Add benchmark/: raw per-asset eval data (all models), reproduce.ipynb, per-timeframe charts
c5fc3bf verified | { | |
| "model": "RWD:7", | |
| "data": "data/subnet_ft2/holdout_1d.npz", | |
| "levels": [ | |
| 0.1, | |
| 0.2, | |
| 0.3, | |
| 0.4, | |
| 0.5, | |
| 0.6, | |
| 0.7, | |
| 0.8, | |
| 0.9 | |
| ], | |
| "context": 256, | |
| "horizons": { | |
| "30": { | |
| "n_assets": 109, | |
| "geomean_mase": 3.8117642876965836, | |
| "geomean_ratio": 1.2492687423043638, | |
| "median_ratio": 0.9223917272442697, | |
| "beat_naive_frac": 0.7614678899082569, | |
| "per_asset": { | |
| "TAOUSD": { | |
| "ratio": 0.7776147423268935, | |
| "mase": 1.3686947790043544, | |
| "n_origins": 10 | |
| }, | |
| "sn1": { | |
| "ratio": 0.8130424442922911, | |
| "mase": 2.656783913575697, | |
| "n_origins": 10 | |
| }, | |
| "sn10": { | |
| "ratio": 0.9303286165456502, | |
| "mase": 4.445550098853227, | |
| "n_origins": 10 | |
| }, | |
| "sn100": { | |
| "ratio": 217.25096800904896, | |
| "mase": 12.62373050819335, | |
| "n_origins": 10 | |
| }, | |
| "sn101": { | |
| "ratio": 298.56405675813454, | |
| "mase": 14.48925438375488, | |
| "n_origins": 10 | |
| }, | |
| "sn104": { | |
| "ratio": 0.8704374564030046, | |
| "mase": 10.372672481877673, | |
| "n_origins": 10 | |
| }, | |
| "sn105": { | |
| "ratio": 0.9701825863084145, | |
| "mase": 3.6782519326575605, | |
| "n_origins": 10 | |
| }, | |
| "sn106": { | |
| "ratio": 0.8234755946153519, | |
| "mase": 3.5645799912703975, | |
| "n_origins": 10 | |
| }, | |
| "sn107": { | |
| "ratio": 0.9417844413507281, | |
| "mase": 4.91072896596014, | |
| "n_origins": 10 | |
| }, | |
| "sn108": { | |
| "ratio": 1.1109437272042215, | |
| "mase": 2.1552157994860597, | |
| "n_origins": 10 | |
| }, | |
| "sn109": { | |
| "ratio": 0.8996144782068802, | |
| "mase": 1.9853232190745644, | |
| "n_origins": 10 | |
| }, | |
| "sn11": { | |
| "ratio": 0.8097385431747801, | |
| "mase": 2.497749177740021, | |
| "n_origins": 10 | |
| }, | |
| "sn110": { | |
| "ratio": 31.413223536481503, | |
| "mase": 14.271688588598881, | |
| "n_origins": 10 | |
| }, | |
| "sn111": { | |
| "ratio": 0.9528780312875649, | |
| "mase": 14.240631252179066, | |
| "n_origins": 10 | |
| }, | |
| "sn112": { | |
| "ratio": 0.9523030409231587, | |
| "mase": 6.289643933526277, | |
| "n_origins": 10 | |
| }, | |
| "sn113": { | |
| "ratio": 1.1609962798797213, | |
| "mase": 2.362176744107181, | |
| "n_origins": 10 | |
| }, | |
| "sn114": { | |
| "ratio": 0.9988674935159828, | |
| "mase": 2.6224479750708483, | |
| "n_origins": 10 | |
| }, | |
| "sn115": { | |
| "ratio": 1220.5384363154728, | |
| "mase": 14.541229991162842, | |
| "n_origins": 10 | |
| }, | |
| "sn117": { | |
| "ratio": 297.6060161043435, | |
| "mase": 14.446534822995943, | |
| "n_origins": 10 | |
| }, | |
| "sn118": { | |
| "ratio": 8.44485338511611, | |
| "mase": 12.948638664245314, | |
| "n_origins": 10 | |
| }, | |
| "sn119": { | |
| "ratio": 9.89052369354594, | |
| "mase": 12.661163026423727, | |
| "n_origins": 10 | |
| }, | |
| "sn12": { | |
| "ratio": 0.8749902938597046, | |
| "mase": 3.3735191091421424, | |
| "n_origins": 10 | |
| }, | |
| "sn120": { | |
| "ratio": 0.6712465398368458, | |
| "mase": 1.8461922264742592, | |
| "n_origins": 10 | |
| }, | |
| "sn121": { | |
| "ratio": 0.9983841684693362, | |
| "mase": 1.2154283434470747, | |
| "n_origins": 10 | |
| }, | |
| "sn123": { | |
| "ratio": 1.3254194616819504, | |
| "mase": 1.5996538953055945, | |
| "n_origins": 10 | |
| }, | |
| "sn124": { | |
| "ratio": 1.0675333044058026, | |
| "mase": 3.9991538424058537, | |
| "n_origins": 10 | |
| }, | |
| "sn125": { | |
| "ratio": 1.0053815074937833, | |
| "mase": 2.5229426341943855, | |
| "n_origins": 10 | |
| }, | |
| "sn126": { | |
| "ratio": 0.9408147913840722, | |
| "mase": 4.331839851294935, | |
| "n_origins": 10 | |
| }, | |
| "sn127": { | |
| "ratio": 1.2648427109008724, | |
| "mase": 0.9930428883507516, | |
| "n_origins": 10 | |
| }, | |
| "sn128": { | |
| "ratio": 0.8878961166906629, | |
| "mase": 6.471079381059938, | |
| "n_origins": 10 | |
| }, | |
| "sn13": { | |
| "ratio": 0.7748826437263538, | |
| "mase": 1.5578284792255475, | |
| "n_origins": 10 | |
| }, | |
| "sn14": { | |
| "ratio": 1.0582687750095674, | |
| "mase": 9.041128932523415, | |
| "n_origins": 10 | |
| }, | |
| "sn15": { | |
| "ratio": 0.8160110883177798, | |
| "mase": 3.811126328544986, | |
| "n_origins": 10 | |
| }, | |
| "sn17": { | |
| "ratio": 0.6366978478235765, | |
| "mase": 3.5962711440606823, | |
| "n_origins": 10 | |
| }, | |
| "sn18": { | |
| "ratio": 0.9658020322815465, | |
| "mase": 3.7635619882029054, | |
| "n_origins": 10 | |
| }, | |
| "sn19": { | |
| "ratio": 0.7786896248303087, | |
| "mase": 2.9868411602875775, | |
| "n_origins": 10 | |
| }, | |
| "sn2": { | |
| "ratio": 0.8404706490773768, | |
| "mase": 2.05441754635807, | |
| "n_origins": 10 | |
| }, | |
| "sn20": { | |
| "ratio": 0.884761414802161, | |
| "mase": 4.254991719261414, | |
| "n_origins": 10 | |
| }, | |
| "sn21": { | |
| "ratio": 0.8865054842086915, | |
| "mase": 4.570705434478129, | |
| "n_origins": 10 | |
| }, | |
| "sn22": { | |
| "ratio": 0.9280018257767491, | |
| "mase": 2.814724549316428, | |
| "n_origins": 10 | |
| }, | |
| "sn23": { | |
| "ratio": 1.0087785727039869, | |
| "mase": 7.2085243223022575, | |
| "n_origins": 10 | |
| }, | |
| "sn24": { | |
| "ratio": 0.890835085115234, | |
| "mase": 3.742365070745583, | |
| "n_origins": 10 | |
| }, | |
| "sn25": { | |
| "ratio": 0.9385201116589253, | |
| "mase": 17.8224438141558, | |
| "n_origins": 10 | |
| }, | |
| "sn27": { | |
| "ratio": 0.9565762826589701, | |
| "mase": 5.263377318401121, | |
| "n_origins": 10 | |
| }, | |
| "sn28": { | |
| "ratio": 0.8632192472323824, | |
| "mase": 6.89331464911933, | |
| "n_origins": 10 | |
| }, | |
| "sn29": { | |
| "ratio": 0.6854087022668179, | |
| "mase": 0.9459937785512521, | |
| "n_origins": 10 | |
| }, | |
| "sn3": { | |
| "ratio": 1.0252902826232286, | |
| "mase": 1.3107262923847827, | |
| "n_origins": 10 | |
| }, | |
| "sn30": { | |
| "ratio": 0.8396117482204473, | |
| "mase": 3.585950238516662, | |
| "n_origins": 10 | |
| }, | |
| "sn31": { | |
| "ratio": 1.0098921447329914, | |
| "mase": 2.954625049894778, | |
| "n_origins": 10 | |
| }, | |
| "sn32": { | |
| "ratio": 0.9044340737213121, | |
| "mase": 1.7759301229682563, | |
| "n_origins": 10 | |
| }, | |
| "sn33": { | |
| "ratio": 0.8214344874315584, | |
| "mase": 2.3971057330261436, | |
| "n_origins": 10 | |
| }, | |
| "sn34": { | |
| "ratio": 0.6213970543787302, | |
| "mase": 3.9481908446061453, | |
| "n_origins": 10 | |
| }, | |
| "sn35": { | |
| "ratio": 0.9500135669657899, | |
| "mase": 1.1359733912662642, | |
| "n_origins": 10 | |
| }, | |
| "sn37": { | |
| "ratio": 0.9995254637355002, | |
| "mase": 3.547708129787806, | |
| "n_origins": 10 | |
| }, | |
| "sn38": { | |
| "ratio": 0.721787559611249, | |
| "mase": 6.458645378547419, | |
| "n_origins": 10 | |
| }, | |
| "sn39": { | |
| "ratio": 0.7504030739576281, | |
| "mase": 1.104279090519151, | |
| "n_origins": 10 | |
| }, | |
| "sn4": { | |
| "ratio": 0.8456273246934082, | |
| "mase": 3.460667878429484, | |
| "n_origins": 10 | |
| }, | |
| "sn41": { | |
| "ratio": 0.9880039488902344, | |
| "mase": 1.506371585866484, | |
| "n_origins": 10 | |
| }, | |
| "sn42": { | |
| "ratio": 0.8483247473029114, | |
| "mase": 3.159017603262271, | |
| "n_origins": 10 | |
| }, | |
| "sn43": { | |
| "ratio": 1.0777290039168448, | |
| "mase": 2.8223340954850893, | |
| "n_origins": 10 | |
| }, | |
| "sn44": { | |
| "ratio": 0.7131552528195764, | |
| "mase": 3.8502585074272444, | |
| "n_origins": 10 | |
| }, | |
| "sn45": { | |
| "ratio": 1.2572558413957802, | |
| "mase": 1.1161825930425988, | |
| "n_origins": 10 | |
| }, | |
| "sn46": { | |
| "ratio": 0.9273534541856573, | |
| "mase": 5.885889003863198, | |
| "n_origins": 10 | |
| }, | |
| "sn47": { | |
| "ratio": 0.8391808023481049, | |
| "mase": 2.0364364362216585, | |
| "n_origins": 10 | |
| }, | |
| "sn48": { | |
| "ratio": 0.7054543204143339, | |
| "mase": 2.145555402690905, | |
| "n_origins": 10 | |
| }, | |
| "sn49": { | |
| "ratio": 0.987328966077201, | |
| "mase": 3.5932531875731852, | |
| "n_origins": 10 | |
| }, | |
| "sn5": { | |
| "ratio": 0.8443971563138608, | |
| "mase": 3.6694338220476603, | |
| "n_origins": 10 | |
| }, | |
| "sn50": { | |
| "ratio": 1.0342411605497337, | |
| "mase": 1.1729955623422887, | |
| "n_origins": 10 | |
| }, | |
| "sn51": { | |
| "ratio": 0.9035804224857127, | |
| "mase": 11.791870842802123, | |
| "n_origins": 10 | |
| }, | |
| "sn52": { | |
| "ratio": 0.7143954594970087, | |
| "mase": 2.6871077013813864, | |
| "n_origins": 10 | |
| }, | |
| "sn53": { | |
| "ratio": 0.9510844877565886, | |
| "mase": 116.33642145327744, | |
| "n_origins": 10 | |
| }, | |
| "sn54": { | |
| "ratio": 0.7835011163945247, | |
| "mase": 2.59262419894158, | |
| "n_origins": 10 | |
| }, | |
| "sn55": { | |
| "ratio": 0.8022734156372218, | |
| "mase": 6.872856418899985, | |
| "n_origins": 10 | |
| }, | |
| "sn56": { | |
| "ratio": 0.557368242839002, | |
| "mase": 1.2158484692786187, | |
| "n_origins": 10 | |
| }, | |
| "sn6": { | |
| "ratio": 0.6584868025669476, | |
| "mase": 1.5272658243177195, | |
| "n_origins": 10 | |
| }, | |
| "sn60": { | |
| "ratio": 0.953891677673341, | |
| "mase": 4.977370313512528, | |
| "n_origins": 10 | |
| }, | |
| "sn61": { | |
| "ratio": 0.9223917272442697, | |
| "mase": 7.254268609109226, | |
| "n_origins": 10 | |
| }, | |
| "sn62": { | |
| "ratio": 0.5994917264734418, | |
| "mase": 2.445648466041743, | |
| "n_origins": 10 | |
| }, | |
| "sn63": { | |
| "ratio": 0.9654380486038073, | |
| "mase": 1.6238723249210651, | |
| "n_origins": 10 | |
| }, | |
| "sn64": { | |
| "ratio": 0.8595301419459903, | |
| "mase": 6.2397951896490955, | |
| "n_origins": 10 | |
| }, | |
| "sn65": { | |
| "ratio": 0.8341778575269209, | |
| "mase": 3.756621256540507, | |
| "n_origins": 10 | |
| }, | |
| "sn66": { | |
| "ratio": 0.9034962441924643, | |
| "mase": 5.241280459748631, | |
| "n_origins": 10 | |
| }, | |
| "sn67": { | |
| "ratio": 1.6575993854091358, | |
| "mase": 6.3944547541101135, | |
| "n_origins": 10 | |
| }, | |
| "sn68": { | |
| "ratio": 0.7936868340306088, | |
| "mase": 3.61586608706771, | |
| "n_origins": 10 | |
| }, | |
| "sn7": { | |
| "ratio": 0.9259500235074121, | |
| "mase": 2.5807549441999584, | |
| "n_origins": 10 | |
| }, | |
| "sn71": { | |
| "ratio": 1.089431260875159, | |
| "mase": 1.9355997542975694, | |
| "n_origins": 10 | |
| }, | |
| "sn72": { | |
| "ratio": 0.7401430837293653, | |
| "mase": 3.4263083011967295, | |
| "n_origins": 10 | |
| }, | |
| "sn73": { | |
| "ratio": 0.8612602819075638, | |
| "mase": 1.4742035280793415, | |
| "n_origins": 10 | |
| }, | |
| "sn74": { | |
| "ratio": 0.8606659644693208, | |
| "mase": 3.888615332100179, | |
| "n_origins": 10 | |
| }, | |
| "sn75": { | |
| "ratio": 0.6033218406572871, | |
| "mase": 2.219217607359091, | |
| "n_origins": 10 | |
| }, | |
| "sn76": { | |
| "ratio": 0.9894786017205323, | |
| "mase": 2.0360858605901764, | |
| "n_origins": 10 | |
| }, | |
| "sn77": { | |
| "ratio": 1.0384175957973332, | |
| "mase": 14.000114400003618, | |
| "n_origins": 10 | |
| }, | |
| "sn79": { | |
| "ratio": 0.8813745659262703, | |
| "mase": 9.802804308748792, | |
| "n_origins": 10 | |
| }, | |
| "sn8": { | |
| "ratio": 0.5637190579688816, | |
| "mase": 2.7102898704933116, | |
| "n_origins": 10 | |
| }, | |
| "sn80": { | |
| "ratio": 0.9588265390282599, | |
| "mase": 12.911544537278315, | |
| "n_origins": 10 | |
| }, | |
| "sn81": { | |
| "ratio": 0.9616082571035507, | |
| "mase": 1.51424232704221, | |
| "n_origins": 10 | |
| }, | |
| "sn83": { | |
| "ratio": 0.9005686178462925, | |
| "mase": 11.778261728595002, | |
| "n_origins": 10 | |
| }, | |
| "sn85": { | |
| "ratio": 0.858936891076511, | |
| "mase": 1.1975986571424144, | |
| "n_origins": 10 | |
| }, | |
| "sn87": { | |
| "ratio": 0.9698741443769543, | |
| "mase": 4.713927152976959, | |
| "n_origins": 10 | |
| }, | |
| "sn88": { | |
| "ratio": 0.8910641517340148, | |
| "mase": 1.9696364986358486, | |
| "n_origins": 10 | |
| }, | |
| "sn89": { | |
| "ratio": 1.0092603747081095, | |
| "mase": 12.64590003430422, | |
| "n_origins": 10 | |
| }, | |
| "sn9": { | |
| "ratio": 0.9179795779883667, | |
| "mase": 5.683610355354396, | |
| "n_origins": 10 | |
| }, | |
| "sn91": { | |
| "ratio": 0.9287716224472213, | |
| "mase": 4.677135439575248, | |
| "n_origins": 10 | |
| }, | |
| "sn93": { | |
| "ratio": 0.8816873497649993, | |
| "mase": 1.9083526004121463, | |
| "n_origins": 10 | |
| }, | |
| "sn94": { | |
| "ratio": 113.65258458226461, | |
| "mase": 13.505513846211844, | |
| "n_origins": 10 | |
| }, | |
| "sn95": { | |
| "ratio": 0.9278231629829637, | |
| "mase": 6.141509588558696, | |
| "n_origins": 10 | |
| }, | |
| "sn96": { | |
| "ratio": 0.5639633683954322, | |
| "mase": 10.906534189315888, | |
| "n_origins": 10 | |
| }, | |
| "sn97": { | |
| "ratio": 0.935968134890344, | |
| "mase": 1.8639676739379385, | |
| "n_origins": 10 | |
| }, | |
| "sn98": { | |
| "ratio": 1.124174308172979, | |
| "mase": 2.308729534808907, | |
| "n_origins": 10 | |
| } | |
| } | |
| } | |
| } | |
| } |