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lookback_24h_correlation_rule

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_24h_correlation_rule1m0.5116 0.51130.02382150.5023fp_futures_max_neg_delta_usd_chg1 train corr=0.1727 (lookback=24h, rows=1430)
lookback_24h_correlation_rule2m0.5395 0.53950.05642150.5023price_ret_1m train corr=-0.1062 (lookback=24h, rows=1430)
lookback_24h_correlation_rule3m0.5302 0.54350.03532150.5163xsent_binance_spot_1_imbalance_ma5 train corr=0.1116 (lookback=24h, rows=1430)
lookback_24h_correlation_rule4m0.4907 0.5289-0.00582140.5467xsent_binance_spot_1_imbalance_ma5 train corr=0.1357 (lookback=24h, rows=1430)
lookback_24h_correlation_rule5m0.4813 0.5306-0.01442140.5607xsent_binance_spot_1_imbalance_ma5 train corr=0.1544 (lookback=24h, rows=1430)
lookback_24h_correlation_rule10m0.6291 0.65270.11342130.5681xsent_binance_futures_2_raw_sentiment_ma5 train corr=0.2193 (lookback=24h, rows=1430)
lookback_24h_correlation_rule15m0.6714 0.69610.15682130.5775xsent_binance_futures_2_raw_sentiment_ma5 train corr=0.2805 (lookback=24h, rows=1430)
lookback_24h_correlation_rule30m0.7857 0.80490.24592100.6143xsent_binance_spot_35_raw_sentiment_ma5 train corr=-0.2844 (lookback=24h, rows=1430)
lookback_24h_correlation_rule1h0.5437 0.60830.02792060.5825xsent_binance_spot_1_imbalance_ma5 train corr=0.4013 (lookback=24h, rows=1430)
lookback_24h_correlation_rule2h0.3655 0.5719-0.14611970.7411xsent_binance_spot_1_imbalance_ma5 train corr=0.6075 (lookback=24h, rows=1430)
lookback_24h_correlation_rule4h0.7095 0.38960.18241790.9106xsent_kucoin_spot_1_raw_sentiment_ma5 train corr=0.8039 (lookback=24h, rows=1430)
lookback_24h_correlation_rule8h0.9650 0.96500.40551431.0price train corr=-0.8939 (lookback=24h, rows=1430)