r2_oos_vs_trainmean,r2_oos_vs_zero,rmse,mae,hit_rate,hit_ci_lo,hit_ci_hi,n,corr,spec,target,model,dm_t_vs_trainmean,dm_p_vs_trainmean
-0.005353520844271653,0.0,0.5326622943211011,0.3306723349707653,,,,920,,gap,gap,Baseline: zero,,
0.0,0.005325013274709578,0.5312421843774348,0.3221338960131613,0.6097826086956522,0.5778677688121984,0.6407844664510446,920,,gap,gap,Baseline: train mean,,
-1.125299951140609,-1.1139827006880454,0.7744665589426742,0.4722955673551926,0.5423913043478261,0.5100888326420399,0.5743412384002025,920,-0.07246247885353761,gap,gap,Baseline: prev-day same target,,
0.23900965517344586,0.243061938861573,0.4634278474837582,0.2832857943653828,0.7,0.6696065687586397,0.7287301766714267,920,0.49511236623964705,gap,gap,1-factor Dow beta (train),-3.5254382846983328,0.00042278267427286564
0.3294015460705586,0.33297249173973265,0.4350346282715312,0.2929657868281125,0.716304347826087,0.6863223877212576,0.744487461955825,920,0.5980854906924327,gap,gap,OLS core,-2.5121562534561237,0.011999594469737303
0.31303636269654866,0.31669445318443235,0.4403108916965097,0.29597512899699724,0.7195652173913043,0.6896710599393798,0.7476334105871061,920,0.5876411038687875,gap,gap,OLS full,-2.44926549799344,0.014314788857053872
0.32255273037685817,0.32616014608051713,0.43725048728726823,0.2929254896448583,0.7195652173913043,0.6896710599393798,0.7476334105871061,920,0.5913732622808794,gap,gap,Ridge (full),-2.5494446564255067,0.010789463454241222
0.32807903580633624,0.3316570238602231,0.4354633903543632,0.29221911286301355,0.725,0.695256369024339,0.7528724695844857,920,0.5948393109550489,gap,gap,Lasso (full),-2.5567536739162886,0.01056540042463046
0.3362597742207003,0.33979419973393377,0.43280435602091694,0.2886254157904187,0.725,0.695256369024339,0.7528724695844857,920,0.5975054662297481,gap,gap,ElasticNet (full),-2.6585335366553324,0.007848153926772105
0.34403738481514534,0.3475303944487179,0.43026111475907264,0.27364326041131926,0.7271739130434782,0.6974919763482722,0.754966609493488,920,0.5935865387606849,gap,gap,GBM (full),-3.171836523631739,0.001514782507347362
,,,,0.6097826086956522,0.5778677688121984,0.6407844664510446,920,,gap,gap,Baseline: always up,,
-0.0031104785082638475,0.0,0.6356000221520173,0.46610020937692653,,,,920,,oc,oc,Baseline: zero,,
0.0,0.003100833432514327,0.6346138121409943,0.4653583397729743,0.5293478260869565,0.49703934300209507,0.5614122446425341,920,-3.653655788491275e-17,oc,oc,Baseline: train mean,,
-1.2248923368519922,-1.2179933163101366,0.9465945947509319,0.6944726520203611,0.475,0.44290230629041033,0.5073056005308314,920,-0.11078259133791712,oc,oc,Baseline: prev-day same target,,
0.0010284540452907276,0.004126098413117618,0.6342873926213888,0.46523883170071667,0.5304347826086957,0.49812596005080123,0.5624905012102959,920,0.04018992409620999,oc,oc,1-factor Dow beta (train),-0.8965158854416212,0.3699772999811781
-0.0450760774445107,-0.041835470604049796,0.6487591160526412,0.4747127368468022,0.5369565217391304,0.5046488687953283,0.5689568341645752,920,-0.04735664870248446,oc,oc,OLS core,2.7987613302652505,0.005129903960957714
-0.04948734286046452,-0.046233057420722146,0.650126880134699,0.47809621762783416,0.5271739130434783,0.4948665664144516,0.5592552739972423,920,0.02742293190794363,oc,oc,OLS full,2.7747821302155216,0.00552386990644931
0.001979553352871366,0.005074248520167579,0.6339853750309303,0.4646267923921804,0.5282608695652173,0.4959528784757267,0.5603338355524348,920,0.05163750463868124,oc,oc,Ridge (full),-0.8221388079809955,0.4109979005953287
-0.0001780948057725773,0.002923290869069617,0.6346703203369591,0.4654180030703359,0.5293478260869565,0.49703934300209507,0.5614122446425341,920,-3.653655788491275e-17,oc,oc,Lasso (full),1.3261320965766856,0.18479594629837615
-0.0001780948057725773,0.002923290869069617,0.6346703203369591,0.4654180030703359,0.5293478260869565,0.49703934300209507,0.5614122446425341,920,-3.653655788491275e-17,oc,oc,ElasticNet (full),1.3261320965766856,0.18479594629837615
-0.051686886174282076,-0.04842578031709599,0.650807800098878,0.4861422853612971,0.4989130434782609,0.4666758322533652,0.5311592941301672,920,0.07215102207892132,oc,oc,GBM (full),2.670768368670847,0.0075677849270495475
,,,,0.4706521739130435,0.43858775535746586,0.5029606569979049,920,,oc,oc,Baseline: always up,,
0.0004675186774504292,0.0,0.7964412904954885,0.5774743096635115,,,,920,,cc,cc,Baseline: zero,,
0.0,-0.0004677373533992224,0.7966275313907558,0.5761597542123522,0.5315217391304348,0.4992127296812876,0.5635686051962772,920,-4.6080123078269357e-17,cc,cc,Baseline: train mean,,
-1.0998189729095667,-1.1008011366785726,1.1543732097258335,0.8121409015797165,0.5310119695321001,0.49868545816166393,0.5630802974350132,920,-0.0489683161557631,cc,cc,Baseline: prev-day same target,,
0.08746266852247908,0.08703584072617576,0.7609929469589749,0.5551049223336999,0.5956521739130435,0.5636056144700511,0.6269032637791111,920,0.29675943892579104,cc,cc,1-factor Dow beta (train),-2.84887283471768,0.004387441307024968
0.0546719499131747,0.054229784672932935,0.7745448735271978,0.5828461684192331,0.5880434782608696,0.5559372539001923,0.6194175090336955,920,0.3440736353534558,cc,cc,OLS core,-1.0111973456381849,0.31192198597920606
0.049465288136506524,0.04902068754606537,0.7766749570940785,0.5832732351464189,0.5989130434782609,0.5668944571213452,0.6301090419772204,920,0.33818291143206,cc,cc,OLS full,-0.9668194709340698,0.3336342890449058
0.08655418104943435,0.08612692831960478,0.7613716605469374,0.5715381572677255,0.5956521739130435,0.5636056144700511,0.6269032637791111,920,0.34849426834876696,cc,cc,Ridge (full),-1.7446389230254573,0.08104774105341045
0.08705855159922826,0.08663153478234475,0.7611614310734659,0.5722299125432759,0.5847826086956521,0.5526532032436998,0.6162069388407848,920,0.3469615138722643,cc,cc,Lasso (full),-1.7220980469534457,0.08505175885005133
0.08741892391635309,0.08699207565906342,0.7610111867266206,0.5720563379282023,0.5847826086956521,0.5526532032436998,0.6162069388407848,920,0.3469070670682212,cc,cc,ElasticNet (full),-1.731235104733779,0.08340984057962546
0.06269624269564833,0.06225783071687552,0.7712505566563054,0.5808770974796166,0.6010869565217392,0.5690878238431479,0.632245422488353,920,0.32420148108070884,cc,cc,GBM (full),-1.412609210276519,0.15777065945698232
,,,,0.5315217391304348,0.4992127296812876,0.5635686051962772,920,,cc,cc,Baseline: always up,,
-0.0031104785082638475,0.0,0.6356000221520173,0.46610020937692653,,,,920,,oc_atopen,oc,Baseline: zero,,
0.0,0.003100833432514327,0.6346138121409943,0.4653583397729743,0.5293478260869565,0.49703934300209507,0.5614122446425341,920,-3.653655788491275e-17,oc_atopen,oc,Baseline: train mean,,
-1.2248923368519922,-1.2179933163101366,0.9465945947509319,0.6944726520203611,0.475,0.44290230629041033,0.5073056005308314,920,-0.11078259133791712,oc_atopen,oc,Baseline: prev-day same target,,
0.0010284540452907276,0.004126098413117618,0.6342873926213888,0.46523883170071667,0.5304347826086957,0.49812596005080123,0.5624905012102959,920,0.04018992409620999,oc_atopen,oc,1-factor Dow beta (train),-0.8965158854416212,0.3699772999811781
-0.049300244502389345,-0.046046539223491,0.6500689265565103,0.478312283185152,0.5195652173913043,0.4872666466593714,0.5517010784370482,920,-0.016390981979411825,oc_atopen,oc,OLS core,2.8121931768306068,0.004920494231514413
-0.053697163301462236,-0.05042982390975159,0.6514295057842378,0.48043091844435337,0.5239130434782608,0.491608544481626,0.5560186750806645,920,0.04144055611163725,oc_atopen,oc,OLS full,2.6898080189795808,0.007149313509465314
0.0029057146843068926,0.00599753797958269,0.6336911380600844,0.46458132499075355,0.5315217391304348,0.4992127296812876,0.5635686051962772,920,0.06349405555152654,oc_atopen,oc,Ridge (full),-1.225055482338834,0.22055431679027115
-0.0001780948057725773,0.002923290869069617,0.6346703203369591,0.4654180030703359,0.5293478260869565,0.49703934300209507,0.5614122446425341,920,-3.653655788491275e-17,oc_atopen,oc,Lasso (full),1.3261320965766856,0.18479594629837615
-0.0001780948057725773,0.002923290869069617,0.6346703203369591,0.4654180030703359,0.5293478260869565,0.49703934300209507,0.5614122446425341,920,-3.653655788491275e-17,oc_atopen,oc,ElasticNet (full),1.3261320965766856,0.18479594629837615
-0.05291518042638432,-0.04965026583331622,0.6511877374268332,0.4862174662882178,0.5141304347826087,0.48184269610317854,0.5463006609109022,920,0.06464489825775556,oc_atopen,oc,GBM (full),2.8571145767864494,0.0042751148610273865
,,,,0.4706521739130435,0.43858775535746586,0.5029606569979049,920,,oc_atopen,oc,Baseline: always up,,
-0.005353520844271653,0.0,0.5326622943211011,0.3306723349707653,,,,920,,gap_USonly,gap,Baseline: zero,,
0.0,0.005325013274709578,0.5312421843774348,0.3221338960131613,0.6097826086956522,0.5778677688121984,0.6407844664510446,920,,gap_USonly,gap,Baseline: train mean,,
-1.125299951140609,-1.1139827006880454,0.7744665589426742,0.4722955673551926,0.5423913043478261,0.5100888326420399,0.5743412384002025,920,-0.07246247885353761,gap_USonly,gap,Baseline: prev-day same target,,
0.23900965517344586,0.243061938861573,0.4634278474837582,0.2832857943653828,0.7,0.6696065687586397,0.7287301766714267,920,0.49511236623964705,gap_USonly,gap,1-factor Dow beta (train),-3.5254382846983328,0.00042278267427286564
0.2539504828876181,0.25792320646983213,0.4588559637249508,0.2882977685327075,0.7010869565217391,0.67071955501412,0.7297820640324143,920,0.5122721197430457,gap_USonly,gap,OLS core,-3.229979621612881,0.0012379904173629832
0.23732673901968093,0.24138798425866714,0.46393999556999044,0.28911091273166417,0.7130434782608696,0.682975576347125,0.7413396524805544,920,0.504373022073526,gap_USonly,gap,OLS full,-2.9651006078253945,0.0030258395654670306
0.2585940047404769,0.2625420015071831,0.45742574129087754,0.27952653682820783,0.7130434782608696,0.682975576347125,0.7413396524805544,920,0.5170502110809244,gap_USonly,gap,Ridge (full),-3.4050643664822324,0.0006614846036676027
0.24891729881369407,0.25291682416791583,0.4604011858040935,0.2832964530556257,0.7076086956521739,0.6774016413454885,0.7360892193998522,920,0.5099674603181091,gap_USonly,gap,Lasso (full),-3.1720670397550452,0.001513580623229158
0.25322772137822314,0.25720429367506914,0.4590781762841905,0.28234076544144626,0.7108695652173913,0.6807453931731757,0.7392400884215682,920,0.5136558735791956,gap_USonly,gap,ElasticNet (full),-3.25305977758708,0.0011416947667406828
0.24801492671834924,0.2520192572159575,0.4606776723166084,0.2851522197192422,0.7065217391304348,0.6762874608476481,0.7350385262812249,920,0.5126575569362459,gap_USonly,gap,GBM (full),-2.931462614135007,0.003373699707998091
,,,,0.6097826086956522,0.5778677688121984,0.6407844664510446,920,,gap_USonly,gap,Baseline: always up,,