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PaPP v2 Modello: validazione esterna multi-simbolo (no pollution)

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Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
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Pietro Giacobazzi
2026-06-17 09:21:43 +00:00
co-authored by Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
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commit 0187cb6bd7
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PaPP v2/Modello/results/external_validation.csv
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symbol,n,base_rate,auc,acc,brier,prec_top_decile,lift_top_decile
EURUSD (in-sample),16895,0.4976028410772418,0.913591163259108,0.8320213080793134,0.15547236980731827,0.9875666074600356,1.9846482494394315
USDJPY,7084,0.5172219085262564,0.4800203976097449,0.49110671936758893,0.28183992572414085,0.4646892655367232,0.8984330668837737
USDCHF,7967,0.5049579515501443,0.47560023778083327,0.48449855654575125,0.2879368779869159,0.4296482412060301,0.8508594426270052
GBPUSD,7239,0.5020030390937975,0.5483399577270303,0.5322558364414974,0.2593864013259506,0.5712309820193637,1.137903433912541
1 symbol n base_rate auc acc brier prec_top_decile lift_top_decile
2 EURUSD (in-sample) 16895 0.4976028410772418 0.913591163259108 0.8320213080793134 0.15547236980731827 0.9875666074600356 1.9846482494394315
3 USDJPY 7084 0.5172219085262564 0.4800203976097449 0.49110671936758893 0.28183992572414085 0.4646892655367232 0.8984330668837737
4 USDCHF 7967 0.5049579515501443 0.47560023778083327 0.48449855654575125 0.2879368779869159 0.4296482412060301 0.8508594426270052
5 GBPUSD 7239 0.5020030390937975 0.5483399577270303 0.5322558364414974 0.2593864013259506 0.5712309820193637 1.137903433912541