gosongpa-3xx

Ticker Methods

DFEN · Run #2

ticker_method:DFEN:up:baseline

Ticker DFEN Direction up Window expanding Slice top 4% Attempt 0
completed FAIL rejected

Test

0.6000

Holdout

0.1250

Gap

0.4750

Lift

2.7947

Slice

4

Selection valid_only. Evaluation test_then_holdout. Adoption holdout pass plus robustness review.

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 0.2058 0.2683 1.3039 0.2683 0.0531
test 0.2147 0.6000 2.7947 0.6000 0.1184
holdout 0.2353 0.1250 0.5312 0.1250 0.0227
Threshold Diagnostics
Split Threshold Pred+ Threshold P Threshold R Threshold F1
valid 0.0500 0.9751 0.2039 0.9662 0.3367
test 0.0500 0.9915 0.2137 0.9868 0.3513
holdout 0.0500 1.0000 0.2353 1.0000 0.3810
Top 1% to 10% Slice Table
Split Top % Count Precision Gap Lift Oracle Capture
valid 1 11 0.0909 -0.1149 0.4418 0.0909 0.0048
valid 2 21 0.1905 -0.0153 0.9257 0.1905 0.0193
valid 3 31 0.2258 0.0200 1.0974 0.2258 0.0338
valid 4 41 0.2683 0.0625 1.3039 0.2683 0.0531
valid 5 51 0.2549 0.0491 1.2388 0.2549 0.0628
valid 6 61 0.2459 0.0401 1.1951 0.2459 0.0725
valid 7 71 0.2535 0.0478 1.2321 0.2535 0.0870
valid 8 81 0.2346 0.0288 1.1400 0.2346 0.0918
valid 9 91 0.2308 0.0250 1.1215 0.2308 0.1014
valid 10 101 0.2376 0.0319 1.1548 0.2376 0.1159
test 1 4 0.7500 0.5353 3.4934 0.7500 0.0395
test 2 8 0.6250 0.4103 2.9112 0.6250 0.0658
test 3 11 0.5455 0.3308 2.5407 0.5455 0.0789
test 4 15 0.6000 0.3853 2.7947 0.6000 0.1184
test 5 18 0.5556 0.3409 2.5877 0.5556 0.1316
test 6 22 0.5909 0.3762 2.7524 0.5909 0.1711
test 7 25 0.5200 0.3053 2.4221 0.5200 0.1711
test 8 29 0.4828 0.2681 2.2486 0.4828 0.1842
test 9 32 0.4688 0.2541 2.1834 0.4688 0.1974
test 10 36 0.4167 0.2020 1.9408 0.4167 0.1974
holdout 1 2 0.0000 -0.2353 0.0000 0.0000 0.0000
holdout 2 4 0.2500 0.0147 1.0625 0.2500 0.0227
holdout 3 6 0.1667 -0.0686 0.7083 0.1667 0.0227
holdout 4 8 0.1250 -0.1103 0.5312 0.1250 0.0227
holdout 5 10 0.3000 0.0647 1.2750 0.3000 0.0682
holdout 6 12 0.2500 0.0147 1.0625 0.2500 0.0682
holdout 7 14 0.2143 -0.0210 0.9107 0.2143 0.0682
holdout 8 15 0.2000 -0.0353 0.8500 0.2000 0.0682
holdout 9 17 0.1765 -0.0588 0.7500 0.1765 0.0682
holdout 10 19 0.1579 -0.0774 0.6711 0.1579 0.0682