Source: task5-ashare-leader/output/streaming_hist_2012/preprofit_tech_ab/summary.md
Last modified: 2026-05-19 15:02:45 · 2,942 bytes
Task #5 pre-profit technology leader A/B
| scenario |
full_ann |
full_sharpe |
full_mdd |
final_nav |
avg_exposure |
avg_holdings |
trades |
buys |
exception_buys |
exception_candidate_rows |
exception_candidate_stocks |
first_buy_date |
first_buy_price |
first_buy_reason |
first_buy_rank |
| baseline |
0.1723 |
0.8621 |
-0.2275 |
5.0697 |
0.3969 |
4.9975 |
695 |
333 |
0 |
15500 |
875 |
|
nan |
|
nan |
| preprofit_quality_2pct |
0.1717 |
0.8634 |
-0.2272 |
0.3013 |
0.3898 |
5.0430 |
684 |
328 |
15 |
15869 |
935 |
|
nan |
|
nan |
| preprofit_quality_4pct |
0.1735 |
0.8670 |
-0.2273 |
0.3489 |
0.3942 |
5.0430 |
684 |
328 |
15 |
15869 |
935 |
|
nan |
|
nan |
| preprofit_quality_or_gm_2pct |
0.1550 |
0.7933 |
-0.2312 |
0.0000 |
0.3785 |
4.9415 |
698 |
336 |
27 |
15943 |
937 |
2024-11-01 |
277.0012 |
preprofit_tech_quality_or_gm_entry |
2.0000 |
| preprofit_quality_or_gm_4pct |
0.1638 |
0.8256 |
-0.2189 |
0.0000 |
0.3855 |
4.9395 |
700 |
335 |
27 |
15943 |
937 |
2024-11-01 |
277.0012 |
preprofit_tech_quality_or_gm_entry |
2.0000 |
| preprofit_top5_quality_or_gm_2pct |
0.1691 |
0.8527 |
-0.2333 |
0.2197 |
0.3899 |
5.0140 |
691 |
331 |
18 |
15764 |
922 |
|
nan |
|
nan |
| preprofit_top5_quality_or_gm_4pct |
0.1669 |
0.8371 |
-0.2331 |
0.2235 |
0.3931 |
5.0140 |
691 |
331 |
18 |
15764 |
922 |
|
nan |
|
nan |