decision": "do_not_integrate",
  "integration_decision_2026_05_16": {
    "gate": "aggregate_accuracy_non_decrease",
    "decision": "integrate_oldwang_features_only",
    "reason": "User relaxed the gate; oldwang_features improved aggregate accuracy by +2.2pp and kept signal count at 1.007x baseline. Veto/gate strategies reduced accuracy and remain excluded."
  },
  "validation": {
    "mode": "walk_forward_with_embargo",
    "label_horizon": 5,
    "train_end": "cutoff - LABEL_HORIZON",
    "step": 21,
    "min_train": 240,
    "leakage_guard": "rules use current-close-known and prior rolling/event levels; training excludes the label horizon before each test slice."
  }
}