| ablation_ridge | 1m | all_features | 0.5092 | 0.5046 | 0.0214 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | orderbook_only | 0.5200 | 0.5175 | 0.0322 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | cvd_footprint_only | 0.5214 | 0.5211 | 0.0336 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | combined_orderbook_cvd | 0.5185 | 0.5172 | 0.0307 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | orderbook_0.5pct_only | 0.5360 | 0.5366 | 0.0482 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | without_orderbook_0.5pct | 0.5108 | 0.5063 | 0.023 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | orderbook_1pct_only | 0.5347 | 0.5369 | 0.0469 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | without_orderbook_1pct | 0.5092 | 0.5046 | 0.0214 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | orderbook_2pct_only | 0.5221 | 0.5259 | 0.0343 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | without_orderbook_2pct | 0.5087 | 0.5041 | 0.0209 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | orderbook_5pct_only | 0.5311 | 0.5342 | 0.0433 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | without_orderbook_5pct | 0.5080 | 0.5034 | 0.0202 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | orderbook_10pct_only | 0.5272 | 0.5248 | 0.0394 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | without_orderbook_10pct | 0.5100 | 0.5054 | 0.0222 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | orderbook_20pct_only | 0.5187 | 0.5145 | 0.0309 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | without_orderbook_20pct | 0.5108 | 0.5063 | 0.023 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | orderbook_35pct_only | 0.5238 | 0.5212 | 0.036 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1m | without_orderbook_35pct | 0.5103 | 0.5058 | 0.0225 | 6108 | 0.5054 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | all_features | 0.5192 | 0.5246 | 0.0361 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | orderbook_only | 0.5337 | 0.5383 | 0.0506 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | cvd_footprint_only | 0.5273 | 0.5286 | 0.0442 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | combined_orderbook_cvd | 0.5262 | 0.5325 | 0.0431 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | orderbook_0.5pct_only | 0.5097 | 0.5099 | 0.0266 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | without_orderbook_0.5pct | 0.5192 | 0.5246 | 0.0361 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | orderbook_1pct_only | 0.5079 | 0.5071 | 0.0248 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | without_orderbook_1pct | 0.5192 | 0.5246 | 0.0361 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | orderbook_2pct_only | 0.5080 | 0.5054 | 0.0249 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | without_orderbook_2pct | 0.5192 | 0.5246 | 0.0361 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | orderbook_5pct_only | 0.5072 | 0.5062 | 0.0241 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | without_orderbook_5pct | 0.5223 | 0.5280 | 0.0392 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | orderbook_10pct_only | 0.5013 | 0.5050 | 0.0182 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | without_orderbook_10pct | 0.5185 | 0.5244 | 0.0354 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | orderbook_20pct_only | 0.5034 | 0.5092 | 0.0203 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | without_orderbook_20pct | 0.5165 | 0.5231 | 0.0334 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | orderbook_35pct_only | 0.4985 | 0.5032 | 0.0154 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2m | without_orderbook_35pct | 0.5216 | 0.5239 | 0.0385 | 6108 | 0.4931 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | all_features | 0.5026 | 0.5028 | 0.0077 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | orderbook_only | 0.5349 | 0.5387 | 0.04 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | cvd_footprint_only | 0.5352 | 0.5376 | 0.0403 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | combined_orderbook_cvd | 0.5324 | 0.5302 | 0.0375 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | orderbook_0.5pct_only | 0.5061 | 0.5113 | 0.0112 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | without_orderbook_0.5pct | 0.5026 | 0.5028 | 0.0077 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | orderbook_1pct_only | 0.4909 | 0.4982 | -0.004 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | without_orderbook_1pct | 0.5026 | 0.5028 | 0.0077 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | orderbook_2pct_only | 0.4920 | 0.5004 | -0.0029 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | without_orderbook_2pct | 0.5026 | 0.5028 | 0.0077 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | orderbook_5pct_only | 0.4882 | 0.4968 | -0.0067 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | without_orderbook_5pct | 0.5052 | 0.5046 | 0.0103 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | orderbook_10pct_only | 0.5177 | 0.5151 | 0.0228 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | without_orderbook_10pct | 0.5062 | 0.5053 | 0.0113 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | orderbook_20pct_only | 0.5167 | 0.5100 | 0.0218 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | without_orderbook_20pct | 0.5026 | 0.5028 | 0.0077 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | orderbook_35pct_only | 0.5202 | 0.5174 | 0.0253 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 3m | without_orderbook_35pct | 0.5026 | 0.5028 | 0.0077 | 6102 | 0.5083 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | all_features | 0.4963 | 0.5005 | -0.0002 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | orderbook_only | 0.5208 | 0.5250 | 0.0243 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | cvd_footprint_only | 0.5228 | 0.5240 | 0.0263 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | combined_orderbook_cvd | 0.5143 | 0.5189 | 0.0178 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | orderbook_0.5pct_only | 0.5124 | 0.5146 | 0.0159 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | without_orderbook_0.5pct | 0.4963 | 0.5005 | -0.0002 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | orderbook_1pct_only | 0.4964 | 0.4964 | -0.0001 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | without_orderbook_1pct | 0.4963 | 0.5005 | -0.0002 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | orderbook_2pct_only | 0.5098 | 0.5068 | 0.0133 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | without_orderbook_2pct | 0.4963 | 0.5005 | -0.0002 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | orderbook_5pct_only | 0.4965 | 0.4958 | 0.0 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | without_orderbook_5pct | 0.4963 | 0.5005 | -0.0002 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | orderbook_10pct_only | 0.5051 | 0.5091 | 0.0086 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | without_orderbook_10pct | 0.4971 | 0.5014 | 0.0006 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | orderbook_20pct_only | 0.5025 | 0.5069 | 0.006 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | without_orderbook_20pct | 0.4963 | 0.5005 | -0.0002 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | orderbook_35pct_only | 0.5005 | 0.5049 | 0.004 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4m | without_orderbook_35pct | 0.4963 | 0.5005 | -0.0002 | 6102 | 0.4956 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | all_features | 0.4957 | 0.4972 | 0.0 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | orderbook_only | 0.5252 | 0.5251 | 0.0295 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | cvd_footprint_only | 0.5166 | 0.5153 | 0.0209 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | combined_orderbook_cvd | 0.5018 | 0.5023 | 0.0061 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | orderbook_0.5pct_only | 0.5018 | 0.5015 | 0.0061 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | without_orderbook_0.5pct | 0.4957 | 0.4972 | 0.0 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | orderbook_1pct_only | 0.4951 | 0.4941 | -0.0006 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | without_orderbook_1pct | 0.4957 | 0.4972 | 0.0 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | orderbook_2pct_only | 0.4990 | 0.4976 | 0.0033 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | without_orderbook_2pct | 0.4957 | 0.4972 | 0.0 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | orderbook_5pct_only | 0.4900 | 0.4897 | -0.0057 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | without_orderbook_5pct | 0.4957 | 0.4972 | 0.0 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | orderbook_10pct_only | 0.5046 | 0.5053 | 0.0089 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | without_orderbook_10pct | 0.4957 | 0.4972 | 0.0 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | orderbook_20pct_only | 0.5005 | 0.5011 | 0.0048 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | without_orderbook_20pct | 0.4957 | 0.4972 | 0.0 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | orderbook_35pct_only | 0.5039 | 0.5047 | 0.0082 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 5m | without_orderbook_35pct | 0.4957 | 0.4972 | 0.0 | 6102 | 0.4995 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | all_features | 0.4933 | 0.4950 | -0.0224 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | orderbook_only | 0.5531 | 0.5539 | 0.0374 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | cvd_footprint_only | 0.5133 | 0.5128 | -0.0024 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | combined_orderbook_cvd | 0.5115 | 0.5128 | -0.0042 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | orderbook_0.5pct_only | 0.5026 | 0.5024 | -0.0131 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | without_orderbook_0.5pct | 0.4933 | 0.4950 | -0.0224 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | orderbook_1pct_only | 0.5075 | 0.5054 | -0.0082 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | without_orderbook_1pct | 0.4933 | 0.4950 | -0.0224 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | orderbook_2pct_only | 0.4990 | 0.4972 | -0.0167 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | without_orderbook_2pct | 0.4933 | 0.4950 | -0.0224 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | orderbook_5pct_only | 0.5005 | 0.4990 | -0.0152 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | without_orderbook_5pct | 0.4933 | 0.4950 | -0.0224 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | orderbook_10pct_only | 0.5020 | 0.5035 | -0.0137 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | without_orderbook_10pct | 0.4933 | 0.4950 | -0.0224 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | orderbook_20pct_only | 0.4985 | 0.4998 | -0.0172 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | without_orderbook_20pct | 0.4933 | 0.4950 | -0.0224 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | orderbook_35pct_only | 0.4961 | 0.4974 | -0.0196 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 10m | without_orderbook_35pct | 0.4933 | 0.4950 | -0.0224 | 6102 | 0.4987 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | all_features | 0.4729 | 0.4894 | -0.0417 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | orderbook_only | 0.5030 | 0.5167 | -0.0116 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | cvd_footprint_only | 0.5228 | 0.5267 | 0.0082 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | combined_orderbook_cvd | 0.4857 | 0.5014 | -0.0289 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | orderbook_0.5pct_only | 0.5299 | 0.5373 | 0.0153 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | without_orderbook_0.5pct | 0.4729 | 0.4894 | -0.0417 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | orderbook_1pct_only | 0.5878 | 0.5848 | 0.0732 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | without_orderbook_1pct | 0.4729 | 0.4894 | -0.0417 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | orderbook_2pct_only | 0.5472 | 0.5352 | 0.0326 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | without_orderbook_2pct | 0.4729 | 0.4894 | -0.0417 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | orderbook_5pct_only | 0.5586 | 0.5519 | 0.044 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | without_orderbook_5pct | 0.4729 | 0.4894 | -0.0417 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | orderbook_10pct_only | 0.4857 | 0.5008 | -0.0289 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | without_orderbook_10pct | 0.4719 | 0.4884 | -0.0427 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | orderbook_20pct_only | 0.4836 | 0.4993 | -0.031 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | without_orderbook_20pct | 0.4705 | 0.4868 | -0.0441 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | orderbook_35pct_only | 0.4834 | 0.4991 | -0.0312 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 15m | without_orderbook_35pct | 0.4729 | 0.4894 | -0.0417 | 6096 | 0.4842 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | all_features | 0.5227 | 0.5234 | -0.0171 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | orderbook_only | 0.5672 | 0.5560 | 0.0274 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | cvd_footprint_only | 0.5260 | 0.5149 | -0.0138 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | combined_orderbook_cvd | 0.5462 | 0.5339 | 0.0064 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | orderbook_0.5pct_only | 0.5629 | 0.5549 | 0.0231 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | without_orderbook_0.5pct | 0.5229 | 0.5235 | -0.0169 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | orderbook_1pct_only | 0.5506 | 0.5518 | 0.0108 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | without_orderbook_1pct | 0.5220 | 0.5227 | -0.0178 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | orderbook_2pct_only | 0.5250 | 0.5303 | -0.0148 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | without_orderbook_2pct | 0.5206 | 0.5215 | -0.0192 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | orderbook_5pct_only | 0.5159 | 0.5223 | -0.0239 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | without_orderbook_5pct | 0.5113 | 0.5009 | -0.0285 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | orderbook_10pct_only | 0.5214 | 0.5275 | -0.0184 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | without_orderbook_10pct | 0.5205 | 0.5189 | -0.0193 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | orderbook_20pct_only | 0.5182 | 0.5177 | -0.0216 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | without_orderbook_20pct | 0.5329 | 0.5256 | -0.0069 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | orderbook_35pct_only | 0.5151 | 0.5141 | -0.0247 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 30m | without_orderbook_35pct | 0.5376 | 0.5247 | -0.0022 | 6084 | 0.5077 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | all_features | 0.4773 | 0.4856 | -0.0385 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | orderbook_only | 0.5471 | 0.5491 | 0.0313 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | cvd_footprint_only | 0.5582 | 0.5430 | 0.0424 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | combined_orderbook_cvd | 0.5322 | 0.5356 | 0.0164 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | orderbook_0.5pct_only | 0.5752 | 0.5761 | 0.0594 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | without_orderbook_0.5pct | 0.4773 | 0.4856 | -0.0385 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | orderbook_1pct_only | 0.5644 | 0.5657 | 0.0486 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | without_orderbook_1pct | 0.4773 | 0.4856 | -0.0385 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | orderbook_2pct_only | 0.5493 | 0.5430 | 0.0335 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | without_orderbook_2pct | 0.4773 | 0.4856 | -0.0385 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | orderbook_5pct_only | 0.5490 | 0.5522 | 0.0332 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | without_orderbook_5pct | 0.4773 | 0.4856 | -0.0385 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | orderbook_10pct_only | 0.4912 | 0.5203 | -0.0246 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | without_orderbook_10pct | 0.4820 | 0.4887 | -0.0338 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | orderbook_20pct_only | 0.5000 | 0.5128 | -0.0158 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | without_orderbook_20pct | 0.4773 | 0.4856 | -0.0385 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | orderbook_35pct_only | 0.4932 | 0.5184 | -0.0226 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 1h | without_orderbook_35pct | 0.4773 | 0.4856 | -0.0385 | 6066 | 0.4941 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | all_features | 0.3662 | 0.5000 | -0.1454 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | orderbook_only | 0.4950 | 0.5977 | -0.0166 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | cvd_footprint_only | 0.6427 | 0.5840 | 0.1311 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | combined_orderbook_cvd | 0.4417 | 0.5479 | -0.0699 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | orderbook_0.5pct_only | 0.5369 | 0.6225 | 0.0253 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | without_orderbook_0.5pct | 0.3662 | 0.5000 | -0.1454 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | orderbook_1pct_only | 0.6700 | 0.6546 | 0.1584 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | without_orderbook_1pct | 0.3662 | 0.5000 | -0.1454 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | orderbook_2pct_only | 0.6404 | 0.5115 | 0.1288 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | without_orderbook_2pct | 0.3662 | 0.5000 | -0.1454 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | orderbook_5pct_only | 0.6795 | 0.5851 | 0.1679 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | without_orderbook_5pct | 0.3662 | 0.5000 | -0.1454 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | orderbook_10pct_only | 0.3845 | 0.5124 | -0.1271 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | without_orderbook_10pct | 0.3662 | 0.5000 | -0.1454 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | orderbook_20pct_only | 0.3667 | 0.5002 | -0.1449 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | without_orderbook_20pct | 0.3662 | 0.5000 | -0.1454 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | orderbook_35pct_only | 0.3754 | 0.5061 | -0.1362 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 2h | without_orderbook_35pct | 0.3662 | 0.5000 | -0.1454 | 6018 | 0.3662 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | all_features | 0.3438 | 0.4942 | -0.1833 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | orderbook_only | 0.5824 | 0.6451 | 0.0553 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | cvd_footprint_only | 0.5868 | 0.5522 | 0.0597 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | combined_orderbook_cvd | 0.4602 | 0.5860 | -0.0669 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | orderbook_0.5pct_only | 0.5928 | 0.6328 | 0.0657 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | without_orderbook_0.5pct | 0.3438 | 0.4942 | -0.1833 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | orderbook_1pct_only | 0.6303 | 0.5610 | 0.1032 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | without_orderbook_1pct | 0.3438 | 0.4942 | -0.1833 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | orderbook_2pct_only | 0.6677 | 0.5225 | 0.1406 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | without_orderbook_2pct | 0.3438 | 0.4942 | -0.1833 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | orderbook_5pct_only | 0.6699 | 0.5260 | 0.1428 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | without_orderbook_5pct | 0.3438 | 0.4942 | -0.1833 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | orderbook_10pct_only | 0.4108 | 0.5442 | -0.1163 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | without_orderbook_10pct | 0.3438 | 0.4942 | -0.1833 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | orderbook_20pct_only | 0.3612 | 0.5101 | -0.1659 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | without_orderbook_20pct | 0.3438 | 0.4942 | -0.1833 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | orderbook_35pct_only | 0.3807 | 0.5253 | -0.1464 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 4h | without_orderbook_35pct | 0.3438 | 0.4942 | -0.1833 | 5934 | 0.348 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | all_features | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | orderbook_only | 0.6059 | 0.6817 | 0.0464 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | cvd_footprint_only | 0.6198 | 0.5214 | 0.0603 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | combined_orderbook_cvd | 0.6224 | 0.6947 | 0.0629 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | orderbook_0.5pct_only | 0.6241 | 0.5984 | 0.0646 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | without_orderbook_0.5pct | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | orderbook_1pct_only | 0.6578 | 0.5880 | 0.0983 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | without_orderbook_1pct | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | orderbook_2pct_only | 0.6769 | 0.5478 | 0.1174 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | without_orderbook_2pct | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | orderbook_5pct_only | 0.6893 | 0.5900 | 0.1298 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | without_orderbook_5pct | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | orderbook_10pct_only | 0.3805 | 0.5217 | -0.179 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | without_orderbook_10pct | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | orderbook_20pct_only | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | without_orderbook_20pct | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | orderbook_35pct_only | 0.3599 | 0.5068 | -0.1996 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |
| ablation_ridge | 8h | without_orderbook_35pct | 0.3505 | 0.5000 | -0.209 | 5760 | 0.3505 | folds=6 blocked Monte Carlo ablation |