{ "CL=F": { "7d": { "symbol": "CL=F", "horizon": "7d", "cv_accuracy": 0.3529, "test_accuracy": 0.3108, "sharpe_ratio": 0.336, "n_features": 20, "n_train_samples": 1002, "n_test_samples": 251, "top10_features": { "fred_fedfunds": 0.0697370395064354, "fred_treasury_10y": 0.06462425738573074, "fred_indpro": 0.055865317583084106, "cot_commercial_net": 0.05407700687646866, "cot_mm_net": 0.05363398417830467, "month_sin": 0.052914682775735855, "days_to_opec_meeting": 0.05206698924303055, "cot_open_interest": 0.052012570202350616, "cot_mm_net_pct": 0.0488978736102581, "cot_commercial_chg_1w": 0.04793139547109604 }, "classification_report": { "DOWN": { "precision": 0.3160919540229885, "recall": 0.8208955223880597, "f1-score": 0.45643153526970953, "support": 67.0 }, "STABLE": { "precision": 0.45454545454545453, "recall": 0.04854368932038835, "f1-score": 0.08771929824561403, "support": 103.0 }, "UP": { "precision": 0.2727272727272727, "recall": 0.2222222222222222, "f1-score": 0.24489795918367346, 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Error: Cannot open file \"D:\\gstack-main\\commodisense\\data\\commodisense.duckdb\": The process cannot access the file because it is being used by another process.\r\n" } }, "ZC=F": { "7d": { "symbol": "ZC=F", "horizon": "7d", "cv_accuracy": 0.4087, "test_accuracy": 0.1434, "sharpe_ratio": -1.617, "n_features": 20, "n_train_samples": 1001, "n_test_samples": 251, "top10_features": { "usda_stocks": 0.07851604372262955, "month_cos": 0.06628133356571198, "month_sin": 0.05880693718791008, "fred_yield_inv": 0.05660037696361542, "cot_commercial_net_pct": 0.05644718557596207, "fred_indpro": 0.05580920726060867, "cot_mm_net_pct": 0.055597007274627686, "fred_treasury_10y": 0.05445987358689308, "cot_open_interest": 0.0540153831243515, "usda_crop_good_exc": 0.05347844213247299 }, "classification_report": { "DOWN": { "precision": 0.08333333333333333, "recall": 0.14285714285714285, "f1-score": 0.10526315789473684, "support": 42.0 }, "STABLE": { "precision": 0.0, "recall": 0.0, "f1-score": 0.0, 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}, "30d": { "symbol": "ZS=F", "horizon": "30d", "cv_accuracy": 0.4096, "test_accuracy": 0.5697, "sharpe_ratio": 7.668, "n_features": 20, "n_train_samples": 1001, "n_test_samples": 251, "top10_features": { "fred_fedfunds": 0.07656775414943695, "month_cos": 0.06618542969226837, "cot_mm_net": 0.06434366852045059, "cot_commercial_net": 0.061424620449543, "usda_crop_good_exc": 0.058872073888778687, "fred_treasury_10y": 0.056981511414051056, "cot_open_interest": 0.05577406287193298, "fred_indpro": 0.052732374519109726, "cot_commercial_net_pct": 0.05247487500309944, "usda_production": 0.04918872192502022 }, "classification_report": { "DOWN": { "precision": 0.4423076923076923, "recall": 0.8214285714285714, "f1-score": 0.575, "support": 56.0 }, "STABLE": { "precision": 0.6551724137931034, "recall": 0.38, "f1-score": 0.4810126582278481, "support": 100.0 }, "UP": { "precision": 0.6629213483146067, "recall": 0.6210526315789474, "f1-score": 0.6413043478260869, "support": 95.0 }, "accuracy": 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