Test
Ticker Models
DFEN · Run #1
ticker_model:DFEN:up:baseline
Ticker DFEN
Direction up
Window expanding
Slice top 3%
Attempt 0
Holdout
0.1667
Gap
0.5606
Lift
3.3876
Slice
3
Rolling 6M
x: window end, y: top slice precision
Rolling 12M
x: window end, y: top slice precision
Split Summary
| Split | Base Rate | Top Slice | Lift | Oracle | Capture |
|---|---|---|---|---|---|
| valid | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Threshold Diagnostics
| Split | Threshold | Pred+ | Threshold P | Threshold R | Threshold F1 |
|---|---|---|---|---|---|
| valid | 0.0500 | 1.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 0.0500 | 1.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 0.0500 | 1.0000 | 0.0000 | 0.0000 | 0.0000 |
Top 1% to 10% Slice Table
| Split | Top % | Count | Precision | Gap | Lift | Oracle | Capture |
|---|---|---|---|---|---|---|---|
| valid | 1 | 11 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 2 | 21 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 3 | 32 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 4 | 42 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 5 | 53 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 6 | 63 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 7 | 74 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 8 | 84 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 9 | 94 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| valid | 10 | 105 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 1 | 4 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 2 | 8 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 3 | 12 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 4 | 15 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 5 | 19 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 6 | 23 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 7 | 26 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 8 | 30 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 9 | 34 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| test | 10 | 37 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 1 | 2 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 2 | 4 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 3 | 6 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 4 | 8 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 5 | 10 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 6 | 12 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 7 | 13 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 8 | 15 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 9 | 17 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| holdout | 10 | 19 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |