13 lines
4.8 KiB
Plaintext
13 lines
4.8 KiB
Plaintext
variants train_oos_spearman top3_train_below_median_oos_rate baseline_train_rank baseline_oos_rank
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9 0.83205 0.0 3 1
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act_mult gb_mult wait breakout min_shift train_robust_score oos_robust_score us_train_cagr us_train_mdd us_train_calmar us_train_turnover_annual us_train_avg_exposure us_oos_cagr us_oos_mdd us_oos_calmar us_oos_turnover_annual us_oos_avg_exposure kr_train_cagr kr_train_mdd kr_train_calmar kr_train_turnover_annual kr_train_avg_exposure kr_oos_cagr kr_oos_mdd kr_oos_calmar kr_oos_turnover_annual kr_oos_avg_exposure train_rank oos_rank
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1.2 1.2 10 20 0.0 0.170865 0.674982 0.180090 -0.372970 0.482854 1.394224 0.663299 0.188461 -0.229678 0.820543 1.637069 0.660654 0.086316 -0.501985 0.171950 1.510877 0.582732 0.167025 -0.255188 0.654515 1.419234 0.565426 1 1.0
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1.0 1.2 10 20 0.0 0.170865 0.674982 0.180090 -0.372970 0.482854 1.394224 0.663299 0.188461 -0.229678 0.820543 1.637069 0.660654 0.086316 -0.501985 0.171950 1.510877 0.582732 0.167025 -0.255188 0.654515 1.419234 0.565426 2 1.0
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1.0 1.0 10 20 0.0 0.168892 0.674982 0.177575 -0.372970 0.476111 1.412427 0.662613 0.188973 -0.229678 0.822774 1.637069 0.660767 0.085436 -0.501985 0.170196 1.510877 0.582879 0.167025 -0.255188 0.654515 1.419234 0.565426 3 1.0
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1.2 1.0 10 20 0.0 0.168892 0.674982 0.177575 -0.372970 0.476111 1.412427 0.662613 0.188973 -0.229678 0.822774 1.637069 0.660767 0.085436 -0.501985 0.170196 1.510877 0.582879 0.167025 -0.255188 0.654515 1.419234 0.565426 4 1.0
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0.8 1.2 10 20 0.0 0.167761 0.674982 0.178623 -0.359585 0.496748 1.414248 0.663530 0.188687 -0.229678 0.821526 1.637069 0.659217 0.084850 -0.501985 0.169030 1.498742 0.580438 0.167025 -0.255188 0.654515 1.419234 0.565426 5 1.0
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0.8 1.0 10 20 0.0 0.165790 0.674982 0.176056 -0.359585 0.489608 1.432451 0.662868 0.189199 -0.229678 0.823758 1.637069 0.659330 0.083971 -0.501985 0.167278 1.498742 0.580584 0.167025 -0.255188 0.654515 1.419234 0.565426 6 1.0
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1.0 0.8 10 20 0.0 0.155601 0.609677 0.178683 -0.372970 0.479080 1.406360 0.662854 0.188973 -0.229678 0.822774 1.637069 0.660767 0.079508 -0.501985 0.158387 1.510877 0.590727 0.151651 -0.255188 0.594269 1.500333 0.554848 7 7.0
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1.2 0.8 10 20 0.0 0.155601 0.609677 0.178683 -0.372970 0.479080 1.406360 0.662854 0.188973 -0.229678 0.822774 1.637069 0.660767 0.079508 -0.501985 0.158387 1.510877 0.590727 0.151651 -0.255188 0.594269 1.500333 0.554848 8 7.0
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0.8 0.8 10 20 0.0 0.152517 0.609677 0.177217 -0.359585 0.492838 1.426383 0.663085 0.189199 -0.229678 0.823758 1.637069 0.659330 0.078051 -0.501985 0.155485 1.498742 0.588432 0.151651 -0.255188 0.594269 1.500333 0.554848 9 7.0
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