{ "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 } } }