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lookback_72h_correlation_rule

AlgorithmHorizonAccuracyBal AccEdgeRowsUp RateFeature/Notes
lookback_72h_correlation_rule1m0.4750 0.4754-0.01286400.4813fp_spot_cvd_chg1 train corr=0.0968 (lookback=72h, rows=4267)
lookback_72h_correlation_rule2m0.4938 0.50670.01076400.475price train corr=-0.0908 (lookback=72h, rows=4267)
lookback_72h_correlation_rule3m0.5297 0.52160.03486400.5156price train corr=-0.1084 (lookback=72h, rows=4267)
lookback_72h_correlation_rule4m0.5281 0.51500.03166400.525price train corr=-0.1239 (lookback=72h, rows=4267)
lookback_72h_correlation_rule5m0.5344 0.51930.03876400.5281fp_futures_close_ma5 train corr=-0.1396 (lookback=72h, rows=4267)
lookback_72h_correlation_rule10m0.5352 0.52530.01956390.518fp_futures_close_ma5 train corr=-0.1997 (lookback=72h, rows=4267)
lookback_72h_correlation_rule15m0.5517 0.53780.03716380.5251fp_futures_close train corr=-0.2414 (lookback=72h, rows=4267)
lookback_72h_correlation_rule30m0.6211 0.56920.08136360.5896price train corr=-0.3241 (lookback=72h, rows=4267)
lookback_72h_correlation_rule1h0.6139 0.55390.09816320.5886price train corr=-0.4503 (lookback=72h, rows=4267)
lookback_72h_correlation_rule2h0.6051 0.49780.09356230.6212price train corr=-0.5735 (lookback=72h, rows=4267)
lookback_72h_correlation_rule4h0.7471 0.50000.226050.7471price train corr=-0.6669 (lookback=72h, rows=4267)
lookback_72h_correlation_rule8h0.8102 0.54620.25075690.7909price train corr=-0.6574 (lookback=72h, rows=4267)