backend/data/explainability/feature_importance_comparison.csv

asset,feature,xgb_gain,xgb_mean_abs_shap,en_mean_abs_shap,en_coefficient,en_direction
spx,us2y_yield,0.022817,0.001373,0.0,0.0,zero
spx,us10y_yield,0.049737,0.005587,0.0,0.0,zero
spx,yield_spread,0.028392,0.002449,0.0,0.0,zero
spx,us_cpi_yoy,0.071678,0.009196,0.0,0.0,zero
spx,high_yield_spread,0.057184,0.002715,0.0,0.0,zero
spx,vix_level,0.082293,0.006752,0.0,0.0,zero
spx,spx_vol_3m,0.036736,0.002702,0.0,0.0,zero
spx,eurusd_return,0.076874,0.001855,0.0,0.0,zero
spx,gbpusd_return,0.032795,0.001237,0.0,0.0,zero
spx,spx_return,0.043634,0.001807,0.0,0.0,zero
spx,ndx_return,0.070831,0.002329,0.0,0.0,zero
spx,gold_return,0.063255,0.005269,0.0,0.0,zero
spx,ecb_level,0.05983,0.004231,0.0,0.0,zero
spx,ecb_yoy,0.029176,0.000607,0.0,0.0,zero
spx,regime_confidence,0.04323,0.001614,0.0,0.0,zero
spx,regime_label_calm,0.015129,0.000229,0.0,0.0,zero
spx,regime_label_credit_stress,0.129742,0.000754,0.0,0.0,zero
spx,regime_label_crisis,0.067642,0.000233,0.0,0.0,zero
spx,regime_label_inflation_stress,0.019027,0.000541,0.0,0.0,zero
ndx,us2y_yield,0.026762,0.002816,0.0,0.0,zero
ndx,us10y_yield,0.040168,0.002775,0.0,0.0,zero
ndx,yield_spread,0.020304,0.003972,0.0,0.0,zero
ndx,us_cpi_yoy,0.066699,0.015056,0.000545,-0.000391,negative
ndx,high_yield_spread,0.044677,0.005181,0.0,0.0,zero
ndx,vix_level,0.052744,0.006869,0.0,0.0,zero
ndx,spx_vol_3m,0.033078,0.003291,0.0,0.0,zero
ndx,eurusd_return,0.049228,0.002563,0.0,0.0,zero
ndx,gbpusd_return,0.045254,0.003025,0.0,0.0,zero
ndx,spx_return,0.032906,0.002328,0.0,0.0,zero
ndx,ndx_return,0.042293,0.003965,0.0,0.0,zero
ndx,gold_return,0.065592,0.005574,0.0,0.0,zero
ndx,ecb_level,0.024784,0.002604,0.0,0.0,zero
ndx,ecb_yoy,0.024963,0.000672,0.0,0.0,zero
ndx,regime_confidence,0.04861,0.003622,0.0,0.0,zero
ndx,regime_label_calm,0.007644,0.000151,0.0,0.0,zero
ndx,regime_label_credit_stress,0.179647,0.001921,0.0,0.0,zero
ndx,regime_label_crisis,0.161689,0.000587,0.0,0.0,zero
ndx,regime_label_inflation_stress,0.032958,0.001522,0.0,0.0,zero
gold,us2y_yield,0.041106,0.005986,0.0,0.0,zero
gold,us10y_yield,0.056107,0.006275,0.0,0.0,zero
gold,yield_spread,0.063373,0.001924,0.0,0.0,zero
gold,us_cpi_yoy,0.07347,0.014968,0.0,0.0,zero
gold,high_yield_spread,0.065466,0.005675,0.0,0.0,zero
gold,vix_level,0.060808,0.003861,0.0,0.0,zero
gold,spx_vol_3m,0.063351,0.00835,0.0,0.0,zero
gold,eurusd_return,0.052609,0.004657,0.0,0.0,zero
gold,gbpusd_return,0.065999,0.005544,0.0,0.0,zero
gold,spx_return,0.074633,0.005657,0.0,0.0,zero
gold,ndx_return,0.064385,0.002447,0.0,0.0,zero
gold,gold_return,0.062283,0.002303,0.0,0.0,zero
gold,ecb_level,0.066223,0.001408,0.0,0.0,zero
gold,ecb_yoy,0.043064,0.000244,0.0,0.0,zero
gold,regime_confidence,0.054751,0.002795,0.0,0.0,zero
gold,regime_label_calm,0.019651,6.7e-05,0.0,0.0,zero
gold,regime_label_credit_stress,0.058557,0.000337,0.0,0.0,zero
gold,regime_label_crisis,0.014163,2.9e-05,0.0,0.0,zero
gold,regime_label_inflation_stress,0.0,0.0,0.0,0.0,zero
btc,us2y_yield,0.021707,0.014958,0.0,0.0,zero
btc,us10y_yield,0.05906,0.164706,0.0,0.0,zero
btc,yield_spread,0.04931,0.007457,0.0,0.0,zero
btc,us_cpi_yoy,0.028413,0.032276,0.0,0.0,zero
btc,high_yield_spread,0.035207,0.015392,0.0,0.0,zero
btc,vix_level,0.033035,0.011132,0.0,0.0,zero
btc,spx_vol_3m,0.046182,0.018797,0.0,0.0,zero
btc,eurusd_return,0.077243,0.056216,0.0,0.0,zero
btc,gbpusd_return,0.046648,0.032378,0.0,0.0,zero
btc,spx_return,0.106255,0.053926,0.0,0.0,zero
btc,ndx_return,0.015338,0.008745,0.0,0.0,zero
btc,gold_return,0.02909,0.027177,0.0,0.0,zero
btc,ecb_level,0.14217,0.023677,0.0,0.0,zero
btc,ecb_yoy,0.130467,0.003711,0.0,0.0,zero
btc,regime_confidence,0.083462,0.081964,0.0,0.0,zero
btc,regime_label_calm,0.030117,0.000593,0.0,0.0,zero
btc,regime_label_credit_stress,0.066297,0.000377,0.0,0.0,zero
btc,regime_label_crisis,0.0,0.0,0.0,0.0,zero
btc,regime_label_inflation_stress,0.0,0.0,0.0,0.0,zero