data/phase4_evaluation.json

{
  "market_microstructure": [
    {
      "scenario": "silent_accumulation",
      "expected": "SILENT_ACCUMULATION",
      "actual": "SILENT_ACCUMULATION",
      "pass": true
    },
    {
      "scenario": "breakout_momentum",
      "expected": "BREAKOUT_MOMENTUM",
      "actual": "BREAKOUT_MOMENTUM",
      "pass": true
    },
    {
      "scenario": "panic_sell",
      "expected": "PANIC_SELL",
      "actual": "PANIC_SELL",
      "pass": true
    },
    {
      "scenario": "low_confidence_rally",
      "expected": "LOW_CONFIDENCE_RALLY",
      "actual": "LOW_CONFIDENCE_RALLY",
      "pass": true
    },
    {
      "scenario": "normal",
      "expected": "NORMAL",
      "actual": "NORMAL",
      "pass": true
    }
  ],
  "foreign_flow_predictivity": {
    "strong": {
      "correlation": -0.1356,
      "predictive_class": "WEAK",
      "ensemble_weight": 0.5,
      "n_samples": 55,
      "direction": "BEARISH",
      "note": "Foreign flow signal berkorelasi -0.136 dengan return 5-hari (WEAK)."
    },
    "weak": {
      "correlation": 0.0252,
      "predictive_class": "NONE",
      "ensemble_weight": 0.3,
      "n_samples": 55,
      "direction": "BULLISH",
      "note": "Foreign flow signal berkorelasi +0.025 dengan return 5-hari (NONE)."
    },
    "insufficient": {
      "correlation": 0.0,
      "predictive_class": "NONE",
      "ensemble_weight": 0.65,
      "n_samples": 0,
      "direction": "NONE",
      "note": "Data tidak cukup untuk validasi (min 20 flow + 10 hari harga)"
    }
  },
  "earnings_recency": [
    {
      "expected": "FRESH_RELEASE",
      "actual": "FRESH_RELEASE",
      "weight": 1.0,
      "pass": true
    },
    {
      "expected": "RECENT_RELEASE",
      "actual": "RECENT_RELEASE",
      "weight": 0.85,
      "pass": true
    },
    {
      "expected": "POST_DRIFT",
      "actual": "POST_DRIFT",
      "weight": 0.65,
      "pass": true
    },
    {
      "expected": "STALE",
      "actual": "STALE",
      "weight": 0.35,
      "pass": true
    }
  ],
  "ensemble_blend": [
    {
      "scenario": "all_bullish",
      "direction": "NAIK",
      "confidence": 0.8951,
      "blend_scores": {
        "sentiment": 0.13999999999999999,
        "foreign_flow": 0.056249999999999994,
        "earnings": 0.06,
        "microstructure": 0.081
      }
    },
    {
      "scenario": "all_bearish",
      "direction": "TURUN",
      "confidence": 0.8948
    },
    {
      "scenario": "mixed",
      "direction": "NAIK",
      "confidence": 0.71,
      "blend_scores": {
        "sentiment": 0.12,
        "foreign_flow": -0.0375,
        "microstructure": 0.027
      }
    },
    {
      "scenario": "sentiment_only",
      "direction": "NAIK",
      "confidence": 0.95,
      "active_weights": {
        "sentiment": 0.2
      }
    }
  ],
  "metadata": {
    "timestamp": "2026-07-04T02:01:44.195401",
    "phase": "FASE 4",
    "description": "Ensemble & Supporting Signals Enhancement"
  }
}