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ch11: signal-quality gate REFUTED — walk-forward workflow shows gate harmful (exp 61-67, EVIDENCE#053)

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zhaoli
2026-08-21 02:35:50 +00:00
parent 1603a063ba
commit 6e3c82408c
26 changed files with 4934 additions and 27 deletions
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book/data/diag_script_vs_wf/diagnosis.json
+117
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book/data/diag_script_vs_wf/diagnosis_v2.json
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book/data/diag_script_vs_wf/diagnosis_v3.json
+142
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book/data/signal_quality_gate/signal_quality_gate_retrained.csv
+91
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retrained,2023,hitrate_5d_0.50,2023-01-03,2023-12-29,250,131,119,0.476,0.059638,0.3986,-0.126894,0.580855,5.6532,-0.024506
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retrained,2023,hitrate_5d_0.70,2023-01-03,2023-12-29,250,32,218,0.872,0.059638,0.3986,-0.126894,0.202111,3.4801,-0.021868
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retrained,2023,hitrate_20d_0.40,2023-01-03,2023-12-29,250,235,15,0.06,0.059638,0.3986,-0.126894,0.079439,0.5449,-0.11414
retrained,2023,hitrate_20d_0.50,2023-01-03,2023-12-29,250,131,119,0.476,0.059638,0.3986,-0.126894,0.279296,2.5428,-0.045109
retrained,2023,hitrate_20d_0.60,2023-01-03,2023-12-29,250,52,198,0.792,0.059638,0.3986,-0.126894,0.168286,2.6336,-0.035737
retrained,2021,hitrate_5d_0.50,2021-01-04,2021-12-31,252,149,103,0.4087,0.134183,0.8167,-0.11453,0.441222,4.9947,-0.031256
retrained,2021,hitrate_5d_0.60,2021-01-04,2021-12-31,252,90,162,0.6429,0.134183,0.8167,-0.11453,0.426775,6.3005,-0.018787
retrained,2021,hitrate_5d_0.70,2021-01-04,2021-12-31,252,36,216,0.8571,0.134183,0.8167,-0.11453,0.193485,4.3539,-0.008861
retrained,2021,hitrate_10d_0.50,2021-01-04,2021-12-31,252,159,93,0.369,0.134183,0.8167,-0.11453,0.359362,3.3378,-0.070675
retrained,2021,hitrate_10d_0.60,2021-01-04,2021-12-31,252,67,185,0.7341,0.134183,0.8167,-0.11453,0.234921,4.4088,-0.016687
retrained,2021,hitrate_10d_0.70,2021-01-04,2021-12-31,252,10,242,0.9603,0.134183,0.8167,-0.11453,0.047502,2.0297,-0.002111
retrained,2021,hitrate_20d_0.40,2021-01-04,2021-12-31,252,252,0,0.0,0.134183,0.8167,-0.11453,0.134183,0.8167,-0.11453
retrained,2021,hitrate_20d_0.50,2021-01-04,2021-12-31,252,175,77,0.3056,0.134183,0.8167,-0.11453,0.207217,1.7504,-0.060921
retrained,2021,hitrate_20d_0.60,2021-01-04,2021-12-31,252,44,208,0.8254,0.134183,0.8167,-0.11453,0.110265,2.2204,-0.016687
reference,2026,hitrate_5d_0.50,2026-01-04,2026-08-19,157,92,65,0.414,0.255023,1.4465,-0.080671,0.649911,5.7351,-0.031795
reference,2026,hitrate_5d_0.60,2026-01-04,2026-08-19,157,49,108,0.6879,0.255023,1.4465,-0.080671,0.489313,6.0111,-0.014864
reference,2026,hitrate_5d_0.70,2026-01-04,2026-08-19,157,15,142,0.9045,0.255023,1.4465,-0.080671,0.229523,4.3611,-0.002029
reference,2026,hitrate_10d_0.50,2026-01-04,2026-08-19,157,109,48,0.3057,0.255023,1.4465,-0.080671,0.335822,2.6391,-0.060142
reference,2026,hitrate_10d_0.60,2026-01-04,2026-08-19,157,36,121,0.7707,0.255023,1.4465,-0.080671,0.251108,3.8579,-0.026842
reference,2026,hitrate_10d_0.70,2026-01-04,2026-08-19,157,9,148,0.9427,0.255023,1.4465,-0.080671,0.039314,1.3415,-0.012061
reference,2026,hitrate_20d_0.40,2026-01-04,2026-08-19,157,157,0,0.0,0.255023,1.4465,-0.080671,0.255023,1.4465,-0.080671
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reference,2025,hitrate_5d_0.50,2025-01-02,2025-12-31,250,153,97,0.388,0.177515,0.8573,-0.217417,0.72055,6.9599,-0.048495
reference,2025,hitrate_5d_0.60,2025-01-02,2025-12-31,250,90,160,0.64,0.177515,0.8573,-0.217417,0.48564,5.3623,-0.046673
reference,2025,hitrate_5d_0.70,2025-01-02,2025-12-31,250,39,211,0.844,0.177515,0.8573,-0.217417,0.249221,4.9448,-0.009619
reference,2025,hitrate_10d_0.50,2025-01-02,2025-12-31,250,170,80,0.32,0.177515,0.8573,-0.217417,0.435847,3.5614,-0.055776
reference,2025,hitrate_10d_0.60,2025-01-02,2025-12-31,250,66,184,0.736,0.177515,0.8573,-0.217417,0.324574,5.2279,-0.016028
reference,2025,hitrate_10d_0.70,2025-01-02,2025-12-31,250,14,236,0.944,0.177515,0.8573,-0.217417,0.043002,1.4635,-0.010154
reference,2025,hitrate_20d_0.40,2025-01-02,2025-12-31,250,247,3,0.012,0.177515,0.8573,-0.217417,0.202949,0.9896,-0.217417
reference,2025,hitrate_20d_0.50,2025-01-02,2025-12-31,250,177,73,0.292,0.177515,0.8573,-0.217417,0.340772,2.8303,-0.071731
reference,2025,hitrate_20d_0.60,2025-01-02,2025-12-31,250,48,202,0.808,0.177515,0.8573,-0.217417,0.266028,4.1749,-0.021527
reference,2024,hitrate_5d_0.50,2024-01-02,2024-12-31,253,139,114,0.4506,0.08229,0.5594,-0.10685,0.30351,2.4275,-0.088219
reference,2024,hitrate_5d_0.60,2024-01-02,2024-12-31,253,71,182,0.7194,0.08229,0.5594,-0.10685,0.265365,2.4908,-0.078304
reference,2024,hitrate_5d_0.70,2024-01-02,2024-12-31,253,19,234,0.9249,0.08229,0.5594,-0.10685,0.143125,3.377,-0.003364
reference,2024,hitrate_10d_0.50,2024-01-02,2024-12-31,253,157,96,0.3794,0.08229,0.5594,-0.10685,0.277421,2.5767,-0.043146
reference,2024,hitrate_10d_0.60,2024-01-02,2024-12-31,253,37,216,0.8538,0.08229,0.5594,-0.10685,0.207161,3.6083,-0.011122
reference,2024,hitrate_10d_0.70,2024-01-02,2024-12-31,253,7,246,0.9723,0.08229,0.5594,-0.10685,0.031785,1.7408,-0.002083
reference,2024,hitrate_20d_0.40,2024-01-02,2024-12-31,253,247,6,0.0237,0.08229,0.5594,-0.10685,0.078007,0.5342,-0.10685
reference,2024,hitrate_20d_0.50,2024-01-02,2024-12-31,253,177,76,0.3004,0.08229,0.5594,-0.10685,0.210672,1.8469,-0.056207
reference,2024,hitrate_20d_0.60,2024-01-02,2024-12-31,253,13,240,0.9486,0.08229,0.5594,-0.10685,0.005953,0.3039,-0.014443
reference,2023,hitrate_5d_0.50,2023-01-03,2023-12-29,250,139,111,0.444,-0.047644,-0.2738,-0.197856,0.546654,4.2124,-0.035676
reference,2023,hitrate_5d_0.60,2023-01-03,2023-12-29,250,79,171,0.684,-0.047644,-0.2738,-0.197856,0.556291,5.1026,-0.025449
reference,2023,hitrate_5d_0.70,2023-01-03,2023-12-29,250,34,216,0.864,-0.047644,-0.2738,-0.197856,0.404269,4.4477,-0.013842
reference,2023,hitrate_10d_0.50,2023-01-03,2023-12-29,250,148,102,0.408,-0.047644,-0.2738,-0.197856,0.459869,3.5211,-0.046921
reference,2023,hitrate_10d_0.60,2023-01-03,2023-12-29,250,62,188,0.752,-0.047644,-0.2738,-0.197856,0.368232,4.0148,-0.022983
reference,2023,hitrate_10d_0.70,2023-01-03,2023-12-29,250,13,237,0.948,-0.047644,-0.2738,-0.197856,0.091481,2.1324,-0.010866
reference,2023,hitrate_20d_0.40,2023-01-03,2023-12-29,250,237,13,0.052,-0.047644,-0.2738,-0.197856,0.06639,0.3895,-0.146704
reference,2023,hitrate_20d_0.50,2023-01-03,2023-12-29,250,149,101,0.404,-0.047644,-0.2738,-0.197856,0.366016,2.5969,-0.063998
reference,2023,hitrate_20d_0.60,2023-01-03,2023-12-29,250,40,210,0.84,-0.047644,-0.2738,-0.197856,0.149844,2.2645,-0.032267
reference,2021,hitrate_5d_0.50,2021-01-04,2021-12-31,252,145,107,0.4246,0.18367,1.0979,-0.102651,0.556615,5.9167,-0.028062
reference,2021,hitrate_5d_0.60,2021-01-04,2021-12-31,252,68,184,0.7302,0.18367,1.0979,-0.102651,0.351867,5.8468,-0.011638
reference,2021,hitrate_5d_0.70,2021-01-04,2021-12-31,252,26,226,0.8968,0.18367,1.0979,-0.102651,0.148417,3.9593,-0.0041
reference,2021,hitrate_10d_0.50,2021-01-04,2021-12-31,252,163,89,0.3532,0.18367,1.0979,-0.102651,0.465023,4.2342,-0.040569
reference,2021,hitrate_10d_0.60,2021-01-04,2021-12-31,252,51,201,0.7976,0.18367,1.0979,-0.102651,0.21802,4.7978,-0.011134
reference,2021,hitrate_10d_0.70,2021-01-04,2021-12-31,252,13,239,0.9484,0.18367,1.0979,-0.102651,0.06108,2.7055,-0.000262
reference,2021,hitrate_20d_0.40,2021-01-04,2021-12-31,252,252,0,0.0,0.18367,1.0979,-0.102651,0.18367,1.0979,-0.102651
reference,2021,hitrate_20d_0.50,2021-01-04,2021-12-31,252,166,86,0.3413,0.18367,1.0979,-0.102651,0.289756,2.5787,-0.049244
reference,2021,hitrate_20d_0.60,2021-01-04,2021-12-31,252,38,214,0.8492,0.18367,1.0979,-0.102651,0.104685,2.394,-0.015084
1 source window gate start end trade_dates gate_open gate_closed trip_rate base_ann base_sharpe base_maxDD gated_ann gated_sharpe gated_maxDD
2 retrained 2026 hitrate_5d_0.50 2026-01-04 2026-08-19 150 84 66 0.44 0.253239 1.517 -0.067104 0.648996 6.2501 -0.023442
3 retrained 2026 hitrate_5d_0.60 2026-01-04 2026-08-19 150 38 112 0.7467 0.253239 1.517 -0.067104 0.458143 5.9258 -0.013092
4 retrained 2026 hitrate_5d_0.70 2026-01-04 2026-08-19 150 12 138 0.92 0.253239 1.517 -0.067104 0.176528 3.9923 -0.005153
5 retrained 2026 hitrate_10d_0.50 2026-01-04 2026-08-19 150 86 64 0.4267 0.253239 1.517 -0.067104 0.288162 2.5775 -0.039705
6 retrained 2026 hitrate_10d_0.60 2026-01-04 2026-08-19 150 26 124 0.8267 0.253239 1.517 -0.067104 0.145763 2.968 -0.013348
7 retrained 2026 hitrate_10d_0.70 2026-01-04 2026-08-19 150 5 145 0.9667 0.253239 1.517 -0.067104 -0.003575 -0.314 -0.008187
8 retrained 2026 hitrate_20d_0.40 2026-01-04 2026-08-19 150 148 2 0.0133 0.253239 1.517 -0.067104 0.286286 1.7156 -0.067104
9 retrained 2026 hitrate_20d_0.50 2026-01-04 2026-08-19 150 99 51 0.34 0.253239 1.517 -0.067104 0.268662 2.2268 -0.040318
10 retrained 2026 hitrate_20d_0.60 2026-01-04 2026-08-19 150 12 138 0.92 0.253239 1.517 -0.067104 0.031825 1.688 -0.008187
11 retrained 2025 hitrate_5d_0.50 2025-01-02 2025-12-31 250 155 95 0.38 0.155804 0.8373 -0.196751 0.628161 6.0366 -0.055513
12 retrained 2025 hitrate_5d_0.60 2025-01-02 2025-12-31 250 96 154 0.616 0.155804 0.8373 -0.196751 0.376382 4.6887 -0.047153
13 retrained 2025 hitrate_5d_0.70 2025-01-02 2025-12-31 250 37 213 0.852 0.155804 0.8373 -0.196751 0.224845 4.7438 -0.008613
14 retrained 2025 hitrate_10d_0.50 2025-01-02 2025-12-31 250 166 84 0.336 0.155804 0.8373 -0.196751 0.374546 3.2685 -0.055513
15 retrained 2025 hitrate_10d_0.60 2025-01-02 2025-12-31 250 71 179 0.716 0.155804 0.8373 -0.196751 0.238719 4.022 -0.013238
16 retrained 2025 hitrate_10d_0.70 2025-01-02 2025-12-31 250 13 237 0.948 0.155804 0.8373 -0.196751 0.034654 1.1514 -0.008803
17 retrained 2025 hitrate_20d_0.40 2025-01-02 2025-12-31 250 250 0 0.0 0.155804 0.8373 -0.196751 0.155804 0.8373 -0.196751
18 retrained 2025 hitrate_20d_0.50 2025-01-02 2025-12-31 250 185 65 0.26 0.155804 0.8373 -0.196751 0.352176 3.3794 -0.033798
19 retrained 2025 hitrate_20d_0.60 2025-01-02 2025-12-31 250 54 196 0.784 0.155804 0.8373 -0.196751 0.212675 3.3231 -0.023704
20 retrained 2024 hitrate_5d_0.50 2024-01-02 2024-12-31 253 145 108 0.4269 -0.031528 -0.2293 -0.08828 0.431873 4.428 -0.028721
21 retrained 2024 hitrate_5d_0.60 2024-01-02 2024-12-31 253 70 183 0.7233 -0.031528 -0.2293 -0.08828 0.381231 5.4692 -0.015471
22 retrained 2024 hitrate_5d_0.70 2024-01-02 2024-12-31 253 25 228 0.9012 -0.031528 -0.2293 -0.08828 0.152242 3.8328 -0.004761
23 retrained 2024 hitrate_10d_0.50 2024-01-02 2024-12-31 253 156 97 0.3834 -0.031528 -0.2293 -0.08828 0.25073 2.3932 -0.037139
24 retrained 2024 hitrate_10d_0.60 2024-01-02 2024-12-31 253 44 209 0.8261 -0.031528 -0.2293 -0.08828 0.127297 2.2623 -0.022165
25 retrained 2024 hitrate_10d_0.70 2024-01-02 2024-12-31 253 8 245 0.9684 -0.031528 -0.2293 -0.08828 0.037433 1.858 -0.00145
26 retrained 2024 hitrate_20d_0.40 2024-01-02 2024-12-31 253 247 6 0.0237 -0.031528 -0.2293 -0.08828 0.016863 0.1236 -0.08828
27 retrained 2024 hitrate_20d_0.50 2024-01-02 2024-12-31 253 175 78 0.3083 -0.031528 -0.2293 -0.08828 0.097603 0.8829 -0.067765
28 retrained 2024 hitrate_20d_0.60 2024-01-02 2024-12-31 253 17 236 0.9328 -0.031528 -0.2293 -0.08828 -0.037611 -1.0795 -0.04407
29 retrained 2023 hitrate_5d_0.50 2023-01-03 2023-12-29 250 131 119 0.476 0.059638 0.3986 -0.126894 0.580855 5.6532 -0.024506
30 retrained 2023 hitrate_5d_0.60 2023-01-03 2023-12-29 250 71 179 0.716 0.059638 0.3986 -0.126894 0.433179 5.5698 -0.027182
31 retrained 2023 hitrate_5d_0.70 2023-01-03 2023-12-29 250 32 218 0.872 0.059638 0.3986 -0.126894 0.202111 3.4801 -0.021868
32 retrained 2023 hitrate_10d_0.50 2023-01-03 2023-12-29 250 135 115 0.46 0.059638 0.3986 -0.126894 0.400163 3.8554 -0.032201
33 retrained 2023 hitrate_10d_0.60 2023-01-03 2023-12-29 250 77 173 0.692 0.059638 0.3986 -0.126894 0.272342 3.7048 -0.021999
34 retrained 2023 hitrate_10d_0.70 2023-01-03 2023-12-29 250 13 237 0.948 0.059638 0.3986 -0.126894 0.056813 1.5786 -0.009656
35 retrained 2023 hitrate_20d_0.40 2023-01-03 2023-12-29 250 235 15 0.06 0.059638 0.3986 -0.126894 0.079439 0.5449 -0.11414
36 retrained 2023 hitrate_20d_0.50 2023-01-03 2023-12-29 250 131 119 0.476 0.059638 0.3986 -0.126894 0.279296 2.5428 -0.045109
37 retrained 2023 hitrate_20d_0.60 2023-01-03 2023-12-29 250 52 198 0.792 0.059638 0.3986 -0.126894 0.168286 2.6336 -0.035737
38 retrained 2021 hitrate_5d_0.50 2021-01-04 2021-12-31 252 149 103 0.4087 0.134183 0.8167 -0.11453 0.441222 4.9947 -0.031256
39 retrained 2021 hitrate_5d_0.60 2021-01-04 2021-12-31 252 90 162 0.6429 0.134183 0.8167 -0.11453 0.426775 6.3005 -0.018787
40 retrained 2021 hitrate_5d_0.70 2021-01-04 2021-12-31 252 36 216 0.8571 0.134183 0.8167 -0.11453 0.193485 4.3539 -0.008861
41 retrained 2021 hitrate_10d_0.50 2021-01-04 2021-12-31 252 159 93 0.369 0.134183 0.8167 -0.11453 0.359362 3.3378 -0.070675
42 retrained 2021 hitrate_10d_0.60 2021-01-04 2021-12-31 252 67 185 0.7341 0.134183 0.8167 -0.11453 0.234921 4.4088 -0.016687
43 retrained 2021 hitrate_10d_0.70 2021-01-04 2021-12-31 252 10 242 0.9603 0.134183 0.8167 -0.11453 0.047502 2.0297 -0.002111
44 retrained 2021 hitrate_20d_0.40 2021-01-04 2021-12-31 252 252 0 0.0 0.134183 0.8167 -0.11453 0.134183 0.8167 -0.11453
45 retrained 2021 hitrate_20d_0.50 2021-01-04 2021-12-31 252 175 77 0.3056 0.134183 0.8167 -0.11453 0.207217 1.7504 -0.060921
46 retrained 2021 hitrate_20d_0.60 2021-01-04 2021-12-31 252 44 208 0.8254 0.134183 0.8167 -0.11453 0.110265 2.2204 -0.016687
47 reference 2026 hitrate_5d_0.50 2026-01-04 2026-08-19 157 92 65 0.414 0.255023 1.4465 -0.080671 0.649911 5.7351 -0.031795
48 reference 2026 hitrate_5d_0.60 2026-01-04 2026-08-19 157 49 108 0.6879 0.255023 1.4465 -0.080671 0.489313 6.0111 -0.014864
49 reference 2026 hitrate_5d_0.70 2026-01-04 2026-08-19 157 15 142 0.9045 0.255023 1.4465 -0.080671 0.229523 4.3611 -0.002029
50 reference 2026 hitrate_10d_0.50 2026-01-04 2026-08-19 157 109 48 0.3057 0.255023 1.4465 -0.080671 0.335822 2.6391 -0.060142
51 reference 2026 hitrate_10d_0.60 2026-01-04 2026-08-19 157 36 121 0.7707 0.255023 1.4465 -0.080671 0.251108 3.8579 -0.026842
52 reference 2026 hitrate_10d_0.70 2026-01-04 2026-08-19 157 9 148 0.9427 0.255023 1.4465 -0.080671 0.039314 1.3415 -0.012061
53 reference 2026 hitrate_20d_0.40 2026-01-04 2026-08-19 157 157 0 0.0 0.255023 1.4465 -0.080671 0.255023 1.4465 -0.080671
54 reference 2026 hitrate_20d_0.50 2026-01-04 2026-08-19 157 118 39 0.2484 0.255023 1.4465 -0.080671 0.343819 2.5185 -0.06259
55 reference 2026 hitrate_20d_0.60 2026-01-04 2026-08-19 157 28 129 0.8217 0.255023 1.4465 -0.080671 0.020214 0.3601 -0.028489
56 reference 2025 hitrate_5d_0.50 2025-01-02 2025-12-31 250 153 97 0.388 0.177515 0.8573 -0.217417 0.72055 6.9599 -0.048495
57 reference 2025 hitrate_5d_0.60 2025-01-02 2025-12-31 250 90 160 0.64 0.177515 0.8573 -0.217417 0.48564 5.3623 -0.046673
58 reference 2025 hitrate_5d_0.70 2025-01-02 2025-12-31 250 39 211 0.844 0.177515 0.8573 -0.217417 0.249221 4.9448 -0.009619
59 reference 2025 hitrate_10d_0.50 2025-01-02 2025-12-31 250 170 80 0.32 0.177515 0.8573 -0.217417 0.435847 3.5614 -0.055776
60 reference 2025 hitrate_10d_0.60 2025-01-02 2025-12-31 250 66 184 0.736 0.177515 0.8573 -0.217417 0.324574 5.2279 -0.016028
61 reference 2025 hitrate_10d_0.70 2025-01-02 2025-12-31 250 14 236 0.944 0.177515 0.8573 -0.217417 0.043002 1.4635 -0.010154
62 reference 2025 hitrate_20d_0.40 2025-01-02 2025-12-31 250 247 3 0.012 0.177515 0.8573 -0.217417 0.202949 0.9896 -0.217417
63 reference 2025 hitrate_20d_0.50 2025-01-02 2025-12-31 250 177 73 0.292 0.177515 0.8573 -0.217417 0.340772 2.8303 -0.071731
64 reference 2025 hitrate_20d_0.60 2025-01-02 2025-12-31 250 48 202 0.808 0.177515 0.8573 -0.217417 0.266028 4.1749 -0.021527
65 reference 2024 hitrate_5d_0.50 2024-01-02 2024-12-31 253 139 114 0.4506 0.08229 0.5594 -0.10685 0.30351 2.4275 -0.088219
66 reference 2024 hitrate_5d_0.60 2024-01-02 2024-12-31 253 71 182 0.7194 0.08229 0.5594 -0.10685 0.265365 2.4908 -0.078304
67 reference 2024 hitrate_5d_0.70 2024-01-02 2024-12-31 253 19 234 0.9249 0.08229 0.5594 -0.10685 0.143125 3.377 -0.003364
68 reference 2024 hitrate_10d_0.50 2024-01-02 2024-12-31 253 157 96 0.3794 0.08229 0.5594 -0.10685 0.277421 2.5767 -0.043146
69 reference 2024 hitrate_10d_0.60 2024-01-02 2024-12-31 253 37 216 0.8538 0.08229 0.5594 -0.10685 0.207161 3.6083 -0.011122
70 reference 2024 hitrate_10d_0.70 2024-01-02 2024-12-31 253 7 246 0.9723 0.08229 0.5594 -0.10685 0.031785 1.7408 -0.002083
71 reference 2024 hitrate_20d_0.40 2024-01-02 2024-12-31 253 247 6 0.0237 0.08229 0.5594 -0.10685 0.078007 0.5342 -0.10685
72 reference 2024 hitrate_20d_0.50 2024-01-02 2024-12-31 253 177 76 0.3004 0.08229 0.5594 -0.10685 0.210672 1.8469 -0.056207
73 reference 2024 hitrate_20d_0.60 2024-01-02 2024-12-31 253 13 240 0.9486 0.08229 0.5594 -0.10685 0.005953 0.3039 -0.014443
74 reference 2023 hitrate_5d_0.50 2023-01-03 2023-12-29 250 139 111 0.444 -0.047644 -0.2738 -0.197856 0.546654 4.2124 -0.035676
75 reference 2023 hitrate_5d_0.60 2023-01-03 2023-12-29 250 79 171 0.684 -0.047644 -0.2738 -0.197856 0.556291 5.1026 -0.025449
76 reference 2023 hitrate_5d_0.70 2023-01-03 2023-12-29 250 34 216 0.864 -0.047644 -0.2738 -0.197856 0.404269 4.4477 -0.013842
77 reference 2023 hitrate_10d_0.50 2023-01-03 2023-12-29 250 148 102 0.408 -0.047644 -0.2738 -0.197856 0.459869 3.5211 -0.046921
78 reference 2023 hitrate_10d_0.60 2023-01-03 2023-12-29 250 62 188 0.752 -0.047644 -0.2738 -0.197856 0.368232 4.0148 -0.022983
79 reference 2023 hitrate_10d_0.70 2023-01-03 2023-12-29 250 13 237 0.948 -0.047644 -0.2738 -0.197856 0.091481 2.1324 -0.010866
80 reference 2023 hitrate_20d_0.40 2023-01-03 2023-12-29 250 237 13 0.052 -0.047644 -0.2738 -0.197856 0.06639 0.3895 -0.146704
81 reference 2023 hitrate_20d_0.50 2023-01-03 2023-12-29 250 149 101 0.404 -0.047644 -0.2738 -0.197856 0.366016 2.5969 -0.063998
82 reference 2023 hitrate_20d_0.60 2023-01-03 2023-12-29 250 40 210 0.84 -0.047644 -0.2738 -0.197856 0.149844 2.2645 -0.032267
83 reference 2021 hitrate_5d_0.50 2021-01-04 2021-12-31 252 145 107 0.4246 0.18367 1.0979 -0.102651 0.556615 5.9167 -0.028062
84 reference 2021 hitrate_5d_0.60 2021-01-04 2021-12-31 252 68 184 0.7302 0.18367 1.0979 -0.102651 0.351867 5.8468 -0.011638
85 reference 2021 hitrate_5d_0.70 2021-01-04 2021-12-31 252 26 226 0.8968 0.18367 1.0979 -0.102651 0.148417 3.9593 -0.0041
86 reference 2021 hitrate_10d_0.50 2021-01-04 2021-12-31 252 163 89 0.3532 0.18367 1.0979 -0.102651 0.465023 4.2342 -0.040569
87 reference 2021 hitrate_10d_0.60 2021-01-04 2021-12-31 252 51 201 0.7976 0.18367 1.0979 -0.102651 0.21802 4.7978 -0.011134
88 reference 2021 hitrate_10d_0.70 2021-01-04 2021-12-31 252 13 239 0.9484 0.18367 1.0979 -0.102651 0.06108 2.7055 -0.000262
89 reference 2021 hitrate_20d_0.40 2021-01-04 2021-12-31 252 252 0 0.0 0.18367 1.0979 -0.102651 0.18367 1.0979 -0.102651
90 reference 2021 hitrate_20d_0.50 2021-01-04 2021-12-31 252 166 86 0.3413 0.18367 1.0979 -0.102651 0.289756 2.5787 -0.049244
91 reference 2021 hitrate_20d_0.60 2021-01-04 2021-12-31 252 38 214 0.8492 0.18367 1.0979 -0.102651 0.104685 2.394 -0.015084
book/data/signal_quality_gate/signal_quality_gate_retrained.json
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