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| "feature": "us_cpi_yoy", |
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| "btc": { |
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| "xgb_top_feature": "us10y_yield", |
| "en_top_feature": "all_zero", |
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| "asset": "btc", |
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| "feature": "us_cpi_yoy", |
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| "xgboost": { |
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| { |
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| { |
| "feature": "vix_level", |
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| "raw_feature_snapshot": { |
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| "high_yield_spread": 3.12, |
| "vix_level": 19.86, |
| "spx_vol_3m": 0.011268, |
| "eurusd_return": -0.003169, |
| "gbpusd_return": -0.015183, |
| "spx_return": -0.008706, |
| "ndx_return": -0.023455, |
| "gold_return": 0.082319, |
| "ecb_level": 2025.0, |
| "ecb_yoy": 0.000494, |
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| "regime_label": "credit_stress" |
| } |
| } |
| } |
| }, |
| "cross_asset_summary": { |
| "top5_universal_drivers": [ |
| { |
| "feature": "us10y_yield", |
| "avg_xgb_shap_across_assets": 0.04483575 |
| }, |
| { |
| "feature": "regime_confidence", |
| "avg_xgb_shap_across_assets": 0.022498749999999998 |
| }, |
| { |
| "feature": "us_cpi_yoy", |
| "avg_xgb_shap_across_assets": 0.017874 |
| }, |
| { |
| "feature": "eurusd_return", |
| "avg_xgb_shap_across_assets": 0.01632275 |
| }, |
| { |
| "feature": "spx_return", |
| "avg_xgb_shap_across_assets": 0.0159295 |
| } |
| ], |
| "note": "Average XGBoost SHAP importance across SPX, NDX, Gold" |
| } |
| } |
