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"bias": 0.3013285367789982, "threshold": 0.5181622713112, "is_accuracy": 0.720672, "is_ic": 0.36672239297266185, "is_edge": 0.030223, "oos_accuracy": 0.68435, "oos_ic": 0.3332192670981958, "oos_edge": 0.027617, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "logistic", "features": [ "absorption_score", "refill_speed", "delta_momentum", "distance_to_level" ], "sweep": "F_model_types" }, { "features": [ "absorption_score", "delta_momentum", "momentum_alignment", "distance_to_level" ], "model_type": "logistic", "n_features": 4, "weights": [ 0.17485151305816787, -0.03383199381514136, 0.06365026774304798, 0.14518496981610407 ], "bias": 0.3010929943148774, "threshold": 0.5156813409351281, "is_accuracy": 0.715059, "is_ic": 0.3511321083293411, "is_edge": 0.02461, "oos_accuracy": 0.683971, "oos_ic": 0.3118558857890242, "oos_edge": 0.027237, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_momentum", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.1703131823874301, -0.08580818235246021, -0.03378531165430826, 0.14484865872842878, 0.03351771021664176 ], "bias": 0.30155152122680695, "threshold": 0.5178964257672763, "is_accuracy": 0.720631, "is_ic": 0.3667848791828399, "is_edge": 0.030182, "oos_accuracy": 0.683876, "oos_ic": 0.333436971785227, "oos_edge": 0.027142, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "delta_momentum", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.17176617108352135, -0.03379449985521211, 0.06337047633476257, 0.1450624524417942, 0.041369740363538694 ], "bias": 0.30128018605310214, "threshold": 0.5133163470644891, "is_accuracy": 0.715303, "is_ic": 0.35297170731620736, "is_edge": 0.024854, "oos_accuracy": 0.683876, "oos_ic": 0.31379978559335786, "oos_edge": 0.027142, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "weights": [ 0.17366160503366423, -0.09099313355919737 ], "bias": 0.3011058445282514, "threshold": 0.5430935110190434, "is_accuracy": 0.724821, "is_ic": 0.3813905482922893, "is_edge": 0.034372, "oos_accuracy": 0.683686, "oos_ic": 0.34950811958502126, "oos_edge": 0.026953, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "logistic", "features": [ "absorption_score", "refill_speed" ], "sweep": "F_model_types" }, { "features": [ "absorption_score", "refill_speed", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.16907037345565762, -0.08476364423002979, 0.061992503568112055, 0.14399269422569344, 0.03318351339550121 ], "bias": 0.3015915096425029, "threshold": 0.5114315758658802, "is_accuracy": 0.718231, "is_ic": 0.3637940833559603, "is_edge": 0.027782, "oos_accuracy": 0.683401, "oos_ic": 0.3262379318567578, "oos_edge": 0.026668, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.6, "refill_speed": -0.2, "absorption_x_refill": -0.2 }, "threshold": -0.3779638968629692, "is_accuracy": 0.7254718516108037, "is_ic": 0.38263130870349266, "is_edge": 0.035022779043280106, "oos_accuracy": 0.6834013476321533, "oos_ic": 0.3490345971038727, "oos_edge": 0.026667932048970222, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "refill_speed", "absorption_x_refill" ], "n_features": 3, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "momentum_magnitude", "distance_to_level" ], "model_type": "logistic", "n_features": 4, "weights": [ 0.1685421032923793, -0.08551220332429707, -0.10456617069624392, 0.142877646317975 ], "bias": 0.30139135880010365, "threshold": 0.5208171799472895, "is_accuracy": 0.717052, "is_ic": 0.3732084739872062, "is_edge": 0.026603, "oos_accuracy": 0.683212, "oos_ic": 0.32720823895265366, "oos_edge": 0.026478, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "threshold": 0.4047985912392692, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n if z_refill_speed <= 0.2383:\n \u2192 predict HOLD (p=0.634)\n else:\n \u2192 predict BREAK (p=0.405)\n else:\n if z_refill_speed <= -0.0470:\n \u2192 predict HOLD (p=0.735)\n else:\n \u2192 predict HOLD (p=0.578)\nelse:\n if z_absorption_score <= -0.0386:\n if z_refill_speed <= -0.3444:\n \u2192 predict HOLD (p=0.862)\n else:\n \u2192 predict HOLD (p=0.716)\n else:\n if z_absorption_score <= 0.4320:\n \u2192 predict HOLD (p=0.838)\n else:\n \u2192 predict HOLD (p=0.912)", "is_accuracy": 0.725635, "is_ic": 0.3726332505578749, "is_edge": 0.035185, "oos_accuracy": 0.683022, "oos_ic": 0.33502361258017405, "oos_edge": 0.026288, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d3", "features": [ "absorption_score", "refill_speed" ], "sweep": "F_model_types" }, { "threshold": 0.4047985912392692, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n if z_refill_speed <= 0.2383:\n \u2192 predict HOLD (p=0.634)\n else:\n \u2192 predict BREAK (p=0.405)\n else:\n if z_refill_speed <= -0.0470:\n \u2192 predict HOLD (p=0.735)\n else:\n \u2192 predict HOLD (p=0.578)\nelse:\n if z_absorption_score <= -0.0386:\n if z_refill_speed <= -0.3444:\n \u2192 predict HOLD (p=0.862)\n else:\n \u2192 predict HOLD (p=0.716)\n else:\n if z_absorption_score <= 0.4320:\n \u2192 predict HOLD (p=0.838)\n else:\n \u2192 predict HOLD (p=0.912)", "is_accuracy": 0.725635, "is_ic": 0.3726332505578749, "is_edge": 0.035185, "oos_accuracy": 0.683022, "oos_ic": 0.33502361258017405, "oos_edge": 0.026288, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d3", "features": [ "absorption_score", "refill_speed", "delta_momentum" ], "sweep": "F_model_types" }, { "threshold": 0.4047985912392692, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n if z_refill_speed <= 0.2383:\n \u2192 predict HOLD (p=0.634)\n else:\n \u2192 predict BREAK (p=0.405)\n else:\n if z_refill_speed <= -0.0470:\n \u2192 predict HOLD (p=0.735)\n else:\n \u2192 predict HOLD (p=0.578)\nelse:\n if z_absorption_score <= -0.0386:\n if z_refill_speed <= -0.3444:\n \u2192 predict HOLD (p=0.862)\n else:\n \u2192 predict HOLD (p=0.716)\n else:\n if z_absorption_score <= 0.4320:\n \u2192 predict HOLD (p=0.838)\n else:\n \u2192 predict HOLD (p=0.912)", "is_accuracy": 0.725635, "is_ic": 0.3726332505578749, "is_edge": 0.035185, "oos_accuracy": 0.683022, "oos_ic": 0.33502361258017405, "oos_edge": 0.026288, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d3", "features": [ "absorption_score", "refill_speed", "momentum_alignment" ], "sweep": "F_model_types" }, { "threshold": 0.4047985912392692, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n if z_refill_speed <= 0.2383:\n \u2192 predict HOLD (p=0.634)\n else:\n \u2192 predict BREAK (p=0.405)\n else:\n if z_refill_speed <= -0.0470:\n \u2192 predict HOLD (p=0.735)\n else:\n \u2192 predict HOLD (p=0.578)\nelse:\n if z_absorption_score <= -0.0386:\n if z_refill_speed <= -0.3444:\n \u2192 predict HOLD (p=0.862)\n else:\n \u2192 predict HOLD (p=0.716)\n else:\n if z_absorption_score <= 0.4320:\n \u2192 predict HOLD (p=0.838)\n else:\n \u2192 predict HOLD (p=0.912)", "is_accuracy": 0.725635, "is_ic": 0.3726332505578749, "is_edge": 0.035185, "oos_accuracy": 0.683022, "oos_ic": 0.33502361258017405, "oos_edge": 0.026288, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d3", "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "momentum_alignment" ], "sweep": "F_model_types" }, { "threshold": 0.4047985912392692, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n if z_refill_speed <= 0.2383:\n \u2192 predict HOLD (p=0.634)\n else:\n \u2192 predict BREAK (p=0.405)\n else:\n if z_absorption_x_refill <= -0.1080:\n \u2192 predict HOLD (p=0.577)\n else:\n \u2192 predict HOLD (p=0.740)\nelse:\n if z_absorption_score <= -0.0386:\n if z_refill_speed <= -0.3444:\n \u2192 predict HOLD (p=0.862)\n else:\n \u2192 predict HOLD (p=0.716)\n else:\n if z_absorption_score <= 0.4320:\n \u2192 predict HOLD (p=0.838)\n else:\n \u2192 predict HOLD (p=0.912)", "is_accuracy": 0.725635, "is_ic": 0.3728863489750344, "is_edge": 0.035185, "oos_accuracy": 0.683022, "oos_ic": 0.3351174469680946, "oos_edge": 0.026288, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d3", "features": [ "absorption_score", "refill_speed", "delta_momentum", "momentum_alignment", "absorption_x_refill" ], "sweep": "F_model_types" }, { "model_type": "logistic", "features": [ "absorption_score", "refill_speed", "distance_to_level", "absorption_x_refill" ], "threshold_pct": 0.52, "actual_threshold": 0.52, "is_accuracy": 0.71876, "is_edge": 0.028311, "oos_accuracy": 0.682927, "oos_edge": 0.026193, "oos_ic": 0.3330100722065702, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "G_threshold" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "momentum_alignment", "distance_to_level" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.17083676772363102, -0.08755749494106371, 0.025677510214701132, 0.06209866682468734, 0.14387768962982114 ], "bias": 0.3013851396259578, "threshold": 0.5136954452826871, "is_accuracy": 0.716279, "is_ic": 0.3624186800427604, "is_edge": 0.02583, "oos_accuracy": 0.682642, "oos_ic": 0.32504978864932904, "oos_edge": 0.025909, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 6, "weights": [ 0.1686550278552246, -0.0843505756311438, 0.02553934072146467, 0.061928158924866014, 0.14381500640673722, 0.033055264006463934 ], "bias": 0.30160650155301166, "threshold": 0.5121726082011818, "is_accuracy": 0.716686, "is_ic": 0.36251048765910343, "is_edge": 0.026237, "oos_accuracy": 0.682642, "oos_ic": 0.3252935153876927, "oos_edge": 0.025909, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "features": [ "absorption_score", "distance_to_level", "absorption_x_refill" ], "threshold_pct": 0.3, "actual_threshold": -0.612153, "is_accuracy": 0.721648, "is_edge": 0.031199, "oos_accuracy": 0.682547, "oos_edge": 0.025814, "oos_ic": 0.37813368919487333, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "G_threshold" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.4, "absorption_x_refill": 1.0 }, "threshold": -0.38348790293182666, "is_accuracy": 0.7233973315977872, "is_ic": 0.3768203605249667, "is_edge": 0.03294825903026355, "oos_accuracy": 0.6825472145772041, "oos_ic": 0.34651722707775073, "oos_edge": 0.02581379899402103, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "absorption_x_refill" ], "n_features": 2, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.4, "delta_exhaustion": 0.0, "absorption_x_refill": 1.0 }, "threshold": -0.38348790293182666, "is_accuracy": 0.7233973315977872, "is_ic": 0.3768203605249667, "is_edge": 0.03294825903026355, "oos_accuracy": 0.6825472145772041, "oos_ic": 0.34651722707775073, "oos_edge": 0.02581379899402103, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_exhaustion", "absorption_x_refill" ], "n_features": 3, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.4, "delta_momentum": 0.0, "absorption_x_refill": 1.0 }, "threshold": -0.38348790293182666, "is_accuracy": 0.7233973315977872, "is_ic": 0.3768203605249667, "is_edge": 0.03294825903026355, "oos_accuracy": 0.6825472145772041, "oos_ic": 0.34651722707775073, "oos_edge": 0.02581379899402103, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_momentum", "absorption_x_refill" ], "n_features": 3, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.4, "momentum_magnitude": 0.0, "absorption_x_refill": 1.0 }, "threshold": -0.38348790293182666, "is_accuracy": 0.7233973315977872, "is_ic": 0.3768203605249667, "is_edge": 0.03294825903026355, "oos_accuracy": 0.6825472145772041, "oos_ic": 0.34651722707775073, "oos_edge": 0.02581379899402103, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "momentum_magnitude", "absorption_x_refill" ], "n_features": 3, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.4, "momentum_alignment": 0.0, "absorption_x_refill": 1.0 }, "threshold": -0.38348790293182666, "is_accuracy": 0.7233973315977872, "is_ic": 0.3768203605249667, "is_edge": 0.03294825903026355, "oos_accuracy": 0.6825472145772041, "oos_ic": 0.34651722707775073, "oos_edge": 0.02581379899402103, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "momentum_alignment", "absorption_x_refill" ], "n_features": 3, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "delta_momentum", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 6, "weights": [ 0.16989537741611793, -0.08539165818169042, 0.02570652572001732, -0.03379535877641672, 0.14466909158532434, 0.03338871228167452 ], "bias": 0.30156718694145634, "threshold": 0.5161322373272714, "is_accuracy": 0.718679, "is_ic": 0.365009948464285, "is_edge": 0.02823, "oos_accuracy": 0.682452, "oos_ic": 0.331837075614038, "oos_edge": 0.025719, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_momentum", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 6, "weights": [ 0.1687223078061775, -0.08466271639358208, -0.03354498552666207, 0.06184485448502972, 0.14402671589133076, 0.033149798243451635 ], "bias": 0.3015937901590276, "threshold": 0.5193724212073128, "is_accuracy": 0.718638, "is_ic": 0.3653422536014682, "is_edge": 0.028189, "oos_accuracy": 0.682263, "oos_ic": 0.3288337629016701, "oos_edge": 0.025529, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.17025044482309654, -0.08549699910784136, 0.025693696669952797, 0.14463798622537505, 0.033423631064322154 ], "bias": 0.30155946034746206, "threshold": 0.5175577979218785, "is_accuracy": 0.716401, "is_ic": 0.3645794879191932, "is_edge": 0.025952, "oos_accuracy": 0.681503, "oos_ic": 0.33139286083150504, "oos_edge": 0.02477, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "momentum_magnitude", "distance_to_level" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.16813439200875654, -0.08509794660418663, 0.025128453767822415, -0.10439424495563478, 0.14270411975940578 ], "bias": 0.30140692276725134, "threshold": 0.5209739707295835, "is_accuracy": 0.715709, "is_ic": 0.37214505539482395, "is_edge": 0.02526, "oos_accuracy": 0.680839, "oos_ic": 0.32687448643063993, "oos_edge": 0.024106, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "distance_to_level" ], "model_type": "logistic", "n_features": 4, "weights": [ 0.17245578017508217, -0.0887346765999278, 0.025833275896063657, 0.14470327524928572 ], "bias": 0.30133653343222316, "threshold": 0.5189749403797519, "is_accuracy": 0.716645, "is_ic": 0.36449766073919493, "is_edge": 0.026196, "oos_accuracy": 0.680744, "oos_ic": 0.3311659564293336, "oos_edge": 0.024011, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "delta_momentum", "momentum_alignment", "distance_to_level" ], "model_type": "logistic", "n_features": 6, "weights": [ 0.17048966485681266, -0.08745522822669563, 0.02569005843639175, -0.033577861872808513, 0.06194981346619766, 0.14391157320577938 ], "bias": 0.3013881181003381, "threshold": 0.5164060961902084, "is_accuracy": 0.716645, "is_ic": 0.3640211537804468, "is_edge": 0.026196, "oos_accuracy": 0.680744, "oos_ic": 0.3274212123576245, "oos_edge": 0.024011, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 4, "weights": [ 0.17211839433282583, 0.06352144072314025, 0.14502926808488273, 0.041409961149559096 ], "bias": 0.3012770101551012, "threshold": 0.5174239759216225, "is_accuracy": 0.715709, "is_ic": 0.35121239815019695, "is_edge": 0.02526, "oos_accuracy": 0.680649, "oos_ic": 0.31117589541733714, "oos_edge": 0.023916, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "momentum_magnitude", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 6, "weights": [ 0.1659745102821701, -0.08193551290370903, 0.02499438569753791, -0.10412751544203949, 0.14264526538395658, 0.03241856672375063 ], "bias": 0.3016250631179299, "threshold": 0.5167782543036634, "is_accuracy": 0.715547, "is_ic": 0.3721673842965166, "is_edge": 0.025098, "oos_accuracy": 0.680649, "oos_ic": 0.32707090034839914, "oos_edge": 0.023916, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_momentum", "momentum_magnitude", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 6, "weights": [ 0.16603511861760717, -0.08224067406291476, -0.03367017932147528, -0.10418738605738195, 0.14285185772632486, 0.03251071948039566 ], "bias": 0.30160608737679173, "threshold": 0.5213153961979541, "is_accuracy": 0.718842, "is_ic": 0.37519844901439986, "is_edge": 0.028392, "oos_accuracy": 0.680649, "oos_ic": 0.3302225913231627, "oos_edge": 0.023916, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "delta_momentum", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 7, "weights": [ 0.16830694057321366, -0.08424952364617573, 0.025552097408585377, -0.0335554396214403, 0.06177949212082319, 0.143848836743282, 0.033021585155241374 ], "bias": 0.30160907581598, "threshold": 0.5164025579658957, "is_accuracy": 0.71693, "is_ic": 0.364121739221553, "is_edge": 0.026481, "oos_accuracy": 0.680649, "oos_ic": 0.32766829042078094, "oos_edge": 0.023916, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "delta_momentum", "momentum_magnitude", "distance_to_level" ], "model_type": "logistic", "n_features": 6, "weights": [ 0.1677923341251956, -0.08499954535789697, 0.025138221509704493, -0.033699824650411034, -0.10428161822176657, 0.14273812926338778 ], "bias": 0.3014036812589746, "threshold": 0.5230802381703202, "is_accuracy": 0.717174, "is_ic": 0.37415088753765613, "is_edge": 0.026725, "oos_accuracy": 0.680554, "oos_ic": 0.3295703972335807, "oos_edge": 0.023821, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "weights": [ 0.1665873590126601, -0.0713365770365687, -0.024469612351239282 ], "bias": 0.28316556483500327, "threshold": 0.5403168732917333, "is_accuracy": 0.708884, "is_ic": 0.36944491987748634, "is_edge": 0.03123, "oos_accuracy": 0.668113, "oos_ic": 0.34313936869918776, "oos_edge": 0.023791, "oos_n": 7608, "oos_base_rate": 0.644322, "model_type": "logistic_no_exhaustion", "conditioning": "no_exhaustion_gate", "sweep": "E_exhaustion_gate" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "delta_momentum", "momentum_magnitude", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 7, "weights": [ 0.16563130873378276, -0.08183819337312362, 0.025004374706852822, -0.03367892747235558, -0.10401543594385615, 0.14267920984943708, 0.03238628820987069 ], "bias": 0.3016214376522174, "threshold": 0.5215274787397082, "is_accuracy": 0.717092, "is_ic": 0.3741637319253039, "is_edge": 0.026643, "oos_accuracy": 0.680459, "oos_ic": 0.32976030563850683, "oos_edge": 0.023726, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "delta_exhaustion", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 4, "weights": [ 0.17333043866596118, 0.027026998023256272, 0.14568989080310166, 0.041701684666875356 ], "bias": 0.3012420583900439, "threshold": 0.512011854416684, "is_accuracy": 0.713676, "is_ic": 0.35053562540215794, "is_edge": 0.023226, "oos_accuracy": 0.680364, "oos_ic": 0.31547748511079887, "oos_edge": 0.023631, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "delta_momentum", "momentum_magnitude", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.1689620182281705, -0.033904059901959265, -0.10695974792347161, 0.1438355195876128, 0.04054174761121505 ], "bias": 0.3012871730576494, "threshold": 0.5222650165490311, "is_accuracy": 0.717662, "is_ic": 0.3670456103336426, "is_edge": 0.027213, "oos_accuracy": 0.68027, "oos_ic": 0.3185394131096576, "oos_edge": 0.023536, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "delta_momentum", "momentum_magnitude", "distance_to_level" ], "model_type": "logistic", "n_features": 4, "weights": [ 0.17200654168092597, -0.03393883311536721, -0.10740871616290806, 0.14395153186637055 ], "bias": 0.3011011266230452, "threshold": 0.5229669389504211, "is_accuracy": 0.717336, "is_ic": 0.3657510299577742, "is_edge": 0.026887, "oos_accuracy": 0.680175, "oos_ic": 0.31697638151118956, "oos_edge": 0.023441, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "delta_exhaustion", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.17167526506339753, 0.026854116010072288, 0.06344758638445369, 0.14483861204240644, 0.04123713430525747 ], "bias": 0.30128975861680557, "threshold": 0.5178087795079621, "is_accuracy": 0.713554, "is_ic": 0.3503454763723213, "is_edge": 0.023104, "oos_accuracy": 0.680175, "oos_ic": 0.31067832225398057, "oos_edge": 0.023441, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "delta_momentum", "distance_to_level" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.17210172141814978, -0.08862808216824669, 0.025845863666879403, -0.03381891806056187, 0.14473441958446023 ], "bias": 0.3013446856789575, "threshold": 0.5189601887221617, "is_accuracy": 0.718597, "is_ic": 0.3649269806629929, "is_edge": 0.028148, "oos_accuracy": 0.679985, "oos_ic": 0.3316122082916653, "oos_edge": 0.023251, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "threshold": 0.42769413629160064, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n \u2192 predict BREAK (p=0.428)\n else:\n \u2192 predict HOLD (p=0.593)\nelse:\n if z_absorption_score <= -0.0386:\n \u2192 predict HOLD (p=0.731)\n else:\n \u2192 predict HOLD (p=0.874)", "is_accuracy": 0.720143, "is_ic": 0.36009591778259137, "is_edge": 0.029694, "oos_accuracy": 0.67989, "oos_ic": 0.32506271040960044, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d2", "features": [ "absorption_score", "refill_speed" ], "sweep": "F_model_types" }, { "threshold": 0.42769413629160064, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n \u2192 predict BREAK (p=0.428)\n else:\n \u2192 predict HOLD (p=0.593)\nelse:\n if z_absorption_score <= -0.0386:\n \u2192 predict HOLD (p=0.731)\n else:\n \u2192 predict HOLD (p=0.874)", "is_accuracy": 0.720143, "is_ic": 0.36009591778259137, "is_edge": 0.029694, "oos_accuracy": 0.67989, "oos_ic": 0.32506271040960044, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d2", "features": [ "absorption_score", "refill_speed", "delta_momentum" ], "sweep": "F_model_types" }, { "threshold": 0.42769413629160064, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n \u2192 predict BREAK (p=0.428)\n else:\n \u2192 predict HOLD (p=0.593)\nelse:\n if z_absorption_score <= -0.0386:\n \u2192 predict HOLD (p=0.731)\n else:\n \u2192 predict HOLD (p=0.874)", "is_accuracy": 0.720143, "is_ic": 0.36009591778259137, "is_edge": 0.029694, "oos_accuracy": 0.67989, "oos_ic": 0.32506271040960044, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d2", "features": [ "absorption_score", "refill_speed", "momentum_alignment" ], "sweep": "F_model_types" }, { "threshold": 0.42769413629160064, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n \u2192 predict BREAK (p=0.428)\n else:\n \u2192 predict HOLD (p=0.593)\nelse:\n if z_absorption_score <= -0.0386:\n \u2192 predict HOLD (p=0.731)\n else:\n \u2192 predict HOLD (p=0.874)", "is_accuracy": 0.720143, "is_ic": 0.36009591778259137, "is_edge": 0.029694, "oos_accuracy": 0.67989, "oos_ic": 0.32506271040960044, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d2", "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "momentum_alignment" ], "sweep": "F_model_types" }, { "threshold": 0.42769413629160064, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n \u2192 predict BREAK (p=0.428)\n else:\n \u2192 predict HOLD (p=0.593)\nelse:\n if z_distance_to_level <= -0.3852:\n \u2192 predict HOLD (p=0.730)\n else:\n \u2192 predict HOLD (p=0.884)", "is_accuracy": 0.720143, "is_ic": 0.3641174489891824, "is_edge": 0.029694, "oos_accuracy": 0.67989, "oos_ic": 0.3271998937595369, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d2", "features": [ "absorption_score", "refill_speed", "delta_momentum", "distance_to_level" ], "sweep": "F_model_types" }, { "threshold": 0.49328681897512855, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n if z_distance_to_level <= -0.4048:\n \u2192 predict BREAK (p=0.337)\n else:\n \u2192 predict BREAK (p=0.491)\n else:\n if z_distance_to_level <= -0.4048:\n \u2192 predict BREAK (p=0.491)\n else:\n \u2192 predict HOLD (p=0.663)\nelse:\n if z_distance_to_level <= -0.3852:\n if z_absorption_score <= 0.2030:\n \u2192 predict HOLD (p=0.665)\n else:\n \u2192 predict HOLD (p=0.835)\n else:\n if z_absorption_score <= -0.0386:\n \u2192 predict HOLD (p=0.810)\n else:\n \u2192 predict HOLD (p=0.936)", "is_accuracy": 0.721567, "is_ic": 0.3926322816433799, "is_edge": 0.031118, "oos_accuracy": 0.67989, "oos_ic": 0.351469968140095, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d3", "features": [ "absorption_score", "refill_speed", "delta_momentum", "distance_to_level" ], "sweep": "F_model_types" }, { "threshold": 0.42769413629160064, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n \u2192 predict BREAK (p=0.428)\n else:\n \u2192 predict HOLD (p=0.593)\nelse:\n if z_absorption_score <= -0.0386:\n \u2192 predict HOLD (p=0.731)\n else:\n \u2192 predict HOLD (p=0.874)", "is_accuracy": 0.720143, "is_ic": 0.36009591778259137, "is_edge": 0.029694, "oos_accuracy": 0.67989, "oos_ic": 0.32506271040960044, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d2", "features": [ "absorption_score", "refill_speed", "delta_momentum", "momentum_alignment", "absorption_x_refill" ], "sweep": "F_model_types" }, { "threshold": 0.42769413629160064, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n \u2192 predict BREAK (p=0.428)\n else:\n \u2192 predict HOLD (p=0.593)\nelse:\n if z_distance_to_level <= -0.3852:\n \u2192 predict HOLD (p=0.730)\n else:\n \u2192 predict HOLD (p=0.884)", "is_accuracy": 0.720143, "is_ic": 0.3641174489891824, "is_edge": 0.029694, "oos_accuracy": 0.67989, "oos_ic": 0.3271998937595369, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d2", "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "delta_momentum", "momentum_magnitude", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "sweep": "F_model_types" }, { "threshold": 0.49328681897512855, "rules": "if z_absorption_score <= -0.3748:\n if z_absorption_score <= -0.5728:\n if z_distance_to_level <= -0.4048:\n \u2192 predict BREAK (p=0.337)\n else:\n \u2192 predict BREAK (p=0.491)\n else:\n if z_distance_to_level <= -0.4048:\n \u2192 predict BREAK (p=0.491)\n else:\n \u2192 predict HOLD (p=0.663)\nelse:\n if z_distance_to_level <= -0.3852:\n if z_absorption_score <= 0.2030:\n \u2192 predict HOLD (p=0.665)\n else:\n \u2192 predict HOLD (p=0.835)\n else:\n if z_absorption_score <= -0.0386:\n \u2192 predict HOLD (p=0.810)\n else:\n \u2192 predict HOLD (p=0.936)", "is_accuracy": 0.721567, "is_ic": 0.3926322816433799, "is_edge": 0.031118, "oos_accuracy": 0.67989, "oos_ic": 0.351469968140095, "oos_edge": 0.023156, "oos_n": 10537, "oos_base_rate": 0.656733, "model_type": "decision_tree_d3", "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "delta_momentum", "momentum_magnitude", "momentum_alignment", "distance_to_level", "absorption_x_refill" ], "sweep": "F_model_types" }, { "features": [ "absorption_score", "delta_exhaustion", "delta_momentum", "momentum_magnitude", "distance_to_level" ], "model_type": "logistic", "n_features": 5, "weights": [ 0.17156896242311506, 0.026503409345688563, -0.0339465905157097, -0.10721542534708801, 0.14376444240345956 ], "bias": 0.30111452221532675, "threshold": 0.5246752499316532, "is_accuracy": 0.71514, "is_ic": 0.3650135562990393, "is_edge": 0.024691, "oos_accuracy": 0.679795, "oos_ic": 0.3168776817104287, "oos_edge": 0.023062, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "delta_exhaustion", "momentum_alignment", "distance_to_level" ], "model_type": "logistic", "n_features": 4, "weights": [ 0.17475164719214042, 0.027089013370100716, 0.06372631615366867, 0.144959050862774 ], "bias": 0.3011021600717016, "threshold": 0.5144342773200954, "is_accuracy": 0.713432, "is_ic": 0.34849204115320126, "is_edge": 0.022982, "oos_accuracy": 0.6797, "oos_ic": 0.3087591302559624, "oos_edge": 0.022967, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "features": [ "absorption_score", "distance_to_level" ], "threshold_pct": 0.3, "actual_threshold": -0.482833, "is_accuracy": 0.71933, "is_edge": 0.028881, "oos_accuracy": 0.679605, "oos_edge": 0.022872, "oos_ic": 0.37351037833952605, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "G_threshold" }, { "model_type": "linear_composite", "features": [ "absorption_score", "delta_exhaustion", "distance_to_level" ], "threshold_pct": 0.3, "actual_threshold": -0.482833, "is_accuracy": 0.71933, "is_edge": 0.028881, "oos_accuracy": 0.679605, "oos_edge": 0.022872, "oos_ic": 0.37351037833952605, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "G_threshold" }, { "model_type": "linear_composite", "features": [ "absorption_score", "delta_momentum", "distance_to_level" ], "threshold_pct": 0.3, "actual_threshold": -0.482833, "is_accuracy": 0.71933, "is_edge": 0.028881, "oos_accuracy": 0.679605, "oos_edge": 0.022872, "oos_ic": 0.37351037833952605, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "G_threshold" }, { "model_type": "linear_composite", "features": [ "absorption_score", "momentum_magnitude", "distance_to_level" ], "threshold_pct": 0.3, "actual_threshold": -0.482833, "is_accuracy": 0.71933, "is_edge": 0.028881, "oos_accuracy": 0.679605, "oos_edge": 0.022872, "oos_ic": 0.37351037833952605, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "G_threshold" }, { "model_type": "linear_composite", "features": [ "absorption_score", "momentum_alignment", "distance_to_level" ], "threshold_pct": 0.3, "actual_threshold": -0.482833, "is_accuracy": 0.71933, "is_edge": 0.028881, "oos_accuracy": 0.679605, "oos_edge": 0.022872, "oos_ic": 0.37351037833952605, "oos_n": 10537, "oos_base_rate": 0.656733, "sweep": "G_threshold" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score" ], "n_features": 1, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "delta_exhaustion": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_exhaustion" ], "n_features": 2, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "delta_momentum": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_momentum" ], "n_features": 2, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "momentum_magnitude": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "momentum_magnitude" ], "n_features": 2, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "momentum_alignment": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "momentum_alignment" ], "n_features": 2, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "delta_exhaustion": 0.0, "delta_momentum": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_exhaustion", "delta_momentum" ], "n_features": 3, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "delta_exhaustion": 0.0, "momentum_magnitude": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_exhaustion", "momentum_magnitude" ], "n_features": 3, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "delta_exhaustion": 0.0, "momentum_alignment": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_exhaustion", "momentum_alignment" ], "n_features": 3, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "delta_momentum": 0.0, "momentum_magnitude": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_momentum", "momentum_magnitude" ], "n_features": 3, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "delta_momentum": 0.0, "momentum_alignment": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "delta_momentum", "momentum_alignment" ], "n_features": 3, "sweep": "A_feature_combos" }, { "model_type": "linear_composite", "weights": { "absorption_score": 0.2, "momentum_magnitude": 0.0, "momentum_alignment": 0.0 }, "threshold": -0.11319967775178424, "is_accuracy": 0.7205092743247641, "is_ic": 0.37036065748990044, "is_edge": 0.030060201757240446, "oos_accuracy": 0.6795102970484957, "oos_ic": 0.33821579098266913, "oos_edge": 0.02277688146531265, "oos_n": 10537, "oos_base_rate": 0.6567334155831831, "is_base_rate": 0.6904490725675236, "features": [ "absorption_score", "momentum_magnitude", "momentum_alignment" ], "n_features": 3, "sweep": "A_feature_combos" }, { "features": [ "absorption_score", "refill_speed", "delta_exhaustion", "absorption_x_refill" ], "model_type": "logistic", "n_features": 4, "weights": [ 0.17101683040538518, 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