quantlab/docs/learning/phase_05/selection/selection-result.json at main · arvindthandi36/quantlab · GitHub

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{
  "all_development_means": {
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    "variant-48": 0.14216432090926032,
    "variant-49": 0.3685778708246369
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  "development": {
    "available": 40,
    "maximum": 2.3021459876169317,
    "mean": 0.3685778708246369,
    "mean_ci": {
      "confidence": 0.95,
      "high": 0.6484551525455351,
      "low": 0.08870058910373868,
      "method": "Student t mean"
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    "median": 0.37337395325494216,
    "minimum": -1.269584571392861,
    "missing": 0,
    "p05": -0.9571015382770083,
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    "p75": 0.7676738228820752,
    "p95": 1.892442849275406,
    "requested": 40,
    "standard_deviation": 0.8751210249745554,
    "standard_error": 0.13836878336103453,
    "variance": 0.7658368083525163
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  "development_outcome_digest": "48456a4eed5dd7779737de58c3b331fc268936ba89b63505119d84ad86af0248",
  "evaluation": {
    "available": 400,
    "maximum": 2.699248982579818,
    "mean": 0.030802457458354658,
    "mean_ci": {
      "confidence": 0.95,
      "high": 0.12624810531851122,
      "low": -0.06464319040180191,
      "method": "Student t mean"
    },
    "median": -0.016920579948167272,
    "minimum": -2.6614951247562577,
    "missing": 0,
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    "requested": 400,
    "standard_deviation": 0.970998755225562,
    "standard_error": 0.0485499377612781,
    "variance": 0.942838582649591
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  "evaluation_runs": 400,
  "interpretation": "Selection optimism is expected over repetitions, not guaranteed in each sample. No root seeds were searched to force deterioration.",
  "known_true_mean": 0.0,
  "limitations": "Gaussian payoffs have known equal true skill; these are not simulated executions. One demo is not a performance study.",
  "observed_deterioration": 0.33777541336628225,
  "selected_variant": {
    "configuration": {
      "mean": 0.0,
      "sd": 1.0,
      "variant_id": "49"
    },
    "name": "variant-49"
  },
  "selection_rule": "highest development mean; original order breaks ties"
}