{ "provenance": { "P2_COMMIT_SHA": "8d330343af688e2de2b2a1d12ce19a582714709a", "P2.6_SOURCE_SHA": "8d330343af688e2de2b2a1d12ce19a582714709a", "FEATURE_CONTRACT_SHA_recorded": "C44CC6F2B740C32D06F776BD7C3E669DC5A8A6DE0484230544EBFFCF517D38DD", "FEATURE_CONTRACT_SHA_file_now": "7b908b12255dbca3db244f7f2170d2537351ecad52cebb94053624f7b83fef22", "MODEL_SHA": "06df8452a112290ecb9bae1a3dbff6df492e084f8b872885d808bb0303ec6a70", "train_p26_script_sha": "e510ef3b9d87c35897f792bca15a9b0f8739dcaa554b4e1c4e512fbb96e939db", "build_features_p2_script_sha": "4680f9057b6ef32fe311c5ba10dac2a243e15f624f61921557c92eec59fccea7", "symbol": "XAUUSD", "timeframe": "M15", "window_start": "2017-01-01" }, "dataset_hash": "e85a08616191fb7ce4bbe79c1754228ddbcf54562034a322747501c7aabe124e", "regimes": { "ATR_percentile": { "low": { "n": 56201, "P1": 0.5202398533833917, "Pm1": 0.47976014661660826, "lift_P1": 0.99028520492211, "auc_mom20_atr": 0.4906233799192539, "auc_confluence": 0.5052210862099658 }, "med": { "n": 53217, "P1": 0.528158295281583, "Pm1": 0.471841704718417, "lift_P1": 1.005358090643603, "auc_chart_bias": 0.4927401909273796, "auc_sweep_dir": 0.5116094060365013, "auc_mom20_atr": 0.4795823144237862, "auc_confluence": 0.5169526598709089 }, "high": { "n": 45987, "P1": 0.5283232217800683, "Pm1": 0.4716767782199317, "lift_P1": 1.0056720309737939, "auc_mom20_atr": 0.4881089941889988, "auc_confluence": 0.4983457485838414 } }, "RealizedVol20": { "low": { "n": 55976, "P1": 0.5232956981563527, "Pm1": 0.47670430184364726, "lift_P1": 0.9961020562216041, "auc_mom20_atr": 0.47979786228873395, "auc_confluence": 0.5051421499724482 }, "med": { "n": 52339, "P1": 0.5222873956323201, "Pm1": 0.4777126043676799, "lift_P1": 0.994182735613732, "auc_chart_bias": 0.49729071141840503, "auc_sweep_dir": 0.5067962271802772, "auc_mom20_atr": 0.49463027269621995, "auc_confluence": 0.5162685028572106 }, "high": { "n": 47090, "P1": 0.5311743469951158, "Pm1": 0.46882565300488427, "lift_P1": 1.011099195193297, "auc_chart_bias": 0.4792081945354172, "auc_sweep_dir": 0.5156511946215381, "auc_mom20_atr": 0.4843197712394519, "auc_confluence": 0.5005776449976139 } }, "TrendAbs_mom20(f16)": { "low": { "n": 51927, "P1": 0.5249292275694726, "Pm1": 0.4750707724305275, "lift_P1": 0.999211506601265, "auc_chart_bias": 0.4916753893157408, "auc_sweep_dir": 0.5106489798733753, "auc_mom20_atr": 0.49819194066932426, "auc_confluence": 0.5025930865937297 }, "med": { "n": 52067, "P1": 0.5270708894309255, "Pm1": 0.47292911056907444, "lift_P1": 1.003288195539165, "auc_chart_bias": 0.49023931303105966, "auc_sweep_dir": 0.5072063213450849, "auc_mom20_atr": 0.48759246142107016, "auc_confluence": 0.508031211754711 }, "high": { "n": 51411, "P1": 0.5240123708933886, "Pm1": 0.4759876291066114, "lift_P1": 0.9974662546843749, "auc_chart_bias": 0.48220677372853227, "auc_sweep_dir": 0.5101844199201655, "auc_mom20_atr": 0.48263128269308486, "auc_confluence": 0.5066520961420419 } }, "RangeATR(f17)": { "low": { "n": 48163, "P1": 0.5251749268110375, "Pm1": 0.4748250731889625, "lift_P1": 0.9996791991899815, "auc_chart_bias": 0.4999940547860644, "auc_sweep_dir": 0.49760228432856507, "auc_mom20_atr": 0.4890001267978079, "auc_confluence": 0.4979270427202743 }, "med": { "n": 52427, "P1": 0.5228794323535583, "Pm1": 0.47712056764644173, "lift_P1": 0.9953096873495513, "auc_mom20_atr": 0.4843601886376307, "auc_confluence": 0.5110776691204751 }, "high": { "n": 54815, "P1": 0.5278482167289975, "Pm1": 0.4721517832710025, "lift_P1": 1.0047678509666693, "auc_mom20_atr": 0.48496224539586885, "auc_confluence": 0.5092426407600886 } } }, "regime_x_smc": { "BUY_cand & ATR_low": { "n": 7149, "P1": 0.5385368583018604, "Pm1": 0.4614631416981396, "lift_P1": 1.0251138577969476 }, "BUY_cand & ATR_high": { "n": 6803, "P1": 0.5305012494487726, "Pm1": 0.4694987505512274, "lift_P1": 1.0098179428300302 }, "SELL_cand & ATR_low": { "n": 7160, "P1": 0.5241620111731844, "Pm1": 0.47583798882681566, "lift_P1": 0.9977510974433031 }, "SELL_cand & ATR_high": { "n": 5662, "P1": 0.5118332744613211, "Pm1": 0.4881667255386789, "lift_P1": 0.974283142265058 }, "conf>=60 & ATR_low": { "n": 16892, "P1": 0.5163982950509117, "Pm1": 0.48360170494908833, "lift_P1": 0.9829727348071059 }, "conf>=60 & ATR_high": { "n": 12521, "P1": 0.5276735085057104, "Pm1": 0.47232649149428957, "lift_P1": 1.0044352909607908 }, "MTF_bull & ATR_low": { "n": 11500, "P1": 0.5204347826086957, "Pm1": 0.47956521739130437, "lift_P1": 0.9906562559413082 }, "MTF_bull & ATR_high": { "n": 11626, "P1": 0.5334594873559264, "Pm1": 0.46654051264407365, "lift_P1": 1.0154489978386807 } } }