tac-exp-dev/book/data/signal_quality_gate/signal_quality_gate_retrained.csv

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