| { |
| "evaluation": "Chronological holdout; same settlement dates never cross split.", |
| "limitation": "Retrospective reference-rate estimation, not a validated live forecast. Holdout transactions share dates and are not independent.", |
| "train_samples": 35, |
| "test_samples": 20, |
| "train_end": "2025-04-10", |
| "test_start": "2025-04-24", |
| "overall": { |
| "samples": 20, |
| "mean_absolute_rate_error": 0.002063786231320297, |
| "mean_absolute_cad_error": 25.595499999999994, |
| "mean_absolute_percentage_cad_error": 0.14881260300879887, |
| "max_absolute_cad_error": 88.93000000000029, |
| "reference_only_mean_absolute_cad_error": 238.63621059632268 |
| }, |
| "by_direction": { |
| "buy_usd": { |
| "samples": 9, |
| "mean_absolute_rate_error": 0.0017323628032640908, |
| "mean_absolute_cad_error": 22.761111111110672, |
| "mean_absolute_percentage_cad_error": 0.12232211939288401, |
| "max_absolute_cad_error": 83.27999999999884, |
| "reference_only_mean_absolute_cad_error": 244.98126867625402 |
| }, |
| "sell_usd": { |
| "samples": 11, |
| "mean_absolute_rate_error": 0.002334950854275375, |
| "mean_absolute_cad_error": 27.914545454545802, |
| "mean_absolute_percentage_cad_error": 0.1704866350581837, |
| "max_absolute_cad_error": 88.93000000000029, |
| "reference_only_mean_absolute_cad_error": 233.44479944001523 |
| } |
| }, |
| "by_usd_size": { |
| "under_1000": { |
| "samples": 1, |
| "mean_absolute_rate_error": 0.003306363833163406, |
| "mean_absolute_cad_error": 2.6800000000000637, |
| "mean_absolute_percentage_cad_error": 0.24205858178961348, |
| "max_absolute_cad_error": 2.6800000000000637, |
| "reference_only_mean_absolute_cad_error": 16.048619246482758 |
| }, |
| "1000_to_10000": { |
| "samples": 7, |
| "mean_absolute_rate_error": 0.0013024354543011984, |
| "mean_absolute_cad_error": 2.24857142857143, |
| "mean_absolute_percentage_cad_error": 0.0939004738202107, |
| "max_absolute_cad_error": 5.269999999999527, |
| "reference_only_mean_absolute_cad_error": 45.72021397812029 |
| }, |
| "10000_plus": { |
| "samples": 12, |
| "mean_absolute_rate_error": 0.0024043593844278455, |
| "mean_absolute_cad_error": 41.124166666666646, |
| "mean_absolute_percentage_cad_error": 0.17307418013707407, |
| "max_absolute_cad_error": 88.93000000000029, |
| "reference_only_mean_absolute_cad_error": 369.71950790276077 |
| } |
| } |
| } |
|
|
