{ "experiment": "C27", "description": "International macro: DXY, Nasdaq, Oil, Gold", "new_features": [ "dxy_ret_5d", "nasdaq_ret_1d", "nasdaq_ret_5d", "oil_ret_5d", "gold_ret_5d" ], "stocks": [ "2330", "0050", "2317", "2454", "2881" ], "aggregate": { "baseline": { "dir_accuracy": 43.8, "up_precision": 50.9 }, "c27": { "dir_accuracy": 45.1, "up_precision": 52.0 } }, "passed": false, "pass_gate": { "dir_accuracy": 43.5, "up_precision": 54.0 }, "per_stock": { "2330": { "baseline": { "accuracy": 44.2, "dir_accuracy": 49.7, "up_precision": 62.4, "dn_precision": 31.6, "n_signals": 185, "n_predictions": 231 }, "c27": { "accuracy": 47.6, "dir_accuracy": 52.6, "up_precision": 64.5, "dn_precision": 37.9, "n_signals": 194, "n_predictions": 231 } }, "0050": { "baseline": { "accuracy": 42.9, "dir_accuracy": 52.6, "up_precision": 59.5, "dn_precision": 37.0, "n_signals": 175, "n_predictions": 231 }, "c27": { "accuracy": 42.9, "dir_accuracy": 53.1, "up_precision": 59.2, "dn_precision": 38.5, "n_signals": 177, "n_predictions": 231 } }, "2317": { "baseline": { "accuracy": 35.1, "dir_accuracy": 39.9, "up_precision": 45.2, "dn_precision": 34.0, "n_signals": 198, "n_predictions": 231 }, "c27": { "accuracy": 38.5, "dir_accuracy": 45.0, "up_precision": 49.5, "dn_precision": 39.8, "n_signals": 191, "n_predictions": 231 } }, "2454": { "baseline": { "accuracy": 31.6, "dir_accuracy": 36.4, "up_precision": 33.7, "dn_precision": 39.3, "n_signals": 176, "n_predictions": 231 }, "c27": { "accuracy": 30.3, "dir_accuracy": 33.5, "up_precision": 34.7, "dn_precision": 32.2, "n_signals": 191, "n_predictions": 231 } }, "2881": { "baseline": { "accuracy": 38.1, "dir_accuracy": 40.4, "up_precision": 53.8, "dn_precision": 30.7, "n_signals": 218, "n_predictions": 231 }, "c27": { "accuracy": 39.4, "dir_accuracy": 41.4, "up_precision": 52.0, "dn_precision": 32.5, "n_signals": 220, "n_predictions": 231 } } } }