mirror of
https://github.com/theodore-song/polymarket-analyst.git
synced 2026-08-23 20:48:08 +00:00
3617 lines
85 KiB
JSON
3617 lines
85 KiB
JSON
{
|
|
"generatedAt": "2026-08-21T22:04:53.441Z",
|
|
"requestedMarkets": 1000,
|
|
"activeMarketsSkipped": 2000,
|
|
"markets": 1000,
|
|
"marketsWithHistory": 1000,
|
|
"fetchFailures": 0,
|
|
"medianHistoryCoverageDays": 12.13,
|
|
"maximumHistoryCoverageDays": 29.96,
|
|
"observations": 254574,
|
|
"testedBaseRules": 2560,
|
|
"trainWinners": 17,
|
|
"testedRefinements": 714,
|
|
"validationWinners": 19,
|
|
"holdoutPassed": 5,
|
|
"eventHoldoutObservations": 67240,
|
|
"eventHoldoutEvents": 140,
|
|
"eventHoldoutPassed": 3,
|
|
"externalRequestedMarkets": 100,
|
|
"externalMarkets": 100,
|
|
"externalMarketsWithHistory": 0,
|
|
"externalFetchFailures": 0,
|
|
"externalObservations": 0,
|
|
"archivePassed": 0,
|
|
"methodology": {
|
|
"requestedHistoryDays": 30,
|
|
"medianHistoryCoverageDays": 12.13,
|
|
"maximumHistoryCoverageDays": 29.96,
|
|
"observationSpacingHours": 3,
|
|
"horizons": [
|
|
3,
|
|
6,
|
|
12,
|
|
24
|
|
],
|
|
"windows": [
|
|
1,
|
|
3,
|
|
6,
|
|
24
|
|
],
|
|
"costCents": 2,
|
|
"entryPriceRange": [
|
|
0.08,
|
|
0.92
|
|
],
|
|
"returnWinsorization": [
|
|
-1,
|
|
2
|
|
],
|
|
"eventSplit": "25% deterministic event-disjoint holdout reserved before search",
|
|
"split": "Remaining events use 60% train / 20% validation / 20% untouched chronological holdout with future-mark purge",
|
|
"clusterUnit": "Polymarket event",
|
|
"refinementSource": "Only base rules with a positive train lower bound are refined by category and entry band",
|
|
"strategy4ContractGate": "Reject path barriers and exact numeric ranges; require 14 hours to market end at entry",
|
|
"limitation": "Current active-market selection is survivorship biased; any holdout winner still requires resolved-market external validation"
|
|
},
|
|
"partitions": {
|
|
"train": 80324,
|
|
"validation": 52083,
|
|
"holdout": 47548
|
|
},
|
|
"exactStrategy3": {
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"train": {
|
|
"attempts": 244,
|
|
"markets": 86,
|
|
"events": 63,
|
|
"mean": 0.07276,
|
|
"eventMean": 0.05241,
|
|
"lower": 0.00652,
|
|
"upper": 0.0983,
|
|
"winRate": 0.52459
|
|
},
|
|
"validation": {
|
|
"attempts": 174,
|
|
"markets": 83,
|
|
"events": 71,
|
|
"mean": 0.11573,
|
|
"eventMean": 0.09823,
|
|
"lower": 0.03254,
|
|
"upper": 0.16393,
|
|
"winRate": 0.55172
|
|
},
|
|
"holdout": {
|
|
"attempts": 236,
|
|
"markets": 115,
|
|
"events": 100,
|
|
"mean": 0.04282,
|
|
"eventMean": 0.00099,
|
|
"lower": -0.04804,
|
|
"upper": 0.05002,
|
|
"winRate": 0.52542
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 266,
|
|
"markets": 76,
|
|
"events": 63,
|
|
"mean": 0.08221,
|
|
"eventMean": 0.06093,
|
|
"lower": 0.01385,
|
|
"upper": 0.108,
|
|
"winRate": 0.53759
|
|
}
|
|
},
|
|
"exactStrategy4": {
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 188,
|
|
"markets": 65,
|
|
"events": 51,
|
|
"mean": 0.08754,
|
|
"eventMean": 0.06297,
|
|
"lower": 0.00846,
|
|
"upper": 0.11747,
|
|
"winRate": 0.55319
|
|
},
|
|
"validation": {
|
|
"attempts": 127,
|
|
"markets": 56,
|
|
"events": 50,
|
|
"mean": 0.08933,
|
|
"eventMean": 0.0916,
|
|
"lower": 0.00664,
|
|
"upper": 0.17656,
|
|
"winRate": 0.50394
|
|
},
|
|
"holdout": {
|
|
"attempts": 183,
|
|
"markets": 92,
|
|
"events": 82,
|
|
"mean": -0.00377,
|
|
"eventMean": -0.04318,
|
|
"lower": -0.09345,
|
|
"upper": 0.00708,
|
|
"winRate": 0.49727
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 159,
|
|
"markets": 51,
|
|
"events": 44,
|
|
"mean": 0.07464,
|
|
"eventMean": 0.05913,
|
|
"lower": -0.00322,
|
|
"upper": 0.12147,
|
|
"winRate": 0.57233
|
|
}
|
|
},
|
|
"strategy4Refinements": [
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_All_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 188,
|
|
"markets": 65,
|
|
"events": 51,
|
|
"mean": 0.08754,
|
|
"eventMean": 0.06297,
|
|
"lower": 0.00846,
|
|
"upper": 0.11747,
|
|
"winRate": 0.55319
|
|
},
|
|
"validation": {
|
|
"attempts": 127,
|
|
"markets": 56,
|
|
"events": 50,
|
|
"mean": 0.08933,
|
|
"eventMean": 0.0916,
|
|
"lower": 0.00664,
|
|
"upper": 0.17656,
|
|
"winRate": 0.50394
|
|
},
|
|
"holdout": {
|
|
"attempts": 183,
|
|
"markets": 92,
|
|
"events": 82,
|
|
"mean": -0.00377,
|
|
"eventMean": -0.04318,
|
|
"lower": -0.09345,
|
|
"upper": 0.00708,
|
|
"winRate": 0.49727
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 159,
|
|
"markets": 51,
|
|
"events": 44,
|
|
"mean": 0.07464,
|
|
"eventMean": 0.05913,
|
|
"lower": -0.00322,
|
|
"upper": 0.12147,
|
|
"winRate": 0.57233
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_All_longshot",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "longshot",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 36,
|
|
"markets": 25,
|
|
"events": 20,
|
|
"mean": 0.22773,
|
|
"eventMean": 0.32803,
|
|
"lower": 0.09569,
|
|
"upper": 0.56037,
|
|
"winRate": 0.61111
|
|
},
|
|
"validation": {
|
|
"attempts": 27,
|
|
"markets": 21,
|
|
"events": 21,
|
|
"mean": 0.22718,
|
|
"eventMean": 0.21937,
|
|
"lower": -0.03872,
|
|
"upper": 0.47745,
|
|
"winRate": 0.40741
|
|
},
|
|
"holdout": {
|
|
"attempts": 45,
|
|
"markets": 37,
|
|
"events": 33,
|
|
"mean": -0.13865,
|
|
"eventMean": -0.13653,
|
|
"lower": -0.28577,
|
|
"upper": 0.01271,
|
|
"winRate": 0.26667
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 32,
|
|
"markets": 18,
|
|
"events": 17,
|
|
"mean": 0.12822,
|
|
"eventMean": 0.11041,
|
|
"lower": -0.09696,
|
|
"upper": 0.31777,
|
|
"winRate": 0.5
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_All_lower-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "lower-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 63,
|
|
"markets": 35,
|
|
"events": 29,
|
|
"mean": 0.0334,
|
|
"eventMean": 0.00989,
|
|
"lower": -0.05755,
|
|
"upper": 0.07733,
|
|
"winRate": 0.52381
|
|
},
|
|
"validation": {
|
|
"attempts": 48,
|
|
"markets": 28,
|
|
"events": 27,
|
|
"mean": 0.07107,
|
|
"eventMean": 0.05116,
|
|
"lower": -0.03747,
|
|
"upper": 0.13979,
|
|
"winRate": 0.52083
|
|
},
|
|
"holdout": {
|
|
"attempts": 47,
|
|
"markets": 32,
|
|
"events": 32,
|
|
"mean": -0.03479,
|
|
"eventMean": -0.07778,
|
|
"lower": -0.17847,
|
|
"upper": 0.02292,
|
|
"winRate": 0.48936
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 44,
|
|
"markets": 25,
|
|
"events": 21,
|
|
"mean": 0.07751,
|
|
"eventMean": 0.06218,
|
|
"lower": -0.07724,
|
|
"upper": 0.2016,
|
|
"winRate": 0.72727
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_All_center",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "center",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 35,
|
|
"markets": 18,
|
|
"events": 18,
|
|
"mean": 0.11853,
|
|
"eventMean": 0.12028,
|
|
"lower": 0.02089,
|
|
"upper": 0.21966,
|
|
"winRate": 0.6
|
|
},
|
|
"validation": {
|
|
"attempts": 16,
|
|
"markets": 12,
|
|
"events": 12,
|
|
"mean": 0.05956,
|
|
"eventMean": 0.05624,
|
|
"lower": -0.04409,
|
|
"upper": 0.15657,
|
|
"winRate": 0.5
|
|
},
|
|
"holdout": {
|
|
"attempts": 18,
|
|
"markets": 16,
|
|
"events": 14,
|
|
"mean": 0.09413,
|
|
"eventMean": 0.06178,
|
|
"lower": -0.07133,
|
|
"upper": 0.19488,
|
|
"winRate": 0.61111
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 22,
|
|
"markets": 14,
|
|
"events": 12,
|
|
"mean": 0.06368,
|
|
"eventMean": 0.09964,
|
|
"lower": -0.0263,
|
|
"upper": 0.22559,
|
|
"winRate": 0.40909
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_All_upper-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "upper-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 39,
|
|
"markets": 26,
|
|
"events": 23,
|
|
"mean": 0.03911,
|
|
"eventMean": 0.03054,
|
|
"lower": -0.02425,
|
|
"upper": 0.08534,
|
|
"winRate": 0.51282
|
|
},
|
|
"validation": {
|
|
"attempts": 25,
|
|
"markets": 18,
|
|
"events": 18,
|
|
"mean": 0.03858,
|
|
"eventMean": 0.03972,
|
|
"lower": -0.0104,
|
|
"upper": 0.08984,
|
|
"winRate": 0.6
|
|
},
|
|
"holdout": {
|
|
"attempts": 52,
|
|
"markets": 36,
|
|
"events": 32,
|
|
"mean": 0.1218,
|
|
"eventMean": 0.08635,
|
|
"lower": 0.03717,
|
|
"upper": 0.13552,
|
|
"winRate": 0.67308
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 47,
|
|
"markets": 28,
|
|
"events": 25,
|
|
"mean": 0.06519,
|
|
"eventMean": 0.09833,
|
|
"lower": 0.04658,
|
|
"upper": 0.15008,
|
|
"winRate": 0.53191
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_All_favorite",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "favorite",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 15,
|
|
"markets": 8,
|
|
"events": 8,
|
|
"mean": 0.03207,
|
|
"eventMean": -0.00274,
|
|
"lower": -0.05249,
|
|
"upper": 0.04702,
|
|
"winRate": 0.53333
|
|
},
|
|
"validation": {
|
|
"attempts": 11,
|
|
"markets": 10,
|
|
"events": 8,
|
|
"mean": -0.0107,
|
|
"eventMean": -0.02,
|
|
"lower": -0.12873,
|
|
"upper": 0.08874,
|
|
"winRate": 0.45455
|
|
},
|
|
"holdout": {
|
|
"attempts": 21,
|
|
"markets": 18,
|
|
"events": 16,
|
|
"mean": -0.04018,
|
|
"eventMean": -0.0526,
|
|
"lower": -0.13602,
|
|
"upper": 0.03083,
|
|
"winRate": 0.47619
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 14,
|
|
"markets": 10,
|
|
"events": 10,
|
|
"mean": -0.00787,
|
|
"eventMean": -0.00732,
|
|
"lower": -0.07378,
|
|
"upper": 0.05914,
|
|
"winRate": 0.64286
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Politics_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Politics",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 40,
|
|
"markets": 11,
|
|
"events": 10,
|
|
"mean": 0.10975,
|
|
"eventMean": 0.01134,
|
|
"lower": -0.1381,
|
|
"upper": 0.16078,
|
|
"winRate": 0.575
|
|
},
|
|
"validation": {
|
|
"attempts": 28,
|
|
"markets": 10,
|
|
"events": 10,
|
|
"mean": 0.04449,
|
|
"eventMean": 0.05374,
|
|
"lower": -0.03842,
|
|
"upper": 0.14591,
|
|
"winRate": 0.5
|
|
},
|
|
"holdout": {
|
|
"attempts": 56,
|
|
"markets": 30,
|
|
"events": 27,
|
|
"mean": 0.06417,
|
|
"eventMean": 0.02667,
|
|
"lower": -0.05012,
|
|
"upper": 0.10346,
|
|
"winRate": 0.53571
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 35,
|
|
"markets": 14,
|
|
"events": 11,
|
|
"mean": 0.08261,
|
|
"eventMean": 0.14033,
|
|
"lower": 0.05142,
|
|
"upper": 0.22924,
|
|
"winRate": 0.68571
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Politics_longshot",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Politics",
|
|
"band": "longshot",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 6,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": 0.40289,
|
|
"eventMean": 0.8725,
|
|
"lower": -0.28627,
|
|
"upper": 2.03128,
|
|
"winRate": 0.66667
|
|
},
|
|
"validation": {
|
|
"attempts": 7,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": -0.17928,
|
|
"eventMean": -0.17283,
|
|
"lower": -0.24179,
|
|
"upper": -0.10387,
|
|
"winRate": 0.14286
|
|
},
|
|
"holdout": {
|
|
"attempts": 14,
|
|
"markets": 11,
|
|
"events": 9,
|
|
"mean": 0.04851,
|
|
"eventMean": 0.0977,
|
|
"lower": -0.20764,
|
|
"upper": 0.40304,
|
|
"winRate": 0.28571
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 6,
|
|
"markets": 4,
|
|
"events": 3,
|
|
"mean": 0.16041,
|
|
"eventMean": 0.45928,
|
|
"lower": -0.13855,
|
|
"upper": 1.0571,
|
|
"winRate": 0.5
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Politics_lower-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Politics",
|
|
"band": "lower-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 17,
|
|
"markets": 9,
|
|
"events": 8,
|
|
"mean": 0.04956,
|
|
"eventMean": -0.06434,
|
|
"lower": -0.23922,
|
|
"upper": 0.11054,
|
|
"winRate": 0.58824
|
|
},
|
|
"validation": {
|
|
"attempts": 9,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.22619,
|
|
"eventMean": 0.15256,
|
|
"lower": -0.03502,
|
|
"upper": 0.34014,
|
|
"winRate": 0.77778
|
|
},
|
|
"holdout": {
|
|
"attempts": 16,
|
|
"markets": 10,
|
|
"events": 10,
|
|
"mean": 0.09541,
|
|
"eventMean": 0.01787,
|
|
"lower": -0.18215,
|
|
"upper": 0.2179,
|
|
"winRate": 0.6875
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 12,
|
|
"markets": 8,
|
|
"events": 6,
|
|
"mean": 0.07412,
|
|
"eventMean": 0.03799,
|
|
"lower": -0.02054,
|
|
"upper": 0.09652,
|
|
"winRate": 0.91667
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Politics_center",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Politics",
|
|
"band": "center",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 9,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.03681,
|
|
"eventMean": 0.03143,
|
|
"lower": -0.08749,
|
|
"upper": 0.15034,
|
|
"winRate": 0.44444
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 2,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": -0.1024,
|
|
"eventMean": -0.1024,
|
|
"lower": -0.23921,
|
|
"upper": 0.03441,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.0404,
|
|
"eventMean": -0.0404,
|
|
"lower": -0.0404,
|
|
"upper": -0.0404,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Politics_upper-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Politics",
|
|
"band": "upper-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 7,
|
|
"markets": 5,
|
|
"events": 5,
|
|
"mean": 0.13074,
|
|
"eventMean": 0.14318,
|
|
"lower": 0.05601,
|
|
"upper": 0.23035,
|
|
"winRate": 0.71429
|
|
},
|
|
"validation": {
|
|
"attempts": 10,
|
|
"markets": 5,
|
|
"events": 5,
|
|
"mean": 0.0559,
|
|
"eventMean": 0.09029,
|
|
"lower": -0.03831,
|
|
"upper": 0.21889,
|
|
"winRate": 0.6
|
|
},
|
|
"holdout": {
|
|
"attempts": 20,
|
|
"markets": 15,
|
|
"events": 13,
|
|
"mean": 0.06692,
|
|
"eventMean": 0.058,
|
|
"lower": 0.00606,
|
|
"upper": 0.10994,
|
|
"winRate": 0.6
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 13,
|
|
"markets": 8,
|
|
"events": 7,
|
|
"mean": 0.08446,
|
|
"eventMean": 0.13373,
|
|
"lower": 0.0477,
|
|
"upper": 0.21975,
|
|
"winRate": 0.61538
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Politics_favorite",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Politics",
|
|
"band": "favorite",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.11604,
|
|
"eventMean": -0.11604,
|
|
"lower": -0.11604,
|
|
"upper": -0.11604,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 2,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": -0.04698,
|
|
"eventMean": -0.04698,
|
|
"lower": -0.05679,
|
|
"upper": -0.03717,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 4,
|
|
"markets": 4,
|
|
"events": 4,
|
|
"mean": 0.06361,
|
|
"eventMean": 0.06361,
|
|
"lower": -0.00623,
|
|
"upper": 0.13345,
|
|
"winRate": 0.75
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 3,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": -0.0061,
|
|
"eventMean": 0.00582,
|
|
"lower": -0.05299,
|
|
"upper": 0.06463,
|
|
"winRate": 0.66667
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Sports_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Sports",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 16,
|
|
"markets": 8,
|
|
"events": 7,
|
|
"mean": 0.10611,
|
|
"eventMean": 0.17898,
|
|
"lower": 0.03619,
|
|
"upper": 0.32177,
|
|
"winRate": 0.5
|
|
},
|
|
"validation": {
|
|
"attempts": 52,
|
|
"markets": 20,
|
|
"events": 19,
|
|
"mean": 0.15107,
|
|
"eventMean": 0.15256,
|
|
"lower": -0.04722,
|
|
"upper": 0.35234,
|
|
"winRate": 0.44231
|
|
},
|
|
"holdout": {
|
|
"attempts": 33,
|
|
"markets": 17,
|
|
"events": 17,
|
|
"mean": 0.03227,
|
|
"eventMean": -0.05173,
|
|
"lower": -0.16878,
|
|
"upper": 0.06532,
|
|
"winRate": 0.51515
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 17,
|
|
"markets": 11,
|
|
"events": 11,
|
|
"mean": 0.08788,
|
|
"eventMean": 0.0999,
|
|
"lower": 0.01046,
|
|
"upper": 0.18934,
|
|
"winRate": 0.41176
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Sports_longshot",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Sports",
|
|
"band": "longshot",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 2,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": 0.20766,
|
|
"eventMean": 0.20766,
|
|
"lower": -0.24704,
|
|
"upper": 0.66236,
|
|
"winRate": 0.5
|
|
},
|
|
"validation": {
|
|
"attempts": 14,
|
|
"markets": 12,
|
|
"events": 12,
|
|
"mean": 0.42195,
|
|
"eventMean": 0.30362,
|
|
"lower": -0.05803,
|
|
"upper": 0.66528,
|
|
"winRate": 0.42857
|
|
},
|
|
"holdout": {
|
|
"attempts": 9,
|
|
"markets": 8,
|
|
"events": 8,
|
|
"mean": 0.05624,
|
|
"eventMean": 0.06726,
|
|
"lower": -0.28039,
|
|
"upper": 0.41491,
|
|
"winRate": 0.44444
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 3,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.03479,
|
|
"eventMean": 0.03479,
|
|
"lower": -0.20403,
|
|
"upper": 0.27362,
|
|
"winRate": 0.33333
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Sports_lower-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Sports",
|
|
"band": "lower-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 5,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": 0.11152,
|
|
"eventMean": 0.09757,
|
|
"lower": 0.05934,
|
|
"upper": 0.13581,
|
|
"winRate": 1
|
|
},
|
|
"validation": {
|
|
"attempts": 21,
|
|
"markets": 12,
|
|
"events": 11,
|
|
"mean": 0.03208,
|
|
"eventMean": 0.00055,
|
|
"lower": -0.12416,
|
|
"upper": 0.12525,
|
|
"winRate": 0.38095
|
|
},
|
|
"holdout": {
|
|
"attempts": 10,
|
|
"markets": 7,
|
|
"events": 7,
|
|
"mean": -0.17557,
|
|
"eventMean": -0.19237,
|
|
"lower": -0.39005,
|
|
"upper": 0.0053,
|
|
"winRate": 0.2
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 2,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": 0.1137,
|
|
"eventMean": 0.1137,
|
|
"lower": -0.30532,
|
|
"upper": 0.53272,
|
|
"winRate": 0.5
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Sports_center",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Sports",
|
|
"band": "center",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 3,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.32815,
|
|
"eventMean": 0.32815,
|
|
"lower": -0.08622,
|
|
"upper": 0.74251,
|
|
"winRate": 0.66667
|
|
},
|
|
"validation": {
|
|
"attempts": 10,
|
|
"markets": 7,
|
|
"events": 7,
|
|
"mean": 0.10731,
|
|
"eventMean": 0.11541,
|
|
"lower": -0.02778,
|
|
"upper": 0.25859,
|
|
"winRate": 0.5
|
|
},
|
|
"holdout": {
|
|
"attempts": 2,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": 0.14192,
|
|
"eventMean": 0.14192,
|
|
"lower": -0.05109,
|
|
"upper": 0.33494,
|
|
"winRate": 1
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 3,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.32006,
|
|
"eventMean": 0.32006,
|
|
"lower": -0.01496,
|
|
"upper": 0.65507,
|
|
"winRate": 0.66667
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Sports_upper-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Sports",
|
|
"band": "upper-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 4,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": -0.0353,
|
|
"eventMean": -0.03076,
|
|
"lower": -0.04682,
|
|
"upper": -0.01469,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 7,
|
|
"markets": 5,
|
|
"events": 5,
|
|
"mean": 0.02882,
|
|
"eventMean": 0.01196,
|
|
"lower": -0.08968,
|
|
"upper": 0.1136,
|
|
"winRate": 0.57143
|
|
},
|
|
"holdout": {
|
|
"attempts": 11,
|
|
"markets": 6,
|
|
"events": 6,
|
|
"mean": 0.18743,
|
|
"eventMean": 0.16051,
|
|
"lower": 0.04095,
|
|
"upper": 0.28007,
|
|
"winRate": 0.81818
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 8,
|
|
"markets": 6,
|
|
"events": 6,
|
|
"mean": 0.03428,
|
|
"eventMean": 0.07036,
|
|
"lower": -0.02408,
|
|
"upper": 0.16479,
|
|
"winRate": 0.375
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Sports_favorite",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Sports",
|
|
"band": "favorite",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 2,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.05919,
|
|
"eventMean": -0.05919,
|
|
"lower": -0.05919,
|
|
"upper": -0.05919,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.03125,
|
|
"eventMean": -0.03125,
|
|
"lower": -0.03125,
|
|
"upper": -0.03125,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.07222,
|
|
"eventMean": -0.07222,
|
|
"lower": -0.07222,
|
|
"upper": -0.07222,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Crypto_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Crypto",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 9,
|
|
"markets": 4,
|
|
"events": 3,
|
|
"mean": 0.02919,
|
|
"eventMean": -0.01479,
|
|
"lower": -0.11195,
|
|
"upper": 0.08237,
|
|
"winRate": 0.33333
|
|
},
|
|
"validation": {
|
|
"attempts": 2,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0.32685,
|
|
"eventMean": 0.32685,
|
|
"lower": 0.32685,
|
|
"upper": 0.32685,
|
|
"winRate": 1
|
|
},
|
|
"holdout": {
|
|
"attempts": 37,
|
|
"markets": 16,
|
|
"events": 12,
|
|
"mean": -0.1043,
|
|
"eventMean": -0.20056,
|
|
"lower": -0.36521,
|
|
"upper": -0.03592,
|
|
"winRate": 0.48649
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 7,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": -0.24015,
|
|
"eventMean": -0.16531,
|
|
"lower": -0.33766,
|
|
"upper": 0.00704,
|
|
"winRate": 0.42857
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Crypto_longshot",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Crypto",
|
|
"band": "longshot",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 2,
|
|
"markets": 2,
|
|
"events": 1,
|
|
"mean": 0.10422,
|
|
"eventMean": 0.10422,
|
|
"lower": 0.10422,
|
|
"upper": 0.10422,
|
|
"winRate": 0.5
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 7,
|
|
"markets": 7,
|
|
"events": 6,
|
|
"mean": -0.6666,
|
|
"eventMean": -0.65577,
|
|
"lower": -0.78233,
|
|
"upper": -0.52921,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.92235,
|
|
"eventMean": -0.92235,
|
|
"lower": -0.92235,
|
|
"upper": -0.92235,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Crypto_lower-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Crypto",
|
|
"band": "lower-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 4,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.02924,
|
|
"eventMean": 0.06641,
|
|
"lower": -0.19186,
|
|
"upper": 0.32469,
|
|
"winRate": 0.25
|
|
},
|
|
"validation": {
|
|
"attempts": 2,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0.32685,
|
|
"eventMean": 0.32685,
|
|
"lower": 0.32685,
|
|
"upper": 0.32685,
|
|
"winRate": 1
|
|
},
|
|
"holdout": {
|
|
"attempts": 6,
|
|
"markets": 5,
|
|
"events": 5,
|
|
"mean": -0.20655,
|
|
"eventMean": -0.29907,
|
|
"lower": -0.6297,
|
|
"upper": 0.03157,
|
|
"winRate": 0.5
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.06054,
|
|
"eventMean": -0.06054,
|
|
"lower": -0.06054,
|
|
"upper": -0.06054,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Crypto_center",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Crypto",
|
|
"band": "center",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 2,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": -0.00526,
|
|
"eventMean": -0.00526,
|
|
"lower": -0.06375,
|
|
"upper": 0.05324,
|
|
"winRate": 0.5
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 5,
|
|
"markets": 5,
|
|
"events": 3,
|
|
"mean": 0.25647,
|
|
"eventMean": 0.27282,
|
|
"lower": -0.27405,
|
|
"upper": 0.81969,
|
|
"winRate": 0.6
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 2,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.27711,
|
|
"eventMean": -0.27711,
|
|
"lower": -0.27711,
|
|
"upper": -0.27711,
|
|
"winRate": 0.5
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Crypto_upper-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Crypto",
|
|
"band": "upper-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.05217,
|
|
"eventMean": -0.05217,
|
|
"lower": -0.05217,
|
|
"upper": -0.05217,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 8,
|
|
"markets": 4,
|
|
"events": 3,
|
|
"mean": 0.1525,
|
|
"eventMean": 0.1094,
|
|
"lower": -0.17649,
|
|
"upper": 0.39529,
|
|
"winRate": 0.75
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Crypto_favorite",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Crypto",
|
|
"band": "favorite",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 11,
|
|
"markets": 8,
|
|
"events": 6,
|
|
"mean": -0.04146,
|
|
"eventMean": -0.07565,
|
|
"lower": -0.25576,
|
|
"upper": 0.10446,
|
|
"winRate": 0.54545
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 3,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.04798,
|
|
"eventMean": -0.04798,
|
|
"lower": -0.04798,
|
|
"upper": -0.04798,
|
|
"winRate": 0.66667
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Economy_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Economy",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 25,
|
|
"markets": 9,
|
|
"events": 9,
|
|
"mean": 0.19744,
|
|
"eventMean": 0.14938,
|
|
"lower": -0.04749,
|
|
"upper": 0.34625,
|
|
"winRate": 0.72
|
|
},
|
|
"validation": {
|
|
"attempts": 5,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": -0.03942,
|
|
"eventMean": 0.03216,
|
|
"lower": -0.15493,
|
|
"upper": 0.21924,
|
|
"winRate": 0.4
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 21,
|
|
"markets": 5,
|
|
"events": 5,
|
|
"mean": -0.00434,
|
|
"eventMean": 0.05021,
|
|
"lower": -0.06745,
|
|
"upper": 0.16786,
|
|
"winRate": 0.47619
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Economy_longshot",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Economy",
|
|
"band": "longshot",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 7,
|
|
"markets": 6,
|
|
"events": 6,
|
|
"mean": 0.62418,
|
|
"eventMean": 0.59365,
|
|
"lower": 0.06456,
|
|
"upper": 1.12274,
|
|
"winRate": 0.85714
|
|
},
|
|
"validation": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 1
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 7,
|
|
"markets": 4,
|
|
"events": 4,
|
|
"mean": -0.1258,
|
|
"eventMean": -0.10077,
|
|
"lower": -0.48679,
|
|
"upper": 0.28526,
|
|
"winRate": 0.42857
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Economy_lower-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Economy",
|
|
"band": "lower-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 3,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.04037,
|
|
"eventMean": 0.04037,
|
|
"lower": -0.00001,
|
|
"upper": 0.08075,
|
|
"winRate": 0.66667
|
|
},
|
|
"validation": {
|
|
"attempts": 3,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": -0.0022,
|
|
"eventMean": 0.05916,
|
|
"lower": -0.24366,
|
|
"upper": 0.36198,
|
|
"winRate": 0.33333
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 3,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.09366,
|
|
"eventMean": 0.09366,
|
|
"lower": -0.26909,
|
|
"upper": 0.45642,
|
|
"winRate": 0.66667
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Economy_center",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Economy",
|
|
"band": "center",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 3,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": 0.07351,
|
|
"eventMean": -0.02214,
|
|
"lower": -0.49417,
|
|
"upper": 0.44989,
|
|
"winRate": 0.66667
|
|
},
|
|
"validation": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.19048,
|
|
"eventMean": -0.19048,
|
|
"lower": -0.19048,
|
|
"upper": -0.19048,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 3,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.05262,
|
|
"eventMean": 0.05262,
|
|
"lower": -0.14933,
|
|
"upper": 0.25458,
|
|
"winRate": 0.33333
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Economy_upper-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Economy",
|
|
"band": "upper-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 9,
|
|
"markets": 4,
|
|
"events": 4,
|
|
"mean": -0.00892,
|
|
"eventMean": -0.10227,
|
|
"lower": -0.28241,
|
|
"upper": 0.07787,
|
|
"winRate": 0.55556
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 7,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": 0.06862,
|
|
"eventMean": 0.06565,
|
|
"lower": -0.00937,
|
|
"upper": 0.14067,
|
|
"winRate": 0.57143
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Economy_favorite",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Economy",
|
|
"band": "favorite",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 3,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0.10181,
|
|
"eventMean": 0.10181,
|
|
"lower": 0.10181,
|
|
"upper": 0.10181,
|
|
"winRate": 1
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": -0.12963,
|
|
"eventMean": -0.12963,
|
|
"lower": -0.12963,
|
|
"upper": -0.12963,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Pop Culture_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Pop Culture",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0.09,
|
|
"eventMean": 0.09,
|
|
"lower": 0.09,
|
|
"upper": 0.09,
|
|
"winRate": 1
|
|
},
|
|
"validation": {
|
|
"attempts": 5,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": 0.11883,
|
|
"eventMean": 0.11352,
|
|
"lower": 0.06986,
|
|
"upper": 0.15718,
|
|
"winRate": 1
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Pop Culture_longshot",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Pop Culture",
|
|
"band": "longshot",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0.16667,
|
|
"eventMean": 0.16667,
|
|
"lower": 0.16667,
|
|
"upper": 0.16667,
|
|
"winRate": 1
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Pop Culture_lower-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Pop Culture",
|
|
"band": "lower-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0.2623,
|
|
"eventMean": 0.2623,
|
|
"lower": 0.2623,
|
|
"upper": 0.2623,
|
|
"winRate": 1
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Pop Culture_center",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Pop Culture",
|
|
"band": "center",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0.09,
|
|
"eventMean": 0.09,
|
|
"lower": 0.09,
|
|
"upper": 0.09,
|
|
"winRate": 1
|
|
},
|
|
"validation": {
|
|
"attempts": 1,
|
|
"markets": 1,
|
|
"events": 1,
|
|
"mean": 0.15789,
|
|
"eventMean": 0.15789,
|
|
"lower": 0.15789,
|
|
"upper": 0.15789,
|
|
"winRate": 1
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Pop Culture_upper-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Pop Culture",
|
|
"band": "upper-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 2,
|
|
"markets": 2,
|
|
"events": 2,
|
|
"mean": 0.00365,
|
|
"eventMean": 0.00365,
|
|
"lower": -0.00235,
|
|
"upper": 0.00965,
|
|
"winRate": 1
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Pop Culture_favorite",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Pop Culture",
|
|
"band": "favorite",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"validation": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"holdout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Other_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Other",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 97,
|
|
"markets": 32,
|
|
"events": 21,
|
|
"mean": 0.05238,
|
|
"eventMean": 0.02166,
|
|
"lower": -0.0319,
|
|
"upper": 0.07522,
|
|
"winRate": 0.52577
|
|
},
|
|
"validation": {
|
|
"attempts": 35,
|
|
"markets": 20,
|
|
"events": 15,
|
|
"mean": 0.03408,
|
|
"eventMean": 0.03291,
|
|
"lower": -0.07632,
|
|
"upper": 0.14214,
|
|
"winRate": 0.51429
|
|
},
|
|
"holdout": {
|
|
"attempts": 57,
|
|
"markets": 29,
|
|
"events": 26,
|
|
"mean": -0.02613,
|
|
"eventMean": -0.03749,
|
|
"lower": -0.1176,
|
|
"upper": 0.04261,
|
|
"winRate": 0.45614
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 79,
|
|
"markets": 19,
|
|
"events": 15,
|
|
"mean": 0.11715,
|
|
"eventMean": 0.00258,
|
|
"lower": -0.14573,
|
|
"upper": 0.15089,
|
|
"winRate": 0.59494
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Other_longshot",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Other",
|
|
"band": "longshot",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 19,
|
|
"markets": 13,
|
|
"events": 9,
|
|
"mean": 0.04148,
|
|
"eventMean": 0.08157,
|
|
"lower": -0.17045,
|
|
"upper": 0.33359,
|
|
"winRate": 0.52632
|
|
},
|
|
"validation": {
|
|
"attempts": 4,
|
|
"markets": 4,
|
|
"events": 4,
|
|
"mean": 0.32876,
|
|
"eventMean": 0.32876,
|
|
"lower": -0.53416,
|
|
"upper": 1.19167,
|
|
"winRate": 0.5
|
|
},
|
|
"holdout": {
|
|
"attempts": 15,
|
|
"markets": 11,
|
|
"events": 10,
|
|
"mean": -0.18389,
|
|
"eventMean": -0.19884,
|
|
"lower": -0.37651,
|
|
"upper": -0.02116,
|
|
"winRate": 0.26667
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 15,
|
|
"markets": 6,
|
|
"events": 6,
|
|
"mean": 0.32262,
|
|
"eventMean": 0.28669,
|
|
"lower": -0.00276,
|
|
"upper": 0.57614,
|
|
"winRate": 0.6
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Other_lower-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Other",
|
|
"band": "lower-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 34,
|
|
"markets": 18,
|
|
"events": 13,
|
|
"mean": 0.01371,
|
|
"eventMean": 0.02201,
|
|
"lower": -0.07162,
|
|
"upper": 0.11564,
|
|
"winRate": 0.44118
|
|
},
|
|
"validation": {
|
|
"attempts": 12,
|
|
"markets": 9,
|
|
"events": 9,
|
|
"mean": -0.0173,
|
|
"eventMean": 0.02334,
|
|
"lower": -0.1775,
|
|
"upper": 0.22418,
|
|
"winRate": 0.5
|
|
},
|
|
"holdout": {
|
|
"attempts": 15,
|
|
"markets": 10,
|
|
"events": 10,
|
|
"mean": -0.01113,
|
|
"eventMean": 0.01744,
|
|
"lower": -0.09926,
|
|
"upper": 0.13414,
|
|
"winRate": 0.46667
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 26,
|
|
"markets": 11,
|
|
"events": 9,
|
|
"mean": 0.07974,
|
|
"eventMean": 0.07,
|
|
"lower": -0.23836,
|
|
"upper": 0.37835,
|
|
"winRate": 0.69231
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Other_center",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Other",
|
|
"band": "center",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 17,
|
|
"markets": 7,
|
|
"events": 7,
|
|
"mean": 0.14899,
|
|
"eventMean": 0.15015,
|
|
"lower": 0.00992,
|
|
"upper": 0.29038,
|
|
"winRate": 0.64706
|
|
},
|
|
"validation": {
|
|
"attempts": 4,
|
|
"markets": 3,
|
|
"events": 3,
|
|
"mean": -0.02188,
|
|
"eventMean": -0.03347,
|
|
"lower": -0.18797,
|
|
"upper": 0.12103,
|
|
"winRate": 0.5
|
|
},
|
|
"holdout": {
|
|
"attempts": 9,
|
|
"markets": 7,
|
|
"events": 7,
|
|
"mean": 0.037,
|
|
"eventMean": -0.00466,
|
|
"lower": -0.13304,
|
|
"upper": 0.12371,
|
|
"winRate": 0.66667
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 13,
|
|
"markets": 6,
|
|
"events": 4,
|
|
"mean": 0.0675,
|
|
"eventMean": 0.09879,
|
|
"lower": -0.06606,
|
|
"upper": 0.26365,
|
|
"winRate": 0.38462
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Other_upper-mid",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Other",
|
|
"band": "upper-mid",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 18,
|
|
"markets": 13,
|
|
"events": 10,
|
|
"mean": 0.0491,
|
|
"eventMean": 0.05401,
|
|
"lower": -0.02415,
|
|
"upper": 0.13217,
|
|
"winRate": 0.55556
|
|
},
|
|
"validation": {
|
|
"attempts": 6,
|
|
"markets": 6,
|
|
"events": 6,
|
|
"mean": 0.03274,
|
|
"eventMean": 0.03274,
|
|
"lower": -0.04435,
|
|
"upper": 0.10982,
|
|
"winRate": 0.5
|
|
},
|
|
"holdout": {
|
|
"attempts": 13,
|
|
"markets": 11,
|
|
"events": 10,
|
|
"mean": 0.13183,
|
|
"eventMean": 0.07178,
|
|
"lower": -0.02992,
|
|
"upper": 0.17347,
|
|
"winRate": 0.61538
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 19,
|
|
"markets": 11,
|
|
"events": 9,
|
|
"mean": 0.06375,
|
|
"eventMean": 0.10034,
|
|
"lower": -0.01449,
|
|
"upper": 0.21517,
|
|
"winRate": 0.52632
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_contract_safe_v4_Other_favorite",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "Other",
|
|
"band": "favorite",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 9,
|
|
"markets": 5,
|
|
"events": 5,
|
|
"mean": 0.04557,
|
|
"eventMean": 0.0103,
|
|
"lower": -0.046,
|
|
"upper": 0.0666,
|
|
"winRate": 0.55556
|
|
},
|
|
"validation": {
|
|
"attempts": 9,
|
|
"markets": 8,
|
|
"events": 6,
|
|
"mean": -0.00263,
|
|
"eventMean": -0.011,
|
|
"lower": -0.15894,
|
|
"upper": 0.13694,
|
|
"winRate": 0.55556
|
|
},
|
|
"holdout": {
|
|
"attempts": 5,
|
|
"markets": 5,
|
|
"events": 5,
|
|
"mean": -0.12218,
|
|
"eventMean": -0.12218,
|
|
"lower": -0.26658,
|
|
"upper": 0.02222,
|
|
"winRate": 0.2
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 6,
|
|
"markets": 5,
|
|
"events": 5,
|
|
"mean": 0.04231,
|
|
"eventMean": 0.033,
|
|
"lower": -0.09176,
|
|
"upper": 0.15776,
|
|
"winRate": 0.83333
|
|
}
|
|
}
|
|
],
|
|
"exactPrimaryWinner24": {
|
|
"rule": {
|
|
"id": "fade_h24_w3_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h24_w3_m0.08_accelerating_v1",
|
|
"horizon": 24,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"train": {
|
|
"attempts": 232,
|
|
"markets": 84,
|
|
"events": 62,
|
|
"mean": 0.06283,
|
|
"eventMean": 0.06216,
|
|
"lower": 0.01532,
|
|
"upper": 0.109,
|
|
"winRate": 0.55172
|
|
},
|
|
"validation": {
|
|
"attempts": 164,
|
|
"markets": 78,
|
|
"events": 66,
|
|
"mean": 0.1326,
|
|
"eventMean": 0.14442,
|
|
"lower": 0.06116,
|
|
"upper": 0.22769,
|
|
"winRate": 0.57927
|
|
},
|
|
"holdout": {
|
|
"attempts": 206,
|
|
"markets": 100,
|
|
"events": 86,
|
|
"mean": 0.10532,
|
|
"eventMean": 0.06519,
|
|
"lower": -0.00089,
|
|
"upper": 0.13126,
|
|
"winRate": 0.6068
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 256,
|
|
"markets": 74,
|
|
"events": 61,
|
|
"mean": 0.08832,
|
|
"eventMean": 0.05647,
|
|
"lower": 0.00015,
|
|
"upper": 0.1128,
|
|
"winRate": 0.57813
|
|
}
|
|
},
|
|
"exactContractSafe24": {
|
|
"rule": {
|
|
"id": "fade_h24_w3_m0.08_accelerating_v1_contract_safe",
|
|
"baseId": "fade_h24_w3_m0.08_accelerating_v1",
|
|
"horizon": 24,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All",
|
|
"contractGate": "strategy4"
|
|
},
|
|
"train": {
|
|
"attempts": 178,
|
|
"markets": 63,
|
|
"events": 50,
|
|
"mean": 0.07724,
|
|
"eventMean": 0.08494,
|
|
"lower": 0.03096,
|
|
"upper": 0.13892,
|
|
"winRate": 0.57865
|
|
},
|
|
"validation": {
|
|
"attempts": 120,
|
|
"markets": 52,
|
|
"events": 46,
|
|
"mean": 0.11953,
|
|
"eventMean": 0.15355,
|
|
"lower": 0.0421,
|
|
"upper": 0.26501,
|
|
"winRate": 0.53333
|
|
},
|
|
"holdout": {
|
|
"attempts": 154,
|
|
"markets": 77,
|
|
"events": 68,
|
|
"mean": 0.0337,
|
|
"eventMean": 0.01774,
|
|
"lower": -0.05005,
|
|
"upper": 0.08553,
|
|
"winRate": 0.56494
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 151,
|
|
"markets": 48,
|
|
"events": 42,
|
|
"mean": 0.08685,
|
|
"eventMean": 0.08084,
|
|
"lower": 0.01851,
|
|
"upper": 0.14318,
|
|
"winRate": 0.62252
|
|
}
|
|
},
|
|
"candidates": [
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w1_m0.04_accelerating_v1_All_upper-mid",
|
|
"baseId": "fade_h24_w1_m0.04_accelerating_v1",
|
|
"horizon": 24,
|
|
"window": 1,
|
|
"minMove": 0.04,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "upper-mid"
|
|
},
|
|
"passesHoldout": true,
|
|
"passesEventHoldout": true,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 121,
|
|
"markets": 62,
|
|
"events": 49,
|
|
"mean": 0.0428,
|
|
"eventMean": 0.05239,
|
|
"lower": 0.01055,
|
|
"upper": 0.09423,
|
|
"winRate": 0.53719
|
|
},
|
|
"validation": {
|
|
"attempts": 79,
|
|
"markets": 47,
|
|
"events": 42,
|
|
"mean": 0.06279,
|
|
"eventMean": 0.06629,
|
|
"lower": 0.0268,
|
|
"upper": 0.10578,
|
|
"winRate": 0.51899
|
|
},
|
|
"holdout": {
|
|
"attempts": 87,
|
|
"markets": 56,
|
|
"events": 48,
|
|
"mean": 0.18882,
|
|
"eventMean": 0.15988,
|
|
"lower": 0.10657,
|
|
"upper": 0.21319,
|
|
"winRate": 0.83908
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 148,
|
|
"markets": 61,
|
|
"events": 51,
|
|
"mean": 0.07708,
|
|
"eventMean": 0.09609,
|
|
"lower": 0.05413,
|
|
"upper": 0.13805,
|
|
"winRate": 0.64865
|
|
},
|
|
"archive": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w1_m0.04_accelerating_v1_All_center",
|
|
"baseId": "fade_h24_w1_m0.04_accelerating_v1",
|
|
"horizon": 24,
|
|
"window": 1,
|
|
"minMove": 0.04,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "center"
|
|
},
|
|
"passesHoldout": true,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 85,
|
|
"markets": 39,
|
|
"events": 33,
|
|
"mean": 0.04713,
|
|
"eventMean": 0.0791,
|
|
"lower": 0.00374,
|
|
"upper": 0.15446,
|
|
"winRate": 0.47059
|
|
},
|
|
"validation": {
|
|
"attempts": 64,
|
|
"markets": 42,
|
|
"events": 38,
|
|
"mean": 0.05119,
|
|
"eventMean": 0.07434,
|
|
"lower": 0.02043,
|
|
"upper": 0.12824,
|
|
"winRate": 0.51563
|
|
},
|
|
"holdout": {
|
|
"attempts": 49,
|
|
"markets": 36,
|
|
"events": 31,
|
|
"mean": 0.25708,
|
|
"eventMean": 0.21962,
|
|
"lower": 0.09229,
|
|
"upper": 0.34694,
|
|
"winRate": 0.67347
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 69,
|
|
"markets": 30,
|
|
"events": 26,
|
|
"mean": 0.00269,
|
|
"eventMean": -0.01489,
|
|
"lower": -0.12253,
|
|
"upper": 0.09274,
|
|
"winRate": 0.52174
|
|
},
|
|
"archive": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w1_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h24_w1_m0.08_accelerating_v1",
|
|
"horizon": 24,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": true,
|
|
"passesEventHoldout": true,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 218,
|
|
"markets": 80,
|
|
"events": 58,
|
|
"mean": 0.09714,
|
|
"eventMean": 0.11192,
|
|
"lower": 0.04673,
|
|
"upper": 0.17712,
|
|
"winRate": 0.59633
|
|
},
|
|
"validation": {
|
|
"attempts": 146,
|
|
"markets": 74,
|
|
"events": 64,
|
|
"mean": 0.17963,
|
|
"eventMean": 0.17736,
|
|
"lower": 0.09416,
|
|
"upper": 0.26057,
|
|
"winRate": 0.64384
|
|
},
|
|
"holdout": {
|
|
"attempts": 203,
|
|
"markets": 98,
|
|
"events": 82,
|
|
"mean": 0.13677,
|
|
"eventMean": 0.08931,
|
|
"lower": 0.03119,
|
|
"upper": 0.14744,
|
|
"winRate": 0.62069
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 227,
|
|
"markets": 71,
|
|
"events": 59,
|
|
"mean": 0.11265,
|
|
"eventMean": 0.07705,
|
|
"lower": 0.02066,
|
|
"upper": 0.13343,
|
|
"winRate": 0.62996
|
|
},
|
|
"archive": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w6_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h24_w6_m0.08_accelerating_v1",
|
|
"horizon": 24,
|
|
"window": 6,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": true,
|
|
"passesEventHoldout": true,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 316,
|
|
"markets": 96,
|
|
"events": 73,
|
|
"mean": 0.0603,
|
|
"eventMean": 0.09429,
|
|
"lower": 0.03414,
|
|
"upper": 0.15443,
|
|
"winRate": 0.54114
|
|
},
|
|
"validation": {
|
|
"attempts": 188,
|
|
"markets": 86,
|
|
"events": 75,
|
|
"mean": 0.10799,
|
|
"eventMean": 0.12818,
|
|
"lower": 0.05377,
|
|
"upper": 0.20259,
|
|
"winRate": 0.57447
|
|
},
|
|
"holdout": {
|
|
"attempts": 241,
|
|
"markets": 114,
|
|
"events": 98,
|
|
"mean": 0.10497,
|
|
"eventMean": 0.07768,
|
|
"lower": 0.02387,
|
|
"upper": 0.13148,
|
|
"winRate": 0.60996
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 304,
|
|
"markets": 79,
|
|
"events": 65,
|
|
"mean": 0.08996,
|
|
"eventMean": 0.07666,
|
|
"lower": 0.01914,
|
|
"upper": 0.13418,
|
|
"winRate": 0.57566
|
|
},
|
|
"archive": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w1_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h12_w1_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": true,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 230,
|
|
"markets": 83,
|
|
"events": 60,
|
|
"mean": 0.08872,
|
|
"eventMean": 0.07804,
|
|
"lower": 0.01553,
|
|
"upper": 0.14055,
|
|
"winRate": 0.56087
|
|
},
|
|
"validation": {
|
|
"attempts": 159,
|
|
"markets": 78,
|
|
"events": 68,
|
|
"mean": 0.1364,
|
|
"eventMean": 0.11648,
|
|
"lower": 0.04611,
|
|
"upper": 0.18684,
|
|
"winRate": 0.58491
|
|
},
|
|
"holdout": {
|
|
"attempts": 228,
|
|
"markets": 110,
|
|
"events": 93,
|
|
"mean": 0.07928,
|
|
"eventMean": 0.04606,
|
|
"lower": 0.00172,
|
|
"upper": 0.09041,
|
|
"winRate": 0.55702
|
|
},
|
|
"eventHoldout": {
|
|
"attempts": 237,
|
|
"markets": 74,
|
|
"events": 62,
|
|
"mean": 0.08306,
|
|
"eventMean": 0.04351,
|
|
"lower": -0.00779,
|
|
"upper": 0.0948,
|
|
"winRate": 0.57384
|
|
},
|
|
"archive": {
|
|
"attempts": 0,
|
|
"markets": 0,
|
|
"events": 0,
|
|
"mean": 0,
|
|
"eventMean": 0,
|
|
"lower": 0,
|
|
"upper": 0,
|
|
"winRate": 0
|
|
}
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w3_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h24_w3_m0.08_accelerating_v1",
|
|
"horizon": 24,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 232,
|
|
"markets": 84,
|
|
"events": 62,
|
|
"mean": 0.06283,
|
|
"eventMean": 0.06216,
|
|
"lower": 0.01532,
|
|
"upper": 0.109,
|
|
"winRate": 0.55172
|
|
},
|
|
"validation": {
|
|
"attempts": 164,
|
|
"markets": 78,
|
|
"events": 66,
|
|
"mean": 0.1326,
|
|
"eventMean": 0.14442,
|
|
"lower": 0.06116,
|
|
"upper": 0.22769,
|
|
"winRate": 0.57927
|
|
},
|
|
"holdout": {
|
|
"attempts": 206,
|
|
"markets": 100,
|
|
"events": 86,
|
|
"mean": 0.10532,
|
|
"eventMean": 0.06519,
|
|
"lower": -0.00089,
|
|
"upper": 0.13126,
|
|
"winRate": 0.6068
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w1_m0.08_any_v1_All_All",
|
|
"baseId": "fade_h24_w1_m0.08_any_v1",
|
|
"horizon": 24,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "any",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 240,
|
|
"markets": 82,
|
|
"events": 60,
|
|
"mean": 0.08625,
|
|
"eventMean": 0.09991,
|
|
"lower": 0.03534,
|
|
"upper": 0.16449,
|
|
"winRate": 0.59583
|
|
},
|
|
"validation": {
|
|
"attempts": 166,
|
|
"markets": 78,
|
|
"events": 67,
|
|
"mean": 0.16457,
|
|
"eventMean": 0.1599,
|
|
"lower": 0.08073,
|
|
"upper": 0.23907,
|
|
"winRate": 0.62651
|
|
},
|
|
"holdout": {
|
|
"attempts": 237,
|
|
"markets": 103,
|
|
"events": 86,
|
|
"mean": 0.11234,
|
|
"eventMean": 0.05437,
|
|
"lower": -0.00338,
|
|
"upper": 0.11211,
|
|
"winRate": 0.58228
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w1_m0.08_aligned_v1_All_All",
|
|
"baseId": "fade_h24_w1_m0.08_aligned_v1",
|
|
"horizon": 24,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "aligned",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 240,
|
|
"markets": 82,
|
|
"events": 60,
|
|
"mean": 0.08625,
|
|
"eventMean": 0.09991,
|
|
"lower": 0.03534,
|
|
"upper": 0.16449,
|
|
"winRate": 0.59583
|
|
},
|
|
"validation": {
|
|
"attempts": 166,
|
|
"markets": 78,
|
|
"events": 67,
|
|
"mean": 0.16457,
|
|
"eventMean": 0.1599,
|
|
"lower": 0.08073,
|
|
"upper": 0.23907,
|
|
"winRate": 0.62651
|
|
},
|
|
"holdout": {
|
|
"attempts": 237,
|
|
"markets": 103,
|
|
"events": 86,
|
|
"mean": 0.11234,
|
|
"eventMean": 0.05437,
|
|
"lower": -0.00338,
|
|
"upper": 0.11211,
|
|
"winRate": 0.58228
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w6_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h12_w6_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 6,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 327,
|
|
"markets": 98,
|
|
"events": 74,
|
|
"mean": 0.07355,
|
|
"eventMean": 0.08797,
|
|
"lower": 0.03131,
|
|
"upper": 0.14463,
|
|
"winRate": 0.5107
|
|
},
|
|
"validation": {
|
|
"attempts": 203,
|
|
"markets": 91,
|
|
"events": 80,
|
|
"mean": 0.10138,
|
|
"eventMean": 0.08016,
|
|
"lower": 0.01831,
|
|
"upper": 0.14201,
|
|
"winRate": 0.5468
|
|
},
|
|
"holdout": {
|
|
"attempts": 280,
|
|
"markets": 132,
|
|
"events": 115,
|
|
"mean": 0.05207,
|
|
"eventMean": 0.0314,
|
|
"lower": -0.00907,
|
|
"upper": 0.07186,
|
|
"winRate": 0.53214
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h6_w1_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h6_w1_m0.08_accelerating_v1",
|
|
"horizon": 6,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 232,
|
|
"markets": 82,
|
|
"events": 60,
|
|
"mean": 0.05421,
|
|
"eventMean": 0.04167,
|
|
"lower": 0.00711,
|
|
"upper": 0.07624,
|
|
"winRate": 0.51724
|
|
},
|
|
"validation": {
|
|
"attempts": 162,
|
|
"markets": 79,
|
|
"events": 69,
|
|
"mean": 0.1473,
|
|
"eventMean": 0.0992,
|
|
"lower": 0.04649,
|
|
"upper": 0.15192,
|
|
"winRate": 0.60494
|
|
},
|
|
"holdout": {
|
|
"attempts": 250,
|
|
"markets": 125,
|
|
"events": 101,
|
|
"mean": 0.08119,
|
|
"eventMean": 0.02899,
|
|
"lower": -0.01074,
|
|
"upper": 0.06872,
|
|
"winRate": 0.572
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w6_m0.08_aligned_v1_All_All",
|
|
"baseId": "fade_h24_w6_m0.08_aligned_v1",
|
|
"horizon": 24,
|
|
"window": 6,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "aligned",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 415,
|
|
"markets": 105,
|
|
"events": 82,
|
|
"mean": 0.05066,
|
|
"eventMean": 0.07993,
|
|
"lower": 0.02426,
|
|
"upper": 0.13559,
|
|
"winRate": 0.51807
|
|
},
|
|
"validation": {
|
|
"attempts": 246,
|
|
"markets": 97,
|
|
"events": 84,
|
|
"mean": 0.09921,
|
|
"eventMean": 0.12128,
|
|
"lower": 0.05489,
|
|
"upper": 0.18766,
|
|
"winRate": 0.57724
|
|
},
|
|
"holdout": {
|
|
"attempts": 321,
|
|
"markets": 124,
|
|
"events": 105,
|
|
"mean": 0.067,
|
|
"eventMean": 0.03036,
|
|
"lower": -0.0174,
|
|
"upper": 0.07813,
|
|
"winRate": 0.56386
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w6_m0.08_aligned_v1_All_All",
|
|
"baseId": "fade_h12_w6_m0.08_aligned_v1",
|
|
"horizon": 12,
|
|
"window": 6,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "aligned",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 427,
|
|
"markets": 107,
|
|
"events": 83,
|
|
"mean": 0.05605,
|
|
"eventMean": 0.06024,
|
|
"lower": 0.01118,
|
|
"upper": 0.10931,
|
|
"winRate": 0.48712
|
|
},
|
|
"validation": {
|
|
"attempts": 266,
|
|
"markets": 103,
|
|
"events": 90,
|
|
"mean": 0.08959,
|
|
"eventMean": 0.08229,
|
|
"lower": 0.02763,
|
|
"upper": 0.13694,
|
|
"winRate": 0.54887
|
|
},
|
|
"holdout": {
|
|
"attempts": 375,
|
|
"markets": 142,
|
|
"events": 120,
|
|
"mean": 0.03622,
|
|
"eventMean": 0.01732,
|
|
"lower": -0.02123,
|
|
"upper": 0.05588,
|
|
"winRate": 0.50933
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w1_m0.04_accelerating_v1_All_All",
|
|
"baseId": "fade_h24_w1_m0.04_accelerating_v1",
|
|
"horizon": 24,
|
|
"window": 1,
|
|
"minMove": 0.04,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 529,
|
|
"markets": 119,
|
|
"events": 92,
|
|
"mean": 0.02861,
|
|
"eventMean": 0.03006,
|
|
"lower": 0.00291,
|
|
"upper": 0.05722,
|
|
"winRate": 0.51418
|
|
},
|
|
"validation": {
|
|
"attempts": 338,
|
|
"markets": 130,
|
|
"events": 109,
|
|
"mean": 0.06128,
|
|
"eventMean": 0.06282,
|
|
"lower": 0.0107,
|
|
"upper": 0.11494,
|
|
"winRate": 0.49704
|
|
},
|
|
"holdout": {
|
|
"attempts": 357,
|
|
"markets": 143,
|
|
"events": 122,
|
|
"mean": 0.06416,
|
|
"eventMean": 0.02131,
|
|
"lower": -0.02142,
|
|
"upper": 0.06403,
|
|
"winRate": 0.55182
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w1_m0.08_any_v1_All_All",
|
|
"baseId": "fade_h12_w1_m0.08_any_v1",
|
|
"horizon": 12,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "any",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 252,
|
|
"markets": 85,
|
|
"events": 62,
|
|
"mean": 0.07719,
|
|
"eventMean": 0.0656,
|
|
"lower": 0.00493,
|
|
"upper": 0.12628,
|
|
"winRate": 0.55952
|
|
},
|
|
"validation": {
|
|
"attempts": 179,
|
|
"markets": 82,
|
|
"events": 71,
|
|
"mean": 0.12303,
|
|
"eventMean": 0.09986,
|
|
"lower": 0.03299,
|
|
"upper": 0.16673,
|
|
"winRate": 0.56425
|
|
},
|
|
"holdout": {
|
|
"attempts": 263,
|
|
"markets": 115,
|
|
"events": 97,
|
|
"mean": 0.06873,
|
|
"eventMean": 0.02178,
|
|
"lower": -0.02251,
|
|
"upper": 0.06607,
|
|
"winRate": 0.53612
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w1_m0.08_aligned_v1_All_All",
|
|
"baseId": "fade_h12_w1_m0.08_aligned_v1",
|
|
"horizon": 12,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "aligned",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 252,
|
|
"markets": 85,
|
|
"events": 62,
|
|
"mean": 0.07719,
|
|
"eventMean": 0.0656,
|
|
"lower": 0.00493,
|
|
"upper": 0.12628,
|
|
"winRate": 0.55952
|
|
},
|
|
"validation": {
|
|
"attempts": 179,
|
|
"markets": 82,
|
|
"events": 71,
|
|
"mean": 0.12303,
|
|
"eventMean": 0.09986,
|
|
"lower": 0.03299,
|
|
"upper": 0.16673,
|
|
"winRate": 0.56425
|
|
},
|
|
"holdout": {
|
|
"attempts": 263,
|
|
"markets": 115,
|
|
"events": 97,
|
|
"mean": 0.06873,
|
|
"eventMean": 0.02178,
|
|
"lower": -0.02251,
|
|
"upper": 0.06607,
|
|
"winRate": 0.53612
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h24_w3_m0.08_aligned_v1_All_All",
|
|
"baseId": "fade_h24_w3_m0.08_aligned_v1",
|
|
"horizon": 24,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "aligned",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 319,
|
|
"markets": 93,
|
|
"events": 70,
|
|
"mean": 0.05467,
|
|
"eventMean": 0.04781,
|
|
"lower": 0.00399,
|
|
"upper": 0.09163,
|
|
"winRate": 0.53918
|
|
},
|
|
"validation": {
|
|
"attempts": 209,
|
|
"markets": 88,
|
|
"events": 75,
|
|
"mean": 0.11729,
|
|
"eventMean": 0.14313,
|
|
"lower": 0.07119,
|
|
"upper": 0.21507,
|
|
"winRate": 0.56938
|
|
},
|
|
"holdout": {
|
|
"attempts": 261,
|
|
"markets": 110,
|
|
"events": 94,
|
|
"mean": 0.07275,
|
|
"eventMean": 0.0376,
|
|
"lower": -0.02474,
|
|
"upper": 0.09994,
|
|
"winRate": 0.57088
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h6_w1_m0.08_any_v1_All_All",
|
|
"baseId": "fade_h6_w1_m0.08_any_v1",
|
|
"horizon": 6,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "any",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 254,
|
|
"markets": 84,
|
|
"events": 62,
|
|
"mean": 0.04413,
|
|
"eventMean": 0.03132,
|
|
"lower": 0.00127,
|
|
"upper": 0.06137,
|
|
"winRate": 0.5
|
|
},
|
|
"validation": {
|
|
"attempts": 182,
|
|
"markets": 83,
|
|
"events": 72,
|
|
"mean": 0.13516,
|
|
"eventMean": 0.08541,
|
|
"lower": 0.03599,
|
|
"upper": 0.13484,
|
|
"winRate": 0.58791
|
|
},
|
|
"holdout": {
|
|
"attempts": 285,
|
|
"markets": 129,
|
|
"events": 105,
|
|
"mean": 0.0696,
|
|
"eventMean": 0.01248,
|
|
"lower": -0.02766,
|
|
"upper": 0.05262,
|
|
"winRate": 0.55789
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h6_w1_m0.08_aligned_v1_All_All",
|
|
"baseId": "fade_h6_w1_m0.08_aligned_v1",
|
|
"horizon": 6,
|
|
"window": 1,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "aligned",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 254,
|
|
"markets": 84,
|
|
"events": 62,
|
|
"mean": 0.04413,
|
|
"eventMean": 0.03132,
|
|
"lower": 0.00127,
|
|
"upper": 0.06137,
|
|
"winRate": 0.5
|
|
},
|
|
"validation": {
|
|
"attempts": 182,
|
|
"markets": 83,
|
|
"events": 72,
|
|
"mean": 0.13516,
|
|
"eventMean": 0.08541,
|
|
"lower": 0.03599,
|
|
"upper": 0.13484,
|
|
"winRate": 0.58791
|
|
},
|
|
"holdout": {
|
|
"attempts": 285,
|
|
"markets": 129,
|
|
"events": 105,
|
|
"mean": 0.0696,
|
|
"eventMean": 0.01248,
|
|
"lower": -0.02766,
|
|
"upper": 0.05262,
|
|
"winRate": 0.55789
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
},
|
|
{
|
|
"rule": {
|
|
"id": "fade_h12_w3_m0.08_accelerating_v1_All_All",
|
|
"baseId": "fade_h12_w3_m0.08_accelerating_v1",
|
|
"horizon": 12,
|
|
"window": 3,
|
|
"minMove": 0.08,
|
|
"direction": "fade",
|
|
"confirmation": "accelerating",
|
|
"maxVol": 1,
|
|
"category": "All",
|
|
"band": "All"
|
|
},
|
|
"passesHoldout": false,
|
|
"passesEventHoldout": false,
|
|
"passesArchive": false,
|
|
"train": {
|
|
"attempts": 244,
|
|
"markets": 86,
|
|
"events": 63,
|
|
"mean": 0.07276,
|
|
"eventMean": 0.05241,
|
|
"lower": 0.00652,
|
|
"upper": 0.0983,
|
|
"winRate": 0.52459
|
|
},
|
|
"validation": {
|
|
"attempts": 174,
|
|
"markets": 83,
|
|
"events": 71,
|
|
"mean": 0.11573,
|
|
"eventMean": 0.09823,
|
|
"lower": 0.03254,
|
|
"upper": 0.16393,
|
|
"winRate": 0.55172
|
|
},
|
|
"holdout": {
|
|
"attempts": 236,
|
|
"markets": 115,
|
|
"events": 100,
|
|
"mean": 0.04282,
|
|
"eventMean": 0.00099,
|
|
"lower": -0.04804,
|
|
"upper": 0.05002,
|
|
"winRate": 0.52542
|
|
},
|
|
"eventHoldout": null,
|
|
"archive": null
|
|
}
|
|
]
|
|
}
|