Back to leaderboard

ablation_logit

Algorithm	Horizon	Feature Set	Accuracy	Bal Acc	Edge	Rows	Up Rate	Feature/Notes
ablation_logit	1m	all_features	0.5231	0.5216	0.0353	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	orderbook_only	0.5286	0.5270	0.0408	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	cvd_footprint_only	0.5151	0.5183	0.0273	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	combined_orderbook_cvd	0.5324	0.5316	0.0446	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	orderbook_0.5pct_only	0.5368	0.5388	0.049	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	without_orderbook_0.5pct	0.5260	0.5247	0.0382	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	orderbook_1pct_only	0.5422	0.5434	0.0544	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	without_orderbook_1pct	0.5239	0.5224	0.0361	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	orderbook_2pct_only	0.5422	0.5430	0.0544	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	without_orderbook_2pct	0.5244	0.5229	0.0366	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	orderbook_5pct_only	0.5349	0.5372	0.0471	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	without_orderbook_5pct	0.5244	0.5229	0.0366	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	orderbook_10pct_only	0.5395	0.5387	0.0517	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	without_orderbook_10pct	0.5237	0.5222	0.0359	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	orderbook_20pct_only	0.5278	0.5252	0.04	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	without_orderbook_20pct	0.5236	0.5222	0.0358	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	orderbook_35pct_only	0.5296	0.5268	0.0418	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	1m	without_orderbook_35pct	0.5234	0.5220	0.0356	6108	0.5054	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	all_features	0.5245	0.5278	0.0414	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	orderbook_only	0.5326	0.5376	0.0495	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	cvd_footprint_only	0.5332	0.5338	0.0501	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	combined_orderbook_cvd	0.5262	0.5323	0.0431	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	orderbook_0.5pct_only	0.5247	0.5233	0.0416	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	without_orderbook_0.5pct	0.5245	0.5278	0.0414	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	orderbook_1pct_only	0.5218	0.5218	0.0387	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	without_orderbook_1pct	0.5245	0.5278	0.0414	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	orderbook_2pct_only	0.5186	0.5199	0.0355	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	without_orderbook_2pct	0.5245	0.5278	0.0414	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	orderbook_5pct_only	0.5152	0.5148	0.0321	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	without_orderbook_5pct	0.5257	0.5291	0.0426	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	orderbook_10pct_only	0.5131	0.5164	0.03	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	without_orderbook_10pct	0.5293	0.5310	0.0462	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	orderbook_20pct_only	0.5057	0.5116	0.0226	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	without_orderbook_20pct	0.5238	0.5274	0.0407	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	orderbook_35pct_only	0.5059	0.5120	0.0228	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	2m	without_orderbook_35pct	0.5285	0.5303	0.0454	6108	0.4931	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	all_features	0.4847	0.4983	-0.0102	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	orderbook_only	0.4998	0.5090	0.0049	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	cvd_footprint_only	0.5441	0.5483	0.0492	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	combined_orderbook_cvd	0.5095	0.5206	0.0146	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	orderbook_0.5pct_only	0.5064	0.5136	0.0115	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	without_orderbook_0.5pct	0.4847	0.4983	-0.0102	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	orderbook_1pct_only	0.5105	0.5179	0.0156	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	without_orderbook_1pct	0.4847	0.4983	-0.0102	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	orderbook_2pct_only	0.5090	0.5170	0.0141	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	without_orderbook_2pct	0.4847	0.4983	-0.0102	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	orderbook_5pct_only	0.5085	0.5168	0.0136	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	without_orderbook_5pct	0.4846	0.4982	-0.0103	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	orderbook_10pct_only	0.5203	0.5265	0.0254	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	without_orderbook_10pct	0.4851	0.4987	-0.0098	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	orderbook_20pct_only	0.5389	0.5433	0.044	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	without_orderbook_20pct	0.4847	0.4983	-0.0102	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	orderbook_35pct_only	0.5369	0.5419	0.042	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	3m	without_orderbook_35pct	0.4847	0.4983	-0.0102	6102	0.5083	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	all_features	0.4979	0.5021	0.0014	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	orderbook_only	0.5359	0.5358	0.0394	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	cvd_footprint_only	0.5398	0.5419	0.0433	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	combined_orderbook_cvd	0.5411	0.5444	0.0446	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	orderbook_0.5pct_only	0.5057	0.5019	0.0092	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	without_orderbook_0.5pct	0.4979	0.5021	0.0014	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	orderbook_1pct_only	0.5062	0.5026	0.0097	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	without_orderbook_1pct	0.4979	0.5021	0.0014	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	orderbook_2pct_only	0.5128	0.5096	0.0163	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	without_orderbook_2pct	0.4979	0.5021	0.0014	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	orderbook_5pct_only	0.5036	0.4997	0.0071	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	without_orderbook_5pct	0.4979	0.5021	0.0014	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	orderbook_10pct_only	0.5338	0.5347	0.0373	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	without_orderbook_10pct	0.4971	0.5014	0.0006	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	orderbook_20pct_only	0.5221	0.5263	0.0256	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	without_orderbook_20pct	0.4977	0.5020	0.0012	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	orderbook_35pct_only	0.5208	0.5251	0.0243	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	4m	without_orderbook_35pct	0.4982	0.5025	0.0017	6102	0.4956	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	all_features	0.5015	0.5026	0.0058	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	orderbook_only	0.5414	0.5400	0.0457	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	cvd_footprint_only	0.5477	0.5467	0.052	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	combined_orderbook_cvd	0.5087	0.5091	0.013	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	orderbook_0.5pct_only	0.5151	0.5149	0.0194	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	without_orderbook_0.5pct	0.5015	0.5026	0.0058	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	orderbook_1pct_only	0.5133	0.5135	0.0176	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	without_orderbook_1pct	0.5015	0.5026	0.0058	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	orderbook_2pct_only	0.5177	0.5183	0.022	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	without_orderbook_2pct	0.5015	0.5026	0.0058	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	orderbook_5pct_only	0.5100	0.5096	0.0143	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	without_orderbook_5pct	0.5015	0.5026	0.0058	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	orderbook_10pct_only	0.5288	0.5285	0.0331	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	without_orderbook_10pct	0.5015	0.5026	0.0058	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	orderbook_20pct_only	0.5142	0.5150	0.0185	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	without_orderbook_20pct	0.5015	0.5026	0.0058	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	orderbook_35pct_only	0.5125	0.5134	0.0168	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	5m	without_orderbook_35pct	0.5015	0.5026	0.0058	6102	0.4995	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	all_features	0.4943	0.4961	-0.0214	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	orderbook_only	0.5365	0.5312	0.0208	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	cvd_footprint_only	0.5218	0.5215	0.0061	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	combined_orderbook_cvd	0.5303	0.5306	0.0146	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	orderbook_0.5pct_only	0.5041	0.5025	-0.0116	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	without_orderbook_0.5pct	0.4943	0.4961	-0.0214	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	orderbook_1pct_only	0.5033	0.5018	-0.0124	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	without_orderbook_1pct	0.4943	0.4961	-0.0214	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	orderbook_2pct_only	0.5035	0.5019	-0.0122	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	without_orderbook_2pct	0.4943	0.4961	-0.0214	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	orderbook_5pct_only	0.5049	0.5033	-0.0108	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	without_orderbook_5pct	0.4943	0.4961	-0.0214	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	orderbook_10pct_only	0.5098	0.5094	-0.0059	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	without_orderbook_10pct	0.4943	0.4961	-0.0214	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	orderbook_20pct_only	0.5013	0.5025	-0.0144	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	without_orderbook_20pct	0.4943	0.4961	-0.0214	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	orderbook_35pct_only	0.4985	0.4999	-0.0172	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	10m	without_orderbook_35pct	0.4943	0.4961	-0.0214	6102	0.4987	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	all_features	0.4733	0.4900	-0.0413	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	orderbook_only	0.5674	0.5643	0.0528	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	cvd_footprint_only	0.5599	0.5606	0.0453	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	combined_orderbook_cvd	0.4885	0.5032	-0.0261	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	orderbook_0.5pct_only	0.5436	0.5308	0.029	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	without_orderbook_0.5pct	0.4733	0.4900	-0.0413	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	orderbook_1pct_only	0.5302	0.5170	0.0156	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	without_orderbook_1pct	0.4733	0.4900	-0.0413	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	orderbook_2pct_only	0.5302	0.5164	0.0156	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	without_orderbook_2pct	0.4733	0.4900	-0.0413	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	orderbook_5pct_only	0.5336	0.5182	0.019	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	without_orderbook_5pct	0.4734	0.4902	-0.0412	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	orderbook_10pct_only	0.5349	0.5393	0.0203	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	without_orderbook_10pct	0.4723	0.4890	-0.0423	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	orderbook_20pct_only	0.4989	0.5142	-0.0157	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	without_orderbook_20pct	0.4729	0.4896	-0.0417	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	orderbook_35pct_only	0.4929	0.5087	-0.0217	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	15m	without_orderbook_35pct	0.4733	0.4900	-0.0413	6096	0.4842	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	all_features	0.5414	0.5282	0.0016	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	orderbook_only	0.5516	0.5414	0.0118	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	cvd_footprint_only	0.5158	0.5082	-0.024	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	combined_orderbook_cvd	0.5467	0.5379	0.0069	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	orderbook_0.5pct_only	0.5046	0.5102	-0.0352	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	without_orderbook_0.5pct	0.5414	0.5282	0.0016	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	orderbook_1pct_only	0.4939	0.5010	-0.0459	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	without_orderbook_1pct	0.5414	0.5282	0.0016	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	orderbook_2pct_only	0.4946	0.5016	-0.0452	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	without_orderbook_2pct	0.5414	0.5282	0.0016	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	orderbook_5pct_only	0.4995	0.5057	-0.0403	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	without_orderbook_5pct	0.4951	0.5083	-0.0447	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	orderbook_10pct_only	0.5298	0.5411	-0.01	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	without_orderbook_10pct	0.5067	0.5084	-0.0331	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	orderbook_20pct_only	0.5110	0.5225	-0.0288	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	without_orderbook_20pct	0.5158	0.5081	-0.024	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	orderbook_35pct_only	0.5072	0.5131	-0.0326	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	30m	without_orderbook_35pct	0.5439	0.5304	0.0041	6084	0.5077	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	all_features	0.5267	0.5215	0.0109	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	orderbook_only	0.5979	0.5913	0.0821	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	cvd_footprint_only	0.5702	0.5532	0.0544	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	combined_orderbook_cvd	0.5442	0.5447	0.0284	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	orderbook_0.5pct_only	0.5221	0.5143	0.0063	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	without_orderbook_0.5pct	0.5267	0.5215	0.0109	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	orderbook_1pct_only	0.5125	0.5062	-0.0033	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	without_orderbook_1pct	0.5267	0.5215	0.0109	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	orderbook_2pct_only	0.5119	0.5055	-0.0039	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	without_orderbook_2pct	0.5267	0.5215	0.0109	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	orderbook_5pct_only	0.5157	0.5090	-0.0001	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	without_orderbook_5pct	0.5267	0.5215	0.0109	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	orderbook_10pct_only	0.5219	0.5322	0.0061	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	without_orderbook_10pct	0.5229	0.5198	0.0071	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	orderbook_20pct_only	0.5003	0.5182	-0.0155	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	without_orderbook_20pct	0.5267	0.5215	0.0109	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	orderbook_35pct_only	0.4888	0.5023	-0.027	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	1h	without_orderbook_35pct	0.5267	0.5215	0.0109	6066	0.4941	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	all_features	0.3662	0.5000	-0.1454	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	orderbook_only	0.4975	0.6006	-0.0141	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	cvd_footprint_only	0.6150	0.5762	0.1034	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	combined_orderbook_cvd	0.4101	0.5226	-0.1015	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	orderbook_0.5pct_only	0.6346	0.5011	0.123	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	without_orderbook_0.5pct	0.3662	0.5000	-0.1454	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	orderbook_1pct_only	0.6338	0.5000	0.1222	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	without_orderbook_1pct	0.3662	0.5000	-0.1454	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	orderbook_2pct_only	0.6338	0.5000	0.1222	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	without_orderbook_2pct	0.3662	0.5000	-0.1454	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	orderbook_5pct_only	0.6338	0.5000	0.1222	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	without_orderbook_5pct	0.3662	0.5000	-0.1454	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	orderbook_10pct_only	0.6630	0.6604	0.1514	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	without_orderbook_10pct	0.3662	0.5000	-0.1454	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	orderbook_20pct_only	0.3737	0.5051	-0.1379	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	without_orderbook_20pct	0.3662	0.5000	-0.1454	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	orderbook_35pct_only	0.4533	0.5651	-0.0583	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	2h	without_orderbook_35pct	0.3662	0.5000	-0.1454	6018	0.3662	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	all_features	0.3428	0.4928	-0.1843	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	orderbook_only	0.5823	0.6488	0.0552	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	cvd_footprint_only	0.6048	0.4783	0.0777	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	combined_orderbook_cvd	0.5052	0.6180	-0.0219	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	orderbook_0.5pct_only	0.6550	0.5042	0.1279	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	without_orderbook_0.5pct	0.3428	0.4928	-0.1843	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	orderbook_1pct_only	0.6520	0.5000	0.1249	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	without_orderbook_1pct	0.3428	0.4928	-0.1843	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	orderbook_2pct_only	0.6520	0.5000	0.1249	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	without_orderbook_2pct	0.3428	0.4928	-0.1843	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	orderbook_5pct_only	0.6520	0.5000	0.1249	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	without_orderbook_5pct	0.3428	0.4928	-0.1843	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	orderbook_10pct_only	0.6520	0.5000	0.1249	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	without_orderbook_10pct	0.3428	0.4928	-0.1843	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	orderbook_20pct_only	0.5576	0.6246	0.0305	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	without_orderbook_20pct	0.3428	0.4928	-0.1843	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	orderbook_35pct_only	0.6638	0.6508	0.1367	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	4h	without_orderbook_35pct	0.3428	0.4928	-0.1843	5934	0.348	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	all_features	0.3600	0.5072	-0.1995	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	orderbook_only	0.5354	0.6340	-0.0241	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	cvd_footprint_only	0.6306	0.4888	0.0711	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	combined_orderbook_cvd	0.4538	0.5783	-0.1057	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	orderbook_0.5pct_only	0.6495	0.5000	0.09	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	without_orderbook_0.5pct	0.3600	0.5072	-0.1995	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	orderbook_1pct_only	0.6495	0.5000	0.09	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	without_orderbook_1pct	0.3600	0.5072	-0.1995	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	orderbook_2pct_only	0.6495	0.5000	0.09	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	without_orderbook_2pct	0.3600	0.5072	-0.1995	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	orderbook_5pct_only	0.6495	0.5000	0.09	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	without_orderbook_5pct	0.3600	0.5072	-0.1995	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	orderbook_10pct_only	0.6905	0.5656	0.131	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	without_orderbook_10pct	0.3557	0.5040	-0.2038	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	orderbook_20pct_only	0.3505	0.5000	-0.209	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	without_orderbook_20pct	0.4050	0.5027	-0.1545	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	orderbook_35pct_only	0.4022	0.5372	-0.1573	5760	0.3505	folds=6 blocked Monte Carlo ablation
ablation_logit	8h	without_orderbook_35pct	0.3595	0.5069	-0.2	5760	0.3505	folds=6 blocked Monte Carlo ablation