| { | |
| "target_definition": "Predict remaining same-day NIFTY upside/downside points after the first five 1-minute bars.", | |
| "train_rows": 2221, | |
| "valid_rows": 405, | |
| "test_rows": 199, | |
| "train_start": "2015-01-09", | |
| "train_end": "2023-12-29", | |
| "valid_start": "2024-01-01", | |
| "valid_end": "2025-08-14", | |
| "test_start": "2025-08-18", | |
| "test_end": "2026-06-09", | |
| "feature_count": 188, | |
| "up": { | |
| "target": "after5_up_points", | |
| "selected_model": "random_forest_d6_l10_all+affine_s1.26_b-4", | |
| "selected_feature_count": 188, | |
| "validation_mae_points": 62.814071097341994, | |
| "validation_rmse_points": 95.96458512713473, | |
| "test_mae_points": 55.869403284612446, | |
| "test_rmse_points": 79.459874253419, | |
| "test_high_mfe_mae_points": 120.36235726321215, | |
| "test_low_mfe_mae_points": 34.22747241931052, | |
| "baseline_test_mae_points": 75.35728446922032, | |
| "test_mae_improvement_pct": 25.860646813205825, | |
| "latest_prediction_points": 63.15162391627527 | |
| }, | |
| "down": { | |
| "target": "after5_down_points", | |
| "selected_model": "random_forest_d7_l10_150", | |
| "selected_feature_count": 150, | |
| "validation_mae_points": 72.01385673724953, | |
| "validation_rmse_points": 122.53041341022657, | |
| "test_mae_points": 62.985231430060715, | |
| "test_rmse_points": 97.51356947384825, | |
| "test_high_mfe_mae_points": 141.1492761242954, | |
| "test_low_mfe_mae_points": 36.75568623065309, | |
| "baseline_test_mae_points": 77.89575416143268, | |
| "test_mae_improvement_pct": 19.141637297035604, | |
| "latest_prediction_points": 71.5788486914341 | |
| }, | |
| "latest_input_date": "2026-06-09", | |
| "latest_first5_start": "2026-06-09 09:15:00", | |
| "latest_first5_end": "2026-06-09 09:19:00", | |
| "latest_first5_close": 23234.849609375, | |
| "latest_predicted_up_points": 63.15162391627527, | |
| "latest_predicted_down_points": 71.5788486914341 | |
| } |