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lookback_336h_correlation_rule

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_336h_correlation_rule1m0.5161 0.51590.028312730.4878xsent_binance_spot_10_imbalance_chg1 train corr=0.0495 (lookback=336h, rows=8486)
lookback_336h_correlation_rule2m0.5318 0.53260.048712730.4831fp_spot_close_chg1 train corr=-0.0428 (lookback=336h, rows=8486)
lookback_336h_correlation_rule3m0.4949 0.49340.012730.5051fp_futures_max_neg_delta_usd_ma3 train corr=0.0503 (lookback=336h, rows=8486)
lookback_336h_correlation_rule4m0.5098 0.51200.013312730.4965xsent_binance_spot_1_raw_sentiment_ma5 train corr=0.0327 (lookback=336h, rows=8486)
lookback_336h_correlation_rule5m0.5114 0.51430.015712730.4957xsent_coinbase_spot_35_imbalance_ma5 train corr=0.0596 (lookback=336h, rows=8486)
lookback_336h_correlation_rule10m0.5464 0.53610.030712720.5157xsent_coinbase_spot_35_raw_sentiment_ma5 train corr=0.0847 (lookback=336h, rows=8486)
lookback_336h_correlation_rule15m0.4854 0.4999-0.029212710.5146xsent_binance_futures_5_imbalance_y train corr=0.0764 (lookback=336h, rows=8486)
lookback_336h_correlation_rule30m0.5713 0.54510.031512690.5398xsent_binance_spot_10_imbalance_ma3 train corr=0.0909 (lookback=336h, rows=8486)
lookback_336h_correlation_rule1h0.4866 0.5023-0.029212640.5158xsent_binance_futures_5_imbalance_y train corr=0.1297 (lookback=336h, rows=8486)
lookback_336h_correlation_rule2h0.5044 0.5156-0.007212550.5116xsent_binance_futures_10_imbalance_ma5 train corr=0.2276 (lookback=336h, rows=8486)
lookback_336h_correlation_rule4h0.5368 0.51030.009712370.5271xsent_coinbase_spot_35_imbalance_ma5 train corr=0.2806 (lookback=336h, rows=8486)
lookback_336h_correlation_rule8h0.5587 0.4993-0.000812010.5595sent_all_10p0_imbalance_ma5 train corr=0.3297 (lookback=336h, rows=8486)