G5-taker is DECISIVE; maker is φ-weighted reported-only; G1/G3/G4 are gates; accuracy is diagnostic (Amendment 2). G2 (CI excludes baseline) is subsumed in the G5 pass condition (CI-low > floor -0.00055). Calibration is OUT-OF-SAMPLE: fold-1 via its own leading-20% burn-in (D6), folds 2-6 via pooled prior folds; fold-1 burn-in excluded from p*/G5-floor/G4 (B3). Selector filter = G1 & G2 & G3 & G4 & taker-G5.
- xgboost: device =
cpu— probe {'available': True, 'gpu_self_identical': True, 'gpu_cpu_identical': False} - lightgbm: device =
cpu— probe {'available': False, 'reason': 'LightGBMError'} - random_forest: device =
cpu(always, sklearn)
GPU is admitted only where GPU==GPU AND GPU==CPU bit-identity holds under seed 17 (so a CPU re-run reproduces the numbers). Where it does not, CPU is used — determinism outranks speed. All fits ran CPU, BLAS pinned to 1 thread/worker, thread-pool parallel (never single-worker).
| h | taker mean | taker CI-low | maker mean | maker CI-low | n |
|---|---|---|---|---|---|
| 8 | -0.00085 | -0.00137 | -0.00034 | -0.00070 | 5,030 |
| 16 | -0.00060 | -0.00159 | -0.00016 | -0.00086 | 2,515 |
| 24 | -0.00036 | -0.00192 | +0.00001 | -0.00108 | 1,676 |
| 48 | +0.00039 | -0.00303 | +0.00053 | -0.00186 | 838 |
| model | h | w | hp | p* | G1pp | G3 | G4 | +f/inf | G5 | mean_net | CI-low | trades | maker_net | drift Δ | driftCI-low | PASS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| lightgbm | 8 | balanced | d3 | n200 | lr0.05 | 0.56 | -0.16 | N | N | 1/1 | pass | +3.38e-03 | +7.51e-04 | 342 | +2.63e-03 | +0.00e+00 |
| lightgbm | 8 | balanced | d3 | n200 | lr0.1 | 0.56 | -0.53 | N | N | 1/2 | pass | +3.39e-03 | -1.99e-04 | 243 | +2.63e-03 | +1.04e-04 |
| lightgbm | 8 | balanced | d3 | n500 | lr0.05 | 0.54 | -0.52 | N | N | 2/2 | fail | +1.65e-03 | -8.74e-04 | 393 | +1.41e-03 | +2.70e-04 |
| lightgbm | 8 | balanced | d3 | n500 | lr0.1 | 0.54 | -0.72 | N | N | 2/2 | fail | +1.62e-03 | -1.73e-03 | 271 | +1.39e-03 | +1.31e-04 |
| lightgbm | 8 | balanced | d5 | n200 | lr0.05 | 0.56 | -0.14 | N | N | 1/2 | pass | +5.21e-03 | +1.58e-03 | 270 | +3.91e-03 | +1.91e-03 |
| lightgbm | 8 | balanced | d5 | n200 | lr0.1 | 0.58 | -0.56 | N | N | 1/1 | fail | +6.34e-04 | -3.23e-03 | 220 | +7.03e-04 | -7.30e-05 |
| lightgbm | 8 | balanced | d5 | n500 | lr0.05 | 0.54 | -0.29 | N | N | 2/2 | pass | +3.18e-03 | +6.65e-04 | 326 | +2.49e-03 | +5.03e-04 |
| lightgbm | 8 | balanced | d5 | n500 | lr0.1 | 0.56 | -0.17 | N | N | 1/1 | fail | +1.28e-03 | -1.92e-03 | 299 | +1.15e-03 | +0.00e+00 |
| lightgbm | 8 | balanced | d7 | n200 | lr0.05 | 0.54 | +0.07 | N | N | 1/1 | fail | +1.14e-03 | -1.53e-03 | 380 | +1.05e-03 | +1.16e-03 |
| lightgbm | 8 | balanced | d7 | n200 | lr0.1 | 0.54 | -0.39 | N | N | 1/2 | fail | +1.97e-03 | -1.11e-03 | 347 | +1.64e-03 | +7.02e-04 |
| lightgbm | 8 | balanced | d7 | n500 | lr0.05 | 0.54 | -0.08 | N | N | 1/2 | fail | +1.95e-04 | -2.74e-03 | 390 | +3.95e-04 | +1.64e-04 |
| lightgbm | 8 | balanced | d7 | n500 | lr0.1 | 0.52 | -0.43 | N | N | 2/3 | fail | +1.82e-03 | -1.27e-03 | 281 | +1.53e-03 | +5.04e-04 |
| lightgbm | 8 | none | d3 | n200 | lr0.05 | 0.50 | +1.17 | N | N | 2/3 | pass | +1.98e-03 | -5.17e-05 | 582 | +1.64e-03 | +2.31e-04 |
| lightgbm | 8 | none | d3 | n200 | lr0.1 | 0.56 | +0.88 | N | N | 1/2 | fail | +1.97e-03 | -1.10e-03 | 306 | +1.64e-03 | -3.11e-04 |
| lightgbm | 8 | none | d3 | n500 | lr0.05 | 0.50 | +1.07 | N | N | 1/3 | fail | +7.52e-04 | -1.19e-03 | 626 | +7.86e-04 | +0.00e+00 |
| lightgbm | 8 | none | d3 | n500 | lr0.1 | 0.56 | +0.99 | N | N | 1/1 | fail | +2.32e-03 | -7.10e-04 | 277 | +1.88e-03 | +0.00e+00 |
| lightgbm | 8 | none | d5 | n200 | lr0.05 | 0.52 | +0.98 | N | N | 2/3 | fail | +1.43e-03 | -1.09e-03 | 449 | +1.26e-03 | +1.68e-04 |
| lightgbm | 8 | none | d5 | n200 | lr0.1 | 0.52 | +0.62 | N | N | 2/3 | fail | +2.66e-04 | -2.60e-03 | 360 | +4.45e-04 | -8.35e-05 |
| lightgbm | 8 | none | d5 | n500 | lr0.05 | 0.54 | +0.91 | N | N | 2/2 | fail | +6.89e-04 | -2.30e-03 | 345 | +7.42e-04 | +1.87e-05 |
| lightgbm | 8 | none | d5 | n500 | lr0.1 | 0.54 | +0.55 | N | N | 1/1 | pass | +3.33e-03 | -4.25e-04 | 205 | +2.59e-03 | +0.00e+00 |
| lightgbm | 8 | none | d7 | n200 | lr0.05 | 0.52 | +0.65 | N | N | 2/3 | fail | +2.82e-04 | -1.96e-03 | 516 | +4.57e-04 | +1.49e-05 |
| lightgbm | 8 | none | d7 | n200 | lr0.1 | 0.52 | +0.74 | N | N | 2/3 | fail | +1.91e-03 | -9.20e-04 | 483 | +1.60e-03 | +1.18e-03 |
| lightgbm | 8 | none | d7 | n500 | lr0.05 | 0.50 | +0.59 | N | N | 1/3 | fail | +1.20e-03 | -5.69e-04 | 812 | +1.10e-03 | +5.00e-04 |
| lightgbm | 8 | none | d7 | n500 | lr0.1 | 0.52 | +0.48 | N | N | 1/2 | fail | +1.48e-03 | -1.50e-03 | 342 | +1.29e-03 | -2.13e-04 |
| random_forest | 8 | balanced | d3 | n200 | 0.54 | +0.77 | N | N | 1/2 | fail | +3.39e-04 | -2.59e-03 | 283 | +4.96e-04 | -6.46e-04 | -2.23e-03 |
| random_forest | 8 | balanced | d3 | n500 | 0.56 | +0.89 | N | N | 2/2 | pass | +4.36e-03 | +1.33e-03 | 228 | +3.31e-03 | +6.24e-04 | -8.87e-04 |
| random_forest | 8 | balanced | d5 | n200 | 0.52 | +0.79 | N | N | 1/3 | fail | +7.83e-04 | -1.23e-03 | 602 | +8.07e-04 | -2.17e-04 | -1.04e-03 |
| random_forest | 8 | balanced | d5 | n500 | 0.56 | +0.75 | N | N | 2/2 | fail | +2.66e-03 | -9.18e-04 | 206 | +2.12e-03 | -3.44e-04 | -1.42e-03 |
| random_forest | 8 | balanced | d7 | n200 | 0.56 | +0.54 | N | N | 2/2 | fail | +2.59e-03 | -1.08e-03 | 227 | +2.07e-03 | -2.69e-05 | -5.31e-04 |
| random_forest | 8 | balanced | d7 | n500 | 0.54 | +0.95 | N | N | 2/3 | fail | +1.09e-03 | -1.72e-03 | 313 | +1.02e-03 | -2.62e-04 | -2.40e-03 |
| random_forest | 8 | none | d3 | n200 | 0.66 | -0.20 | N | N | 2/2 | fail | +1.64e-03 | -1.27e-03 | 302 | +1.41e-03 | -2.24e-04 | -1.14e-03 |
| random_forest | 8 | none | d3 | n500 | 0.66 | -0.19 | N | N | 2/2 | pass | +2.64e-03 | -2.56e-04 | 287 | +2.11e-03 | -1.79e-04 | -1.14e-03 |
| random_forest | 8 | none | d5 | n200 | 0.62 | +0.43 | N | N | 2/2 | fail | +2.01e-03 | -1.48e-03 | 244 | +1.67e-03 | +0.00e+00 | +0.00e+00 |
| random_forest | 8 | none | d5 | n500 | 0.48 | +0.43 | N | N | 1/3 | fail | -2.01e-04 | -1.47e-03 | 1309 | +1.18e-04 | -7.81e-05 | -4.88e-04 |
| random_forest | 8 | none | d7 | n200 | 0.60 | +0.59 | N | N | 2/2 | fail | +1.70e-03 | -1.57e-03 | 202 | +1.45e-03 | -2.25e-04 | -2.27e-03 |
| random_forest | 8 | none | d7 | n500 | 0.56 | +0.70 | N | N | 2/2 | pass | +2.56e-03 | -3.58e-04 | 242 | +2.05e-03 | +4.13e-04 | +0.00e+00 |
| xgboost | 8 | balanced | d3 | n200 | lr0.05 | 0.54 | +0.03 | N | N | 2/2 | fail | +1.09e-03 | -2.73e-03 | 268 | +1.02e-03 | -1.35e-03 |
| xgboost | 8 | balanced | d3 | n200 | lr0.1 | 0.50 | -0.35 | N | N | 3/3 | fail | +1.14e-03 | -6.68e-04 | 714 | +1.05e-03 | -5.11e-04 |
| xgboost | 8 | balanced | d3 | n500 | lr0.05 | 0.52 | -0.23 | N | N | 1/1 | fail | +1.08e-03 | -1.49e-03 | 395 | +1.01e-03 | -6.15e-04 |
| xgboost | 8 | balanced | d3 | n500 | lr0.1 | 0.56 | -0.57 | N | N | 1/1 | fail | +1.66e-03 | -7.71e-04 | 305 | +1.42e-03 | -5.89e-04 |
| xgboost | 8 | balanced | d5 | n200 | lr0.05 | 0.50 | +0.04 | N | N | 2/3 | fail | +1.04e-03 | -9.53e-04 | 703 | +9.90e-04 | +6.69e-04 |
| xgboost | 8 | balanced | d5 | n200 | lr0.1 | 0.50 | -0.12 | N | N | 2/3 | fail | +5.13e-04 | -1.44e-03 | 728 | +6.18e-04 | -4.51e-04 |
| xgboost | 8 | balanced | d5 | n500 | lr0.05 | 0.54 | -0.23 | N | N | 1/1 | fail | +1.03e-03 | -2.01e-03 | 319 | +9.79e-04 | -3.34e-04 |
| xgboost | 8 | balanced | d5 | n500 | lr0.1 | 0.58 | -0.52 | N | N | 1/1 | fail | +2.36e-03 | -9.15e-04 | 230 | +1.91e-03 | +9.97e-04 |
| xgboost | 8 | balanced | d7 | n200 | lr0.05 | 0.54 | -0.30 | N | N | 1/1 | fail | +1.16e-03 | -1.11e-03 | 487 | +1.07e-03 | +2.06e-04 |
| xgboost | 8 | balanced | d7 | n200 | lr0.1 | 0.58 | -0.46 | N | N | 1/1 | fail | +2.81e-03 | -7.13e-04 | 274 | +2.23e-03 | +6.87e-04 |
| xgboost | 8 | balanced | d7 | n500 | lr0.05 | 0.54 | -0.33 | N | N | 2/2 | fail | +1.12e-03 | -1.60e-03 | 434 | +1.04e-03 | +5.23e-04 |
| xgboost | 8 | balanced | d7 | n500 | lr0.1 | 0.54 | -0.19 | N | N | 1/2 | fail | +1.45e-03 | -1.44e-03 | 359 | +1.27e-03 | +0.00e+00 |
| xgboost | 8 | none | d3 | n200 | lr0.05 | 0.56 | +1.10 | N | N | 2/2 | fail | +1.95e-03 | -7.01e-04 | 411 | +1.62e-03 | +7.77e-06 |
| xgboost | 8 | none | d3 | n200 | lr0.1 | 0.58 | +0.89 | N | N | 1/1 | pass | +4.75e-03 | +8.96e-04 | 213 | +3.58e-03 | +2.13e-03 |
| xgboost | 8 | none | d3 | n500 | lr0.05 | 0.52 | +0.70 | N | N | 3/3 | fail | +1.20e-03 | -1.36e-03 | 474 | +1.10e-03 | -3.37e-04 |
| xgboost | 8 | none | d3 | n500 | lr0.1 | 0.50 | +0.79 | N | N | 1/3 | fail | -8.80e-05 | -1.94e-03 | 655 | +1.97e-04 | -5.97e-04 |
| xgboost | 8 | none | d5 | n200 | lr0.05 | 0.50 | +0.46 | N | N | 1/2 | fail | -5.07e-04 | -2.54e-03 | 683 | -9.60e-05 | -6.54e-04 |
| xgboost | 8 | none | d5 | n200 | lr0.1 | 0.52 | +0.48 | N | N | 1/2 | fail | +1.02e-03 | -1.46e-03 | 447 | +9.73e-04 | +8.73e-04 |
| xgboost | 8 | none | d5 | n500 | lr0.05 | 0.52 | +0.55 | N | N | 0/2 | fail | +7.52e-05 | -2.39e-03 | 481 | +3.12e-04 | -6.48e-04 |
| xgboost | 8 | none | d5 | n500 | lr0.1 | 0.54 | +0.36 | N | N | 0/1 | fail | +4.87e-04 | -2.64e-03 | 388 | +6.00e-04 | +2.94e-04 |
| xgboost | 8 | none | d7 | n200 | lr0.05 | 0.54 | +0.24 | N | N | 2/2 | fail | +1.98e-03 | -5.64e-04 | 431 | +1.65e-03 | +7.01e-04 |
| xgboost | 8 | none | d7 | n200 | lr0.1 | 0.48 | +0.30 | N | N | 1/3 | fail | -2.15e-04 | -1.78e-03 | 781 | +1.09e-04 | -7.78e-06 |
| xgboost | 8 | none | d7 | n500 | lr0.05 | 0.54 | +0.13 | N | N | 0/2 | fail | +2.02e-04 | -2.31e-03 | 468 | +4.00e-04 | -1.11e-03 |
| xgboost | 8 | none | d7 | n500 | lr0.1 | 0.52 | +0.09 | N | N | 3/3 | fail | +8.62e-04 | -1.34e-03 | 617 | +8.62e-04 | +4.13e-05 |
| lightgbm | 16 | balanced | d3 | n200 | lr0.05 | 0.54 | -2.27 | N | N | 2/2 | fail | +1.57e-03 | -1.54e-03 | 527 | +1.36e-03 | +6.04e-05 |
| lightgbm | 16 | balanced | d3 | n200 | lr0.1 | 0.54 | -2.84 | N | N | 1/1 | fail | +1.34e-03 | -3.14e-03 | 366 | +1.20e-03 | +0.00e+00 |
| lightgbm | 16 | balanced | d3 | n500 | lr0.05 | 0.54 | -2.81 | N | N | 2/2 | fail | +7.96e-04 | -2.36e-03 | 512 | +8.16e-04 | +0.00e+00 |
| lightgbm | 16 | balanced | d3 | n500 | lr0.1 | 0.54 | -2.89 | N | N | 1/1 | fail | +1.66e-03 | -2.68e-03 | 330 | +1.42e-03 | +0.00e+00 |
| lightgbm | 16 | balanced | d5 | n200 | lr0.05 | 0.54 | -2.27 | N | N | 1/1 | fail | +7.22e-04 | -3.11e-03 | 352 | +7.64e-04 | +0.00e+00 |
| lightgbm | 16 | balanced | d5 | n200 | lr0.1 | 0.56 | -2.76 | N | N | 1/1 | pass | +5.72e-03 | +6.16e-04 | 209 | +4.26e-03 | +0.00e+00 |
| lightgbm | 16 | balanced | d5 | n500 | lr0.05 | 0.54 | -3.26 | N | N | 2/2 | fail | +2.49e-03 | -1.69e-03 | 382 | +2.00e-03 | +6.28e-04 |
| lightgbm | 16 | balanced | d5 | n500 | lr0.1 | 0.54 | -3.22 | N | N | 2/2 | fail | +1.66e-03 | -1.80e-03 | 405 | +1.42e-03 | -6.97e-05 |
| lightgbm | 16 | balanced | d7 | n200 | lr0.05 | 0.52 | -2.22 | N | N | 2/2 | fail | +1.76e-03 | -2.15e-03 | 383 | +1.49e-03 | -8.12e-05 |
| lightgbm | 16 | balanced | d7 | n200 | lr0.1 | 0.56 | -2.79 | N | N | 1/1 | fail | +4.00e-03 | -1.43e-03 | 241 | +3.06e-03 | +8.55e-04 |
| lightgbm | 16 | balanced | d7 | n500 | lr0.05 | 0.54 | -2.36 | N | N | 1/1 | fail | +1.81e-03 | -2.32e-03 | 364 | +1.53e-03 | -5.15e-04 |
| lightgbm | 16 | balanced | d7 | n500 | lr0.1 | 0.54 | -3.06 | N | N | 1/1 | fail | +2.80e-03 | -1.48e-03 | 302 | +2.22e-03 | +4.84e-04 |
| lightgbm | 16 | none | d3 | n200 | lr0.05 | 0.54 | -0.84 | N | N | 1/1 | fail | +3.01e-04 | -3.57e-03 | 369 | +4.70e-04 | -5.04e-05 |
| lightgbm | 16 | none | d3 | n200 | lr0.1 | 0.54 | -0.99 | N | N | 1/1 | fail | +3.92e-04 | -3.40e-03 | 369 | +5.33e-04 | +0.00e+00 |
| lightgbm | 16 | none | d3 | n500 | lr0.05 | 0.54 | -0.89 | N | N | 1/1 | fail | +6.93e-04 | -3.44e-03 | 366 | +7.44e-04 | -4.79e-06 |
| lightgbm | 16 | none | d3 | n500 | lr0.1 | 0.54 | -1.06 | N | N | 1/1 | fail | +5.23e-04 | -3.21e-03 | 390 | +6.25e-04 | +0.00e+00 |
| lightgbm | 16 | none | d5 | n200 | lr0.05 | 0.54 | -0.98 | N | N | 3/3 | fail | +2.82e-03 | -7.26e-04 | 365 | +2.23e-03 | +1.01e-03 |
| lightgbm | 16 | none | d5 | n200 | lr0.1 | 0.54 | -0.93 | N | N | 2/3 | fail | +3.04e-03 | -5.95e-04 | 336 | +2.39e-03 | +0.00e+00 |
| lightgbm | 16 | none | d5 | n500 | lr0.05 | 0.54 | -1.34 | N | N | 3/3 | fail | +1.87e-03 | -2.34e-03 | 390 | +1.57e-03 | -2.31e-04 |
| lightgbm | 16 | none | d5 | n500 | lr0.1 | 0.54 | -1.45 | N | N | 1/1 | fail | +1.60e-03 | -2.33e-03 | 396 | +1.38e-03 | -1.20e-04 |
| lightgbm | 16 | none | d7 | n200 | lr0.05 | 0.56 | -1.29 | N | N | 1/2 | pass | +4.69e-03 | +5.31e-04 | 269 | +3.54e-03 | +7.03e-04 |
| lightgbm | 16 | none | d7 | n200 | lr0.1 | 0.54 | -1.50 | N | N | 1/1 | fail | +2.62e-03 | -1.47e-03 | 333 | +2.09e-03 | +1.12e-04 |
| lightgbm | 16 | none | d7 | n500 | lr0.05 | 0.54 | -1.44 | N | N | 3/3 | fail | +8.86e-04 | -2.84e-03 | 373 | +8.79e-04 | +0.00e+00 |
| lightgbm | 16 | none | d7 | n500 | lr0.1 | 0.54 | -1.37 | N | N | 1/1 | fail | +1.81e-03 | -2.26e-03 | 366 | +1.53e-03 | +2.34e-04 |
| random_forest | 16 | balanced | d3 | n200 | 0.54 | -1.48 | N | N | 1/1 | fail | +2.91e-03 | -1.06e-03 | 331 | +2.29e-03 | +1.53e-03 | +2.09e-04 |
| random_forest | 16 | balanced | d3 | n500 | 0.54 | -1.19 | N | N | 1/1 | fail | +2.43e-03 | -1.76e-03 | 297 | +1.96e-03 | +3.20e-04 | -1.06e-03 |
| random_forest | 16 | balanced | d5 | n200 | 0.54 | -1.40 | N | N | 1/1 | fail | +3.38e-03 | -8.86e-04 | 262 | +2.63e-03 | +0.00e+00 | +0.00e+00 |
| random_forest | 16 | balanced | d5 | n500 | 0.54 | -1.33 | N | N | 1/1 | fail | +1.42e-03 | -3.11e-03 | 275 | +1.25e-03 | +2.43e-05 | +0.00e+00 |
| random_forest | 16 | balanced | d7 | n200 | 0.56 | -1.32 | N | N | 1/1 | fail | +3.46e-03 | -1.51e-03 | 258 | +2.68e-03 | +1.32e-03 | -6.20e-04 |
| random_forest | 16 | balanced | d7 | n500 | 0.56 | -1.17 | N | N | 1/1 | pass | +6.11e-03 | +1.01e-03 | 258 | +4.53e-03 | +1.49e-03 | -9.60e-04 |
| random_forest | 16 | none | d3 | n200 | 0.56 | -1.11 | N | N | 2/2 | fail | +3.20e-03 | -1.14e-03 | 231 | +2.50e-03 | -2.72e-05 | -8.17e-05 |
| random_forest | 16 | none | d3 | n500 | 0.56 | -0.29 | N | N | 1/1 | pass | +6.49e-03 | +1.31e-03 | 215 | +4.80e-03 | +2.34e-03 | +5.18e-04 |
| random_forest | 16 | none | d5 | n200 | 0.48 | -0.47 | N | N | 2/3 | fail | +3.24e-04 | -2.17e-03 | 813 | +4.86e-04 | +6.76e-04 | -1.14e-05 |
| random_forest | 16 | none | d5 | n500 | 0.56 | -0.86 | N | N | 1/2 | fail | +3.09e-03 | -2.24e-03 | 215 | +2.42e-03 | +3.66e-04 | -4.61e-04 |
| random_forest | 16 | none | d7 | n200 | 0.54 | -1.17 | N | N | 1/2 | fail | +4.62e-04 | -1.93e-03 | 724 | +5.82e-04 | +1.73e-04 | -1.86e-04 |
| random_forest | 16 | none | d7 | n500 | 0.50 | -1.06 | N | N | 1/3 | fail | -1.90e-04 | -2.41e-03 | 811 | +1.26e-04 | +2.12e-04 | -5.88e-05 |
| xgboost | 16 | balanced | d3 | n200 | lr0.05 | 0.54 | -2.03 | N | N | 1/2 | fail | +8.84e-04 | -2.08e-03 | 588 | +8.78e-04 | +7.30e-04 |
| xgboost | 16 | balanced | d3 | n200 | lr0.1 | 0.54 | -2.50 | N | N | 1/2 | fail | +1.35e-03 | -1.86e-03 | 564 | +1.20e-03 | +7.69e-04 |
| xgboost | 16 | balanced | d3 | n500 | lr0.05 | 0.52 | -2.60 | N | N | 1/2 | fail | +5.32e-04 | -2.88e-03 | 481 | +6.31e-04 | -3.49e-05 |
| xgboost | 16 | balanced | d3 | n500 | lr0.1 | 0.52 | -3.08 | N | N | 2/2 | fail | +1.50e-03 | -1.75e-03 | 544 | +1.31e-03 | +4.29e-04 |
| xgboost | 16 | balanced | d5 | n200 | lr0.05 | 0.54 | -2.12 | N | N | 2/2 | fail | +1.22e-03 | -2.71e-03 | 401 | +1.11e-03 | +1.97e-04 |
| xgboost | 16 | balanced | d5 | n200 | lr0.1 | 0.56 | -2.51 | N | N | 1/2 | fail | +3.56e-03 | -7.19e-04 | 333 | +2.75e-03 | +7.42e-04 |
| xgboost | 16 | balanced | d5 | n500 | lr0.05 | 0.56 | -2.45 | N | N | 2/2 | pass | +7.04e-03 | +2.63e-03 | 240 | +5.19e-03 | +1.86e-04 |
| xgboost | 16 | balanced | d5 | n500 | lr0.1 | 0.54 | -2.89 | N | N | 2/3 | fail | +1.02e-03 | -2.12e-03 | 469 | +9.75e-04 | -3.54e-05 |
| xgboost | 16 | balanced | d7 | n200 | lr0.05 | 0.56 | -2.22 | N | N | 2/2 | pass | +4.56e-03 | +1.13e-03 | 298 | +3.45e-03 | +1.01e-03 |
| xgboost | 16 | balanced | d7 | n200 | lr0.1 | 0.54 | -2.40 | N | N | 1/3 | fail | +2.42e-03 | -1.04e-03 | 464 | +1.96e-03 | +1.70e-04 |
| xgboost | 16 | balanced | d7 | n500 | lr0.05 | 0.56 | -2.43 | N | N | 2/2 | fail | +2.30e-03 | -2.20e-03 | 311 | +1.87e-03 | +2.11e-04 |
| xgboost | 16 | balanced | d7 | n500 | lr0.1 | 0.54 | -2.32 | N | N | 2/2 | pass | +3.98e-03 | -5.35e-05 | 332 | +3.05e-03 | -2.06e-04 |
| xgboost | 16 | none | d3 | n200 | lr0.05 | 0.54 | -1.09 | N | N | 2/2 | fail | +1.82e-03 | -2.08e-03 | 432 | +1.54e-03 | +4.62e-05 |
| xgboost | 16 | none | d3 | n200 | lr0.1 | 0.54 | -1.01 | N | N | 1/1 | fail | +1.37e-03 | -2.92e-03 | 368 | +1.22e-03 | -3.70e-05 |
| xgboost | 16 | none | d3 | n500 | lr0.05 | 0.54 | -1.00 | N | N | 1/1 | fail | +7.60e-04 | -3.18e-03 | 369 | +7.91e-04 | -6.09e-06 |
| xgboost | 16 | none | d3 | n500 | lr0.1 | 0.56 | -0.74 | N | N | 1/1 | fail | +3.02e-03 | -1.62e-03 | 238 | +2.37e-03 | +1.01e-04 |
| xgboost | 16 | none | d5 | n200 | lr0.05 | 0.54 | -0.95 | N | N | 2/2 | fail | +8.65e-04 | -2.44e-03 | 467 | +8.65e-04 | -5.30e-05 |
| xgboost | 16 | none | d5 | n200 | lr0.1 | 0.54 | -1.22 | N | N | 1/2 | pass | +3.67e-03 | +4.09e-04 | 408 | +2.83e-03 | +9.68e-04 |
| xgboost | 16 | none | d5 | n500 | lr0.05 | 0.56 | -1.05 | N | N | 1/1 | fail | +3.56e-03 | -1.91e-03 | 274 | +2.75e-03 | +1.47e-03 |
| xgboost | 16 | none | d5 | n500 | lr0.1 | 0.56 | -1.17 | N | N | 1/2 | fail | +9.97e-04 | -3.67e-03 | 294 | +9.57e-04 | +5.63e-04 |
| xgboost | 16 | none | d7 | n200 | lr0.05 | 0.54 | -1.30 | N | N | 2/2 | pass | +3.94e-03 | -2.63e-05 | 297 | +3.02e-03 | +1.42e-04 |
| xgboost | 16 | none | d7 | n200 | lr0.1 | 0.56 | -1.44 | N | N | 1/1 | fail | +2.59e-03 | -1.51e-03 | 308 | +2.07e-03 | -2.65e-06 |
| xgboost | 16 | none | d7 | n500 | lr0.05 | 0.56 | -1.16 | N | N | 1/1 | fail | +1.90e-03 | -2.14e-03 | 312 | +1.59e-03 | +1.03e-03 |
| xgboost | 16 | none | d7 | n500 | lr0.1 | 0.56 | -1.54 | N | N | 1/2 | fail | +3.25e-03 | -2.14e-03 | 219 | +2.53e-03 | +6.86e-04 |
| lightgbm | 24 | balanced | d3 | n200 | lr0.05 | 0.56 | -2.70 | N | N | 1/1 | fail | +4.01e-03 | -1.71e-03 | 275 | +3.07e-03 | +1.64e-03 |
| lightgbm | 24 | balanced | d3 | n200 | lr0.1 | 0.56 | -3.43 | N | N | 1/1 | fail | +1.70e-03 | -3.85e-03 | 281 | +1.45e-03 | +0.00e+00 |
| lightgbm | 24 | balanced | d3 | n500 | lr0.05 | 0.56 | -3.58 | N | N | 2/2 | fail | +2.04e-03 | -2.97e-03 | 309 | +1.68e-03 | +0.00e+00 |
| lightgbm | 24 | balanced | d3 | n500 | lr0.1 | 0.58 | -3.86 | N | N | 2/2 | fail | +2.28e-03 | -2.51e-03 | 209 | +1.85e-03 | +1.73e-04 |
| lightgbm | 24 | balanced | d5 | n200 | lr0.05 | 0.58 | -3.20 | N | N | 1/1 | fail | +3.30e-03 | -2.25e-03 | 200 | +2.57e-03 | +2.22e-04 |
| lightgbm | 24 | balanced | d5 | n200 | lr0.1 | 0.54 | -3.04 | N | N | 2/2 | fail | +1.79e-03 | -3.41e-03 | 287 | +1.51e-03 | +1.31e-04 |
| lightgbm | 24 | balanced | d5 | n500 | lr0.05 | 0.56 | -3.17 | N | N | 3/3 | fail | +3.57e-03 | -2.39e-03 | 247 | +2.76e-03 | +4.34e-04 |
| lightgbm | 24 | balanced | d5 | n500 | lr0.1 | 0.58 | -3.17 | N | N | 1/1 | pass | +3.90e-03 | -3.93e-04 | 230 | +2.99e-03 | +0.00e+00 |
| lightgbm | 24 | balanced | d7 | n200 | lr0.05 | 0.56 | -3.04 | N | N | 1/1 | fail | +4.76e-03 | -2.39e-03 | 244 | +3.59e-03 | +2.91e-04 |
| lightgbm | 24 | balanced | d7 | n200 | lr0.1 | 0.58 | -2.93 | N | N | 2/2 | fail | +5.09e-03 | -5.65e-04 | 222 | +3.83e-03 | +0.00e+00 |
| lightgbm | 24 | balanced | d7 | n500 | lr0.05 | 0.54 | -3.07 | N | N | 3/3 | pass | +5.31e-03 | -8.08e-05 | 293 | +3.98e-03 | +0.00e+00 |
| lightgbm | 24 | balanced | d7 | n500 | lr0.1 | 0.58 | -2.83 | N | N | 1/1 | pass | +5.21e-03 | -3.84e-04 | 219 | +3.91e-03 | -9.82e-04 |
| lightgbm | 24 | none | d3 | n200 | lr0.05 | 0.54 | -0.71 | N | N | 1/2 | fail | -8.44e-05 | -3.90e-03 | 453 | +2.00e-04 | +2.68e-04 |
| lightgbm | 24 | none | d3 | n200 | lr0.1 | 0.56 | -1.19 | N | N | 2/3 | fail | +3.48e-04 | -3.71e-03 | 279 | +5.03e-04 | +1.70e-05 |
| lightgbm | 24 | none | d3 | n500 | lr0.05 | 0.56 | -1.35 | N | N | 1/2 | fail | +3.95e-03 | -1.34e-03 | 238 | +3.02e-03 | -4.33e-05 |
| lightgbm | 24 | none | d3 | n500 | lr0.1 | 0.56 | -1.25 | N | N | 2/3 | fail | +3.52e-03 | -1.99e-03 | 249 | +2.72e-03 | +8.26e-05 |
| lightgbm | 24 | none | d5 | n200 | lr0.05 | 0.56 | -1.48 | N | N | 2/3 | fail | +3.76e-03 | -1.47e-03 | 232 | +2.89e-03 | +0.00e+00 |
| lightgbm | 24 | none | d5 | n200 | lr0.1 | 0.54 | -1.92 | N | N | 3/3 | pass | +3.64e-03 | +1.07e-04 | 311 | +2.81e-03 | -1.22e-03 |
| lightgbm | 24 | none | d5 | n500 | lr0.05 | 0.58 | -1.53 | N | N | 2/3 | pass | +4.56e-03 | -5.26e-06 | 241 | +3.45e-03 | +0.00e+00 |
| lightgbm | 24 | none | d5 | n500 | lr0.1 | 0.52 | -1.93 | N | N | 2/3 | pass | +4.57e-03 | +5.95e-04 | 360 | +3.46e-03 | +0.00e+00 |
| lightgbm | 24 | none | d7 | n200 | lr0.05 | 0.56 | -1.59 | N | N | 2/3 | fail | +7.31e-04 | -4.41e-03 | 238 | +7.71e-04 | +0.00e+00 |
| lightgbm | 24 | none | d7 | n200 | lr0.1 | 0.58 | -1.92 | N | N | 2/3 | pass | +6.15e-03 | +1.75e-03 | 235 | +4.56e-03 | +0.00e+00 |
| lightgbm | 24 | none | d7 | n500 | lr0.05 | 0.52 | -1.30 | N | N | 1/3 | pass | +5.47e-03 | +1.02e-03 | 312 | +4.09e-03 | +0.00e+00 |
| lightgbm | 24 | none | d7 | n500 | lr0.1 | 0.58 | -1.64 | N | N | 1/2 | pass | +6.21e-03 | +4.18e-04 | 203 | +4.60e-03 | +0.00e+00 |
| random_forest | 24 | balanced | d3 | n200 | 0.58 | -1.81 | N | N | 1/1 | pass | +5.72e-03 | +6.22e-05 | 226 | +4.27e-03 | +2.65e-03 | +0.00e+00 |
| random_forest | 24 | balanced | d3 | n500 | 0.58 | -1.84 | N | N | 1/1 | pass | +4.95e-03 | -9.21e-05 | 238 | +3.72e-03 | -1.87e-04 | -2.20e-03 |
| random_forest | 24 | balanced | d5 | n200 | 0.56 | -2.12 | N | N | 2/2 | pass | +6.87e-03 | +1.24e-03 | 264 | +5.07e-03 | +2.30e-03 | +4.00e-04 |
| random_forest | 24 | balanced | d5 | n500 | 0.56 | -2.01 | N | N | 2/2 | pass | +6.51e-03 | +1.18e-03 | 257 | +4.82e-03 | +1.75e-03 | +1.31e-04 |
| random_forest | 24 | balanced | d7 | n200 | 0.54 | -2.05 | N | N | 1/2 | pass | +4.61e-03 | +7.49e-05 | 310 | +3.49e-03 | +6.29e-04 | +1.41e-04 |
| random_forest | 24 | balanced | d7 | n500 | 0.54 | -1.95 | N | N | 2/2 | pass | +4.34e-03 | -1.20e-04 | 300 | +3.29e-03 | +8.08e-04 | +0.00e+00 |
| random_forest | 24 | none | d3 | n200 | 0.56 | -1.22 | N | N | 1/2 | fail | -4.91e-05 | -3.64e-03 | 391 | +2.25e-04 | +8.29e-04 | -8.04e-04 |
| random_forest | 24 | none | d3 | n500 | 0.54 | -1.43 | N | N | 1/2 | fail | +5.95e-04 | -3.62e-03 | 421 | +6.75e-04 | +1.13e-03 | +2.12e-05 |
| random_forest | 24 | none | d5 | n200 | 0.58 | -0.78 | N | N | 1/2 | fail | +1.09e-03 | -3.36e-03 | 347 | +1.02e-03 | -2.51e-04 | -7.01e-04 |
| random_forest | 24 | none | d5 | n500 | 0.54 | -0.81 | N | N | 1/2 | fail | +1.15e-04 | -3.73e-03 | 406 | +3.40e-04 | -1.25e-04 | -3.76e-04 |
| random_forest | 24 | none | d7 | n200 | 0.52 | -0.97 | N | N | 2/3 | fail | +1.06e-03 | -2.76e-03 | 401 | +1.00e-03 | -9.05e-05 | -2.38e-04 |
| random_forest | 24 | none | d7 | n500 | 0.58 | -1.09 | N | N | 1/2 | fail | +8.90e-04 | -3.50e-03 | 322 | +8.82e-04 | +7.16e-06 | +0.00e+00 |
| xgboost | 24 | balanced | d3 | n200 | lr0.05 | 0.56 | -2.58 | N | N | 1/1 | fail | +3.41e-03 | -2.45e-03 | 277 | +2.64e-03 | +1.27e-04 |
| xgboost | 24 | balanced | d3 | n200 | lr0.1 | 0.56 | -3.00 | N | N | 1/1 | fail | +2.38e-03 | -1.38e-03 | 229 | +1.93e-03 | +5.17e-04 |
| xgboost | 24 | balanced | d3 | n500 | lr0.05 | 0.60 | -3.10 | N | N | 1/1 | fail | +5.26e-03 | -9.07e-04 | 211 | +3.94e-03 | -3.46e-05 |
| xgboost | 24 | balanced | d3 | n500 | lr0.1 | 0.60 | -3.71 | N | N | 1/1 | fail | +4.12e-03 | -1.61e-03 | 219 | +3.14e-03 | +1.13e-04 |
| xgboost | 24 | balanced | d5 | n200 | lr0.05 | 0.58 | -2.85 | N | N | 1/1 | fail | +3.97e-03 | -1.21e-03 | 250 | +3.03e-03 | +1.79e-03 |
| xgboost | 24 | balanced | d5 | n200 | lr0.1 | 0.60 | -3.22 | N | N | 1/1 | fail | +3.05e-03 | -2.54e-03 | 219 | +2.40e-03 | +0.00e+00 |
| xgboost | 24 | balanced | d5 | n500 | lr0.05 | 0.56 | -3.20 | N | N | 2/3 | fail | +1.49e-03 | -2.72e-03 | 267 | +1.30e-03 | +0.00e+00 |
| xgboost | 24 | balanced | d5 | n500 | lr0.1 | 0.60 | -3.27 | N | N | 2/2 | pass | +5.91e-03 | +1.40e-03 | 244 | +4.39e-03 | +0.00e+00 |
| xgboost | 24 | balanced | d7 | n200 | lr0.05 | 0.56 | -2.64 | N | N | 1/1 | fail | +2.93e-03 | -3.61e-03 | 218 | +2.31e-03 | +1.05e-03 |
| xgboost | 24 | balanced | d7 | n200 | lr0.1 | 0.58 | -2.96 | N | N | 1/1 | fail | +5.73e-03 | -1.06e-03 | 232 | +4.27e-03 | +0.00e+00 |
| xgboost | 24 | balanced | d7 | n500 | lr0.05 | 0.58 | -2.55 | N | N | 2/2 | fail | +3.92e-03 | -1.75e-03 | 257 | +3.00e-03 | +0.00e+00 |
| xgboost | 24 | balanced | d7 | n500 | lr0.1 | 0.54 | -2.43 | N | N | 1/2 | fail | +2.78e-03 | -1.25e-03 | 303 | +2.21e-03 | +0.00e+00 |
| xgboost | 24 | none | d3 | n200 | lr0.05 | 0.56 | -0.88 | N | N | 1/2 | fail | +1.54e-03 | -3.81e-03 | 331 | +1.33e-03 | +3.17e-04 |
| xgboost | 24 | none | d3 | n200 | lr0.1 | 0.56 | -0.90 | N | N | 1/2 | fail | +1.84e-03 | -2.77e-03 | 256 | +1.54e-03 | -1.52e-05 |
| xgboost | 24 | none | d3 | n500 | lr0.05 | 0.58 | -1.16 | N | N | 2/2 | fail | +3.70e-03 | -1.30e-03 | 218 | +2.85e-03 | -6.22e-05 |
| xgboost | 24 | none | d3 | n500 | lr0.1 | 0.56 | -1.08 | N | N | 2/2 | fail | +4.04e-03 | -8.07e-04 | 275 | +3.09e-03 | -7.34e-05 |
| xgboost | 24 | none | d5 | n200 | lr0.05 | 0.54 | -0.78 | N | N | 3/3 | pass | +4.64e-03 | +2.21e-04 | 284 | +3.51e-03 | -4.01e-05 |
| xgboost | 24 | none | d5 | n200 | lr0.1 | 0.56 | -1.12 | N | N | 3/3 | pass | +5.71e-03 | -3.13e-05 | 259 | +4.25e-03 | +0.00e+00 |
| xgboost | 24 | none | d5 | n500 | lr0.05 | 0.56 | -1.35 | N | N | 3/3 | fail | +4.18e-03 | -9.85e-04 | 256 | +3.19e-03 | -1.83e-05 |
| xgboost | 24 | none | d5 | n500 | lr0.1 | 0.60 | -1.48 | N | N | 2/2 | pass | +3.96e-03 | -3.21e-04 | 209 | +3.03e-03 | +2.29e-04 |
| xgboost | 24 | none | d7 | n200 | lr0.05 | 0.56 | -1.08 | N | N | 2/2 | pass | +5.98e-03 | +1.61e-03 | 233 | +4.44e-03 | +0.00e+00 |
| xgboost | 24 | none | d7 | n200 | lr0.1 | 0.56 | -1.53 | N | N | 2/2 | fail | +3.72e-03 | -1.91e-03 | 235 | +2.87e-03 | +0.00e+00 |
| xgboost | 24 | none | d7 | n500 | lr0.05 | 0.56 | -1.66 | N | N | 1/1 | pass | +3.61e-03 | -5.46e-04 | 217 | +2.79e-03 | -5.83e-04 |
| xgboost | 24 | none | d7 | n500 | lr0.1 | 0.56 | -1.32 | N | N | 2/2 | fail | +3.05e-03 | -2.26e-03 | 234 | +2.39e-03 | +0.00e+00 |
| lightgbm | 48 | balanced | d3 | n200 | lr0.05 | 0.46 | -5.50 | N | N | 3/6 | fail | +1.68e-04 | -3.87e-03 | 633 | +3.76e-04 | -6.82e-04 |
| lightgbm | 48 | balanced | d3 | n200 | lr0.1 | 0.44 | -4.69 | N | N | 4/6 | fail | +3.38e-05 | -3.25e-03 | 832 | +2.83e-04 | -2.29e-04 |
| lightgbm | 48 | balanced | d3 | n500 | lr0.05 | 0.54 | -4.55 | N | N | 1/2 | fail | +9.16e-04 | -6.01e-03 | 245 | +9.00e-04 | +0.00e+00 |
| lightgbm | 48 | balanced | d3 | n500 | lr0.1 | 0.48 | -4.51 | N | N | 2/5 | fail | -1.32e-04 | -5.21e-03 | 522 | +1.67e-04 | +1.38e-04 |
| lightgbm | 48 | balanced | d5 | n200 | lr0.05 | 0.50 | -4.44 | N | N | 1/3 | fail | +9.08e-04 | -5.97e-03 | 362 | +8.94e-04 | +0.00e+00 |
| lightgbm | 48 | balanced | d5 | n200 | lr0.1 | 0.34 | -4.24 | N | N | 4/6 | fail | -5.81e-04 | -3.96e-03 | 834 | -1.48e-04 | -1.03e-03 |
| lightgbm | 48 | balanced | d5 | n500 | lr0.05 | 0.54 | -4.30 | N | N | 1/2 | fail | -4.86e-05 | -7.02e-03 | 245 | +2.25e-04 | +0.00e+00 |
| lightgbm | 48 | balanced | d5 | n500 | lr0.1 | 0.50 | -3.81 | N | N | 2/3 | fail | +1.37e-03 | -4.98e-03 | 306 | +1.22e-03 | +6.24e-05 |
| lightgbm | 48 | balanced | d7 | n200 | lr0.05 | 0.54 | -3.97 | N | N | 1/2 | fail | +3.69e-03 | -4.05e-03 | 233 | +2.85e-03 | +0.00e+00 |
| lightgbm | 48 | balanced | d7 | n200 | lr0.1 | 0.54 | -3.41 | N | N | 1/2 | fail | +2.53e-03 | -5.06e-03 | 211 | +2.03e-03 | +0.00e+00 |
| lightgbm | 48 | balanced | d7 | n500 | lr0.05 | 0.46 | -3.52 | N | N | 4/6 | fail | -6.96e-05 | -3.40e-03 | 834 | +2.10e-04 | -4.73e-04 |
| lightgbm | 48 | balanced | d7 | n500 | lr0.1 | 0.50 | -3.24 | N | N | 2/3 | fail | +1.31e-03 | -5.45e-03 | 299 | +1.17e-03 | -1.79e-04 |
| lightgbm | 48 | none | d3 | n200 | lr0.05 | 0.54 | -2.38 | N | N | 1/2 | fail | +1.68e-03 | -4.29e-03 | 258 | +1.44e-03 | +1.96e-03 |
| lightgbm | 48 | none | d3 | n200 | lr0.1 | 0.50 | -2.74 | N | N | 1/3 | fail | +6.44e-04 | -6.43e-03 | 320 | +7.10e-04 | +0.00e+00 |
| lightgbm | 48 | none | d3 | n500 | lr0.05 | 0.34 | -2.08 | N | N | 3/6 | fail | -1.39e-03 | -4.55e-03 | 834 | -7.12e-04 | -1.84e-03 |
| lightgbm | 48 | none | d3 | n500 | lr0.1 | 0.50 | -2.61 | N | N | 1/3 | fail | +1.56e-03 | -4.87e-03 | 328 | +1.35e-03 | +0.00e+00 |
| lightgbm | 48 | none | d5 | n200 | lr0.05 | 0.52 | -2.95 | N | N | 1/2 | fail | -3.30e-04 | -6.38e-03 | 274 | +2.83e-05 | +0.00e+00 |
| lightgbm | 48 | none | d5 | n200 | lr0.1 | 0.50 | -1.92 | N | N | 1/3 | fail | -6.98e-04 | -6.31e-03 | 298 | -2.29e-04 | -2.20e-04 |
| lightgbm | 48 | none | d5 | n500 | lr0.05 | 0.54 | -2.01 | N | N | 1/2 | fail | +4.68e-04 | -8.82e-03 | 209 | +5.86e-04 | +0.00e+00 |
| lightgbm | 48 | none | d5 | n500 | lr0.1 | 0.52 | -1.85 | N | N | 1/2 | fail | +2.39e-03 | -4.46e-03 | 244 | +1.93e-03 | +0.00e+00 |
| lightgbm | 48 | none | d7 | n200 | lr0.05 | 0.50 | -2.69 | N | N | 2/3 | fail | -4.24e-04 | -6.59e-03 | 338 | -3.81e-05 | -3.07e-04 |
| lightgbm | 48 | none | d7 | n200 | lr0.1 | 0.50 | -2.07 | N | N | 2/3 | fail | -4.56e-04 | -7.22e-03 | 298 | -6.00e-05 | +1.52e-06 |
| lightgbm | 48 | none | d7 | n500 | lr0.05 | 0.54 | -1.78 | N | N | 1/2 | fail | +4.17e-04 | -6.89e-03 | 207 | +5.51e-04 | +0.00e+00 |
| lightgbm | 48 | none | d7 | n500 | lr0.1 | 0.50 | -1.87 | N | N | 1/3 | fail | -4.14e-05 | -7.51e-03 | 318 | +2.30e-04 | +0.00e+00 |
| random_forest | 48 | balanced | d3 | n200 | 0.50 | -2.84 | N | N | 2/4 | fail | +2.27e-03 | -3.21e-03 | 330 | +1.85e-03 | -2.76e-04 | -5.05e-03 |
| random_forest | 48 | balanced | d3 | n500 | 0.56 | -2.72 | N | N | 1/2 | fail | +2.51e-03 | -4.86e-03 | 250 | +2.02e-03 | +3.98e-03 | -5.19e-04 |
| random_forest | 48 | balanced | d5 | n200 | 0.34 | -3.61 | N | N | 4/6 | fail | +4.83e-04 | -2.80e-03 | 832 | +5.97e-04 | -1.99e-04 | -2.46e-03 |
| random_forest | 48 | balanced | d5 | n500 | 0.40 | -3.74 | N | N | 4/6 | fail | +7.92e-04 | -2.72e-03 | 827 | +8.14e-04 | -1.99e-05 | -1.92e-03 |
| random_forest | 48 | balanced | d7 | n200 | 0.54 | -3.54 | N | N | 1/2 | fail | +1.10e-03 | -6.31e-03 | 253 | +1.03e-03 | +2.37e-04 | -4.18e-03 |
| random_forest | 48 | balanced | d7 | n500 | 0.40 | -3.38 | N | N | 3/6 | fail | +8.51e-04 | -2.51e-03 | 829 | +8.55e-04 | +4.89e-04 | -9.59e-04 |
| random_forest | 48 | none | d3 | n200 | 0.56 | -2.89 | N | N | 1/2 | fail | -6.01e-04 | -6.13e-03 | 243 | -1.62e-04 | +2.50e-04 | -4.15e-03 |
| random_forest | 48 | none | d3 | n500 | 0.58 | -2.82 | N | N | 1/2 | fail | +1.45e-03 | -4.66e-03 | 240 | +1.28e-03 | +1.69e-03 | -5.15e-03 |
| random_forest | 48 | none | d5 | n200 | 0.54 | -2.56 | N | N | 1/2 | fail | +1.23e-03 | -5.86e-03 | 230 | +1.12e-03 | +2.28e-03 | +0.00e+00 |
| random_forest | 48 | none | d5 | n500 | 0.40 | -2.64 | N | N | 3/6 | fail | -5.48e-04 | -3.43e-03 | 834 | -1.25e-04 | -8.82e-04 | -3.08e-03 |
| random_forest | 48 | none | d7 | n200 | 0.52 | -2.76 | N | N | 1/2 | fail | +1.03e-03 | -6.59e-03 | 231 | +9.83e-04 | +1.04e-03 | -4.65e-04 |
| random_forest | 48 | none | d7 | n500 | 0.54 | -2.42 | N | N | 1/2 | fail | +1.31e-03 | -7.22e-03 | 205 | +1.18e-03 | +1.96e-03 | +0.00e+00 |
| xgboost | 48 | balanced | d3 | n200 | lr0.05 | 0.50 | -5.15 | N | N | 1/2 | fail | +1.10e-03 | -5.35e-03 | 324 | +1.03e-03 | +6.21e-04 |
| xgboost | 48 | balanced | d3 | n200 | lr0.1 | 0.44 | -5.19 | N | N | 3/6 | fail | +3.45e-04 | -2.74e-03 | 826 | +5.00e-04 | -2.27e-04 |
| xgboost | 48 | balanced | d3 | n500 | lr0.05 | 0.48 | -4.94 | N | N | 2/5 | fail | -3.18e-05 | -4.82e-03 | 424 | +2.37e-04 | -3.45e-04 |
| xgboost | 48 | balanced | d3 | n500 | lr0.1 | 0.54 | -5.00 | N | N | 1/2 | fail | +4.23e-04 | -5.81e-03 | 237 | +5.55e-04 | +1.27e-03 |
| xgboost | 48 | balanced | d5 | n200 | lr0.05 | 0.46 | -4.55 | N | N | 2/6 | fail | -4.74e-04 | -4.90e-03 | 650 | -7.27e-05 | -1.30e-03 |
| xgboost | 48 | balanced | d5 | n200 | lr0.1 | 0.50 | -4.36 | N | N | 1/3 | fail | +2.00e-04 | -6.19e-03 | 335 | +3.99e-04 | -2.66e-04 |
| xgboost | 48 | balanced | d5 | n500 | lr0.05 | 0.34 | -4.16 | N | N | 4/6 | fail | -8.78e-06 | -3.35e-03 | 834 | +2.53e-04 | -4.62e-04 |
| xgboost | 48 | balanced | d5 | n500 | lr0.1 | 0.50 | -3.81 | N | N | 1/3 | fail | +2.37e-03 | -4.09e-03 | 331 | +1.92e-03 | +1.82e-03 |
| xgboost | 48 | balanced | d7 | n200 | lr0.05 | 0.50 | -3.89 | N | N | 1/2 | fail | +1.68e-03 | -4.86e-03 | 322 | +1.44e-03 | +9.49e-04 |
| xgboost | 48 | balanced | d7 | n200 | lr0.1 | 0.52 | -3.64 | N | N | 2/3 | fail | +4.50e-04 | -7.16e-03 | 274 | +5.74e-04 | +1.44e-03 |
| xgboost | 48 | balanced | d7 | n500 | lr0.05 | 0.50 | -3.22 | N | N | 1/2 | fail | +7.44e-04 | -5.38e-03 | 297 | +7.80e-04 | +1.84e-03 |
| xgboost | 48 | balanced | d7 | n500 | lr0.1 | 0.40 | -2.66 | N | N | 4/6 | fail | -1.03e-05 | -3.10e-03 | 834 | +2.52e-04 | -4.36e-04 |
| xgboost | 48 | none | d3 | n200 | lr0.05 | 0.54 | -2.68 | N | N | 1/2 | fail | +4.06e-03 | -2.41e-03 | 205 | +3.10e-03 | +2.80e-03 |
| xgboost | 48 | none | d3 | n200 | lr0.1 | 0.50 | -2.28 | N | N | 1/2 | fail | +1.73e-03 | -3.87e-03 | 275 | +1.47e-03 | +1.38e-03 |
| xgboost | 48 | none | d3 | n500 | lr0.05 | 0.46 | -2.12 | N | N | 3/6 | fail | +6.97e-05 | -3.11e-03 | 824 | +3.08e-04 | -1.91e-04 |
| xgboost | 48 | none | d3 | n500 | lr0.1 | 0.50 | -2.07 | N | N | 1/3 | fail | +5.97e-04 | -6.43e-03 | 310 | +6.77e-04 | +7.58e-04 |
| xgboost | 48 | none | d5 | n200 | lr0.05 | 0.50 | -2.59 | N | N | 1/2 | fail | -8.62e-04 | -6.74e-03 | 288 | -3.44e-04 | -4.63e-04 |
| xgboost | 48 | none | d5 | n200 | lr0.1 | 0.52 | -2.25 | N | N | 2/2 | fail | +3.08e-04 | -4.73e-03 | 228 | +4.75e-04 | +0.00e+00 |
| xgboost | 48 | none | d5 | n500 | lr0.05 | 0.50 | -2.26 | N | N | 1/2 | fail | +3.21e-05 | -6.64e-03 | 283 | +2.81e-04 | +5.02e-04 |
| xgboost | 48 | none | d5 | n500 | lr0.1 | 0.34 | -2.12 | N | N | 3/6 | fail | -6.96e-04 | -3.83e-03 | 834 | -2.28e-04 | -1.14e-03 |
| xgboost | 48 | none | d7 | n200 | lr0.05 | 0.52 | -2.08 | N | N | 1/2 | fail | +1.10e-03 | -7.08e-03 | 225 | +1.03e-03 | +0.00e+00 |
| xgboost | 48 | none | d7 | n200 | lr0.1 | 0.50 | -2.33 | N | N | 1/2 | fail | +8.70e-04 | -6.72e-03 | 297 | +8.68e-04 | +3.19e-04 |
| xgboost | 48 | none | d7 | n500 | lr0.05 | 0.34 | -2.25 | N | N | 3/6 | fail | -6.95e-04 | -4.07e-03 | 834 | -2.28e-04 | -1.15e-03 |
| xgboost | 48 | none | d7 | n500 | lr0.1 | 0.50 | -2.12 | N | N | 2/3 | fail | +1.40e-03 | -5.08e-03 | 311 | +1.24e-03 | +1.62e-03 |
| gate | configs passing / 240 |
|---|---|
| G1 directional edge ≥ 3.0pp | 0 |
| G3 calibration (Brier ≤ 0.24 & slope∈[0.8,1.2]) | 0 |
| G4 stability (≥5/6 positive folds) | 0 (max positive folds any config = 4) |
| G5-taker net expectancy (>0, CI-low>floor, ≥200 trades) | 40 |
| G5-taker insufficient (<200 trades) | 0 |
| ALL gates | 0 |
Max gates cleared by any single config: 1 of 4. G5-taker passers by horizon: h8:10, h16:9, h24:21, h48:0. Of the 40 G5 passers, 5 demonstrably beat drift (drift-difference CI-low > 0, B14).
Reading (honest): unlike Cycle 1 (0/600 even at G5), Cycle 2's lower cost floor makes the net-expectancy hurdle passable — a real pooled directional signal clears costs at h≤24. But it clears nothing else: no config is calibrated OOS (G3), directionally ≥3.0pp better than majority (G1), or positive in ≥5/6 folds (G4, max 4). The edge is real in pooled expectancy and simultaneously too unstable, miscalibrated, and weak to be an edge. That is a sharper, more useful kill than Cycle 1's flat null.
Named-risk outcomes (pre-registered, now scored):
- B12 (h=48 trade-count floor) did NOT bind: every h=48 config traded ≥200 (min 205); h=48's killer was net expectancy itself (0 G5 passes), not window scarcity. The handicap was correctly named as a risk; it simply was not the cause — recorded rather than retrofitted.
- B13 (edge most plausibly at h=16–24): weakly confirmed — G5 passers concentrate at h=24 (21 of 40); but since nothing clears G1/G3/G4 the location bet is moot for the verdict.
No config passes all gates (G1 & G2 & G3 & G4 & taker-G5) with ≥ 200 OOS trades. Per the registered insufficiency rule → KILL-for-now, held-out SEALED. This is the pre-committed outcome of the verdict contract, not a new decision.
Per D9, a second honest kill shelves the quant-research line (see registration_log).
φ=0.7 is the registered headline; a maker case surviving only at φ=0.9 is visibly fragile.
| h | config | φ=0.5 | φ=0.7 | φ=0.9 |
|---|---|---|---|---|
| 8 | lightgbm balanced d5 | n200 | lr0.05 | +2.79e-03 |
| 16 | xgboost balanced d5 | n500 | lr0.05 | +3.71e-03 |
| 24 | random_forest balanced d5 | n200 | +3.62e-03 | +5.07e-03 |
| 48 | xgboost none d3 | n200 | lr0.05 | +2.21e-03 |
- h=48 trade-count handicap (B12): with ~838 non-overlap OOS windows, a selective p* may land below the 200-trade floor; there the honest verdict is insufficient-evidence, not KILL — never a reason to lower the floor.
- fold-1 triple handicap (B8): smallest-train + burn-in + post-burn-in G4 floor. Weak fold-1 numbers are expected structure.
- location bet (B13): the hypothesis was pre-registered to most plausibly live at h=16-24 (h=8 hardest cost hurdle, h=48 fewest windows + must beat positive drift).