{ "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" } }