cand,data,label,bucket,split,n,mean,win
P1,options,L2_DMA_trend,down,test,92,3.49,39.13
P1,options,L2_DMA_trend,down,train,101,-14.87,26.73
P1,options,L2_DMA_trend,mixed,test,40,-10.79,30.0
P1,options,L2_DMA_trend,mixed,train,55,-0.77,43.64
P1,options,L2_DMA_trend,up,test,49,-9.65,24.49
P1,options,L2_DMA_trend,up,train,121,-6.11,35.54
P1,spot,L2_DMA_trend,down,2022-25,276,-5.92,36.96
P1,spot,L2_DMA_trend,down,2026,93,12.71,40.86
P1,spot,L2_DMA_trend,mixed,2022-25,174,5.61,41.38
P1,spot,L2_DMA_trend,mixed,2026,40,-9.59,40.0
P1,spot,L2_DMA_trend,up,2022-25,486,1.05,43.62
P1,spot,L2_DMA_trend,up,2026,49,-12.73,34.69
P1,options,L3_ER20,mid0.2-0.4,test,46,-0.59,32.61
P1,options,L3_ER20,mid0.2-0.4,train,88,-2.49,39.77
P1,options,L3_ER20,range<0.2,test,96,-4.89,30.21
P1,options,L3_ER20,range<0.2,train,154,-9.46,34.42
P1,options,L3_ER20,trend>0.4,test,39,-2.22,41.03
P1,options,L3_ER20,trend>0.4,train,35,-17.36,17.14
P1,spot,L3_ER20,mid0.2-0.4,2022-25,311,-0.88,41.16
P1,spot,L3_ER20,mid0.2-0.4,2026,46,6.57,34.78
P1,spot,L3_ER20,range<0.2,2022-25,445,1.61,42.02
P1,spot,L3_ER20,range<0.2,2026,96,-3.21,38.54
P1,spot,L3_ER20,trend>0.4,2022-25,180,-3.26,39.44
P1,spot,L3_ER20,trend>0.4,2026,40,4.5,45.0
P1,options,L4_PDR,compressed<0.8,test,62,1.71,38.71
P1,options,L4_PDR,compressed<0.8,train,97,-3.6,42.27
P1,options,L4_PDR,expanded>1.2,test,54,-8.03,27.78
P1,options,L4_PDR,expanded>1.2,train,77,-13.86,32.47
P1,options,L4_PDR,normal,test,65,-3.94,32.31
P1,options,L4_PDR,normal,train,103,-8.42,27.18
P1,spot,L4_PDR,compressed<0.8,2022-25,344,6.21,45.64
P1,spot,L4_PDR,compressed<0.8,2026,62,10.8,48.39
P1,spot,L4_PDR,expanded>1.2,2022-25,259,-8.47,37.84
P1,spot,L4_PDR,expanded>1.2,2026,55,-13.47,27.27
P1,spot,L4_PDR,normal,2022-25,333,-0.26,39.34
P1,spot,L4_PDR,normal,2026,65,3.78,40.0
P1,options,L5_NR7,NR7,test,28,16.98,50.0
P1,options,L5_NR7,NR7,train,40,-2.17,40.0
P1,options,L5_NR7,no,test,153,-6.92,30.07
P1,options,L5_NR7,no,train,237,-9.27,32.91
P1,spot,L5_NR7,NR7,2022-25,151,-0.69,41.72
P1,spot,L5_NR7,NR7,2026,28,38.49,57.14
P1,spot,L5_NR7,no,2022-25,785,-0.06,41.15
P1,spot,L5_NR7,no,2026,154,-5.87,35.71
P1,options,L6_Gap,flat<0.25%,test,88,0.1,34.09
P1,options,L6_Gap,flat<0.25%,train,169,-5.69,36.09
P1,options,L6_Gap,large>0.75%,test,23,-12.05,26.09
P1,options,L6_Gap,large>0.75%,train,15,-4.89,26.67
P1,options,L6_Gap,medium,test,70,-4.51,34.29
P1,options,L6_Gap,medium,train,93,-13.41,31.18
P1,spot,L6_Gap,flat<0.25%,2022-25,452,0.84,41.15
P1,spot,L6_Gap,flat<0.25%,2026,89,3.54,41.57
P1,spot,L6_Gap,large>0.75%,2022-25,94,-5.04,41.49
P1,spot,L6_Gap,large>0.75%,2026,23,-9.25,30.43
P1,spot,L6_Gap,medium,2022-25,390,-0.14,41.28
P1,spot,L6_Gap,medium,2026,70,1.03,38.57
P1,options,L1_VIX,13-16,test,55,-9.12,30.91
P1,options,L1_VIX,13-16,train,112,-14.6,31.25
P1,options,L1_VIX,<13,test,69,3.12,34.78
P1,options,L1_VIX,<13,train,121,-3.07,38.02
P1,options,L1_VIX,>16,test,55,-5.31,32.73
P1,options,L1_VIX,>16,train,42,-10.26,28.57
P1,spot,L1_VIX,13-16,2022-25,315,1.26,41.27
P1,spot,L1_VIX,13-16,2026,56,-8.18,33.93
P1,spot,L1_VIX,<13,2022-25,327,-2.34,41.28
P1,spot,L1_VIX,<13,2026,69,7.25,46.38
P1,spot,L1_VIX,>16,2022-25,285,-1.71,41.05
P1,spot,L1_VIX,>16,2026,55,1.65,34.55
P1,options,L7_Expiry,day_before,test,37,-2.29,35.14
P1,options,L7_Expiry,day_before,train,60,-7.54,35.0
P1,options,L7_Expiry,expiry_day,test,39,-0.71,33.33
P1,options,L7_Expiry,expiry_day,train,62,-7.61,30.65
P1,options,L7_Expiry,other,test,105,-4.49,32.38
P1,options,L7_Expiry,other,train,155,-8.77,34.84
P1,spot,L7_Expiry,day_before,2022-25,197,3.59,44.67
P1,spot,L7_Expiry,day_before,2026,37,-1.52,35.14
P1,spot,L7_Expiry,expiry_day,2022-25,202,0.64,39.6
P1,spot,L7_Expiry,expiry_day,2026,40,7.38,42.5
P1,spot,L7_Expiry,other,2022-25,537,-1.84,40.6
P1,spot,L7_Expiry,other,2026,105,-0.61,39.05
P1,options,L8_FII_long,25-45%,test,1,31.92,100.0
P1,options,L8_FII_long,25-45%,train,71,-12.52,29.58
P1,options,L8_FII_long,<25%,test,180,-3.42,32.78
P1,options,L8_FII_long,<25%,train,198,-7.8,35.35
P1,options,L8_FII_long,>45%,train,8,18.82,37.5
P1,spot,L8_FII_long,25-45%,2022-25,273,0.93,40.66
P1,spot,L8_FII_long,25-45%,2026,1,81.7,100.0
P1,spot,L8_FII_long,<25%,2022-25,321,-2.62,42.37
P1,spot,L8_FII_long,<25%,2026,181,0.51,38.67
P1,spot,L8_FII_long,>45%,2022-25,342,1.29,40.64
P2,options,L2_DMA_trend,down,test,96,3.21,35.42
P2,options,L2_DMA_trend,down,train,98,-6.43,36.73
P2,options,L2_DMA_trend,mixed,test,43,-3.26,37.21
P2,options,L2_DMA_trend,mixed,train,54,-3.18,40.74
P2,options,L2_DMA_trend,up,test,50,-3.51,30.0
P2,options,L2_DMA_trend,up,train,129,-4.26,33.33
P2,spot,L2_DMA_trend,down,2022-25,271,-3.11,36.9
P2,spot,L2_DMA_trend,down,2026,97,10.64,37.11
P2,spot,L2_DMA_trend,mixed,2022-25,176,5.21,36.93
P2,spot,L2_DMA_trend,mixed,2026,43,4.27,46.51
P2,spot,L2_DMA_trend,up,2022-25,506,-1.61,39.53
P2,spot,L2_DMA_trend,up,2026,50,2.29,40.0
P2,options,L3_ER20,mid0.2-0.4,test,47,2.9,31.91
P2,options,L3_ER20,mid0.2-0.4,train,88,0.82,39.77
P2,options,L3_ER20,range<0.2,test,103,0.85,34.95
P2,options,L3_ER20,range<0.2,train,158,-7.51,35.44
P2,options,L3_ER20,trend>0.4,test,39,-5.96,35.9
P2,options,L3_ER20,trend>0.4,train,35,-6.78,28.57
P2,spot,L3_ER20,mid0.2-0.4,2022-25,317,-2.92,37.22
P2,spot,L3_ER20,mid0.2-0.4,2026,47,12.27,36.17
P2,spot,L3_ER20,range<0.2,2022-25,455,0.78,38.46
P2,spot,L3_ER20,range<0.2,2026,103,9.38,42.72
P2,spot,L3_ER20,trend>0.4,2022-25,181,-0.96,39.78
P2,spot,L3_ER20,trend>0.4,2026,40,-5.31,37.5
P2,options,L4_PDR,compressed<0.8,test,63,9.27,42.86
P2,options,L4_PDR,compressed<0.8,train,103,-0.61,44.66
P2,options,L4_PDR,expanded>1.2,test,56,-7.93,26.79
P2,options,L4_PDR,expanded>1.2,train,77,-9.26,33.77
P2,options,L4_PDR,normal,test,70,-2.11,32.86
P2,options,L4_PDR,normal,train,101,-5.7,28.71
P2,spot,L4_PDR,compressed<0.8,2022-25,355,3.57,40.85
P2,spot,L4_PDR,compressed<0.8,2026,63,27.56,53.97
P2,spot,L4_PDR,expanded>1.2,2022-25,263,-7.8,34.22
P2,spot,L4_PDR,expanded>1.2,2026,57,-14.97,26.32
P2,spot,L4_PDR,normal,2022-25,335,0.13,38.81
P2,spot,L4_PDR,normal,2026,70,6.38,38.57
P2,options,L5_NR7,NR7,test,29,28.34,55.17
P2,options,L5_NR7,NR7,train,42,2.11,47.62
P2,options,L5_NR7,no,test,160,-5.19,30.63
P2,options,L5_NR7,no,train,239,-6.02,33.89
P2,spot,L5_NR7,NR7,2022-25,153,0.94,40.52
P2,spot,L5_NR7,NR7,2026,29,62.74,62.07
P2,spot,L5_NR7,no,2022-25,800,-1.11,37.88
P2,spot,L5_NR7,no,2026,161,-3.04,36.02
P2,options,L6_Gap,flat<0.25%,test,91,2.83,36.26
P2,options,L6_Gap,flat<0.25%,train,172,-1.96,39.53
P2,options,L6_Gap,large>0.75%,test,26,-15.0,23.08
P2,options,L6_Gap,large>0.75%,train,15,-2.63,20.0
P2,options,L6_Gap,medium,test,72,1.74,36.11
P2,options,L6_Gap,medium,train,94,-10.37,31.91
P2,spot,L6_Gap,flat<0.25%,2022-25,463,1.85,40.17
P2,spot,L6_Gap,flat<0.25%,2026,92,10.69,42.39
P2,spot,L6_Gap,large>0.75%,2022-25,92,-11.01,34.78
P2,spot,L6_Gap,large>0.75%,2026,26,-16.69,26.92
P2,spot,L6_Gap,medium,2022-25,398,-1.47,36.93
P2,spot,L6_Gap,medium,2026,72,10.84,41.67
P2,options,L1_VIX,13-16,test,57,-6.92,28.07
P2,options,L1_VIX,13-16,train,113,-7.37,37.17
P2,options,L1_VIX,<13,test,73,5.05,38.36
P2,options,L1_VIX,<13,train,125,-3.63,36.8
P2,options,L1_VIX,>16,test,57,0.15,35.09
P2,options,L1_VIX,>16,train,41,0.04,31.71
P2,spot,L1_VIX,13-16,2022-25,321,-0.24,39.56
P2,spot,L1_VIX,13-16,2026,58,-1.59,32.76
P2,spot,L1_VIX,<13,2022-25,342,-2.56,37.72
P2,spot,L1_VIX,<13,2026,73,12.13,47.95
P2,spot,L1_VIX,>16,2022-25,282,-0.36,37.59
P2,spot,L1_VIX,>16,2026,57,8.29,36.84
P2,options,L7_Expiry,day_before,test,39,1.61,38.46
P2,options,L7_Expiry,day_before,train,61,-6.55,34.43
P2,options,L7_Expiry,expiry_day,test,40,1.96,35.0
P2,options,L7_Expiry,expiry_day,train,61,-4.79,37.7
P2,options,L7_Expiry,other,test,110,-1.35,32.73
P2,options,L7_Expiry,other,train,159,-4.15,35.85
P2,spot,L7_Expiry,day_before,2022-25,201,-0.64,39.8
P2,spot,L7_Expiry,day_before,2026,39,7.66,38.46
P2,spot,L7_Expiry,expiry_day,2022-25,204,6.45,41.67
P2,spot,L7_Expiry,expiry_day,2026,41,11.34,41.46
P2,spot,L7_Expiry,other,2022-25,548,-3.52,36.5
P2,spot,L7_Expiry,other,2026,110,5.15,40.0
P2,options,L8_FII_long,25-45%,test,2,5.51,50.0
P2,options,L8_FII_long,25-45%,train,73,-10.89,28.77
P2,options,L8_FII_long,<25%,test,187,-0.1,34.22
P2,options,L8_FII_long,<25%,train,200,-4.54,38.0
P2,options,L8_FII_long,>45%,train,8,43.93,50.0
P2,spot,L8_FII_long,25-45%,2022-25,280,0.86,37.5
P2,spot,L8_FII_long,25-45%,2026,2,29.7,50.0
P2,spot,L8_FII_long,<25%,2022-25,320,0.04,41.56
P2,spot,L8_FII_long,<25%,2026,188,6.76,39.89
P2,spot,L8_FII_long,>45%,2022-25,353,-2.83,35.98
P3,options,L2_DMA_trend,down,test,38,9.84,47.37
P3,options,L2_DMA_trend,down,train,50,-6.98,32.0
P3,options,L2_DMA_trend,mixed,test,16,-8.06,31.25
P3,options,L2_DMA_trend,mixed,train,25,2.34,40.0
P3,options,L2_DMA_trend,up,test,20,-8.95,25.0
P3,options,L2_DMA_trend,up,train,53,-1.59,45.28
P3,spot,L2_DMA_trend,down,2022-25,123,-1.3,34.15
P3,spot,L2_DMA_trend,down,2026,38,23.73,50.0
P3,spot,L2_DMA_trend,mixed,2022-25,64,18.48,46.88
P3,spot,L2_DMA_trend,mixed,2026,16,-4.36,50.0
P3,spot,L2_DMA_trend,up,2022-25,189,-2.1,32.28
P3,spot,L2_DMA_trend,up,2026,20,-12.37,30.0
P3,options,L3_ER20,mid0.2-0.4,test,15,2.94,40.0
P3,options,L3_ER20,mid0.2-0.4,train,40,-7.87,40.0
P3,options,L3_ER20,range<0.2,test,46,-1.07,34.78
P3,options,L3_ER20,range<0.2,train,71,0.09,39.44
P3,options,L3_ER20,trend>0.4,test,13,5.5,46.15
P3,options,L3_ER20,trend>0.4,train,17,-3.94,35.29
P3,spot,L3_ER20,mid0.2-0.4,2022-25,134,-4.92,31.34
P3,spot,L3_ER20,mid0.2-0.4,2026,15,24.23,60.0
P3,spot,L3_ER20,range<0.2,2022-25,170,7.76,40.59
P3,spot,L3_ER20,range<0.2,2026,46,1.19,39.13
P3,spot,L3_ER20,trend>0.4,2022-25,72,-0.45,30.56
P3,spot,L3_ER20,trend>0.4,2026,13,12.78,46.15
P3,options,L4_PDR,compressed<0.8,test,29,-4.51,41.38
P3,options,L4_PDR,compressed<0.8,train,58,2.03,41.38
P3,options,L4_PDR,expanded>1.2,test,19,-2.91,36.84
P3,options,L4_PDR,expanded>1.2,train,22,-13.7,27.27
P3,options,L4_PDR,normal,test,26,9.7,34.62
P3,options,L4_PDR,normal,train,48,-3.99,41.67
P3,spot,L4_PDR,compressed<0.8,2022-25,158,8.23,39.87
P3,spot,L4_PDR,compressed<0.8,2026,29,1.39,51.72
P3,spot,L4_PDR,expanded>1.2,2022-25,76,-13.57,27.63
P3,spot,L4_PDR,expanded>1.2,2026,19,-6.21,36.84
P3,spot,L4_PDR,normal,2022-25,142,2.53,34.51
P3,spot,L4_PDR,normal,2026,26,25.46,42.31
P3,options,L5_NR7,NR7,test,15,22.98,53.33
P3,options,L5_NR7,NR7,train,23,7.93,43.48
P3,options,L5_NR7,no,test,59,-4.72,33.9
P3,options,L5_NR7,no,train,105,-5.31,38.1
P3,spot,L5_NR7,NR7,2022-25,65,8.59,38.46
P3,spot,L5_NR7,NR7,2026,15,46.16,60.0
P3,spot,L5_NR7,no,2022-25,311,0.22,34.73
P3,spot,L5_NR7,no,2026,59,-1.83,40.68
P3,options,L6_Gap,flat<0.25%,test,53,1.3,33.96
P3,options,L6_Gap,flat<0.25%,train,103,-0.3,39.81
P3,options,L6_Gap,medium,test,21,-0.13,47.62
P3,options,L6_Gap,medium,train,25,-13.77,36.0
P3,spot,L6_Gap,flat<0.25%,2022-25,270,2.73,36.3
P3,spot,L6_Gap,flat<0.25%,2026,53,7.32,39.62
P3,spot,L6_Gap,large>0.75%,2022-25,13,-19.45,15.38
P3,spot,L6_Gap,medium,2022-25,93,1.54,35.48
P3,spot,L6_Gap,medium,2026,21,9.35,57.14
P3,options,L1_VIX,13-16,test,28,0.19,35.71
P3,options,L1_VIX,13-16,train,56,-4.57,35.71
P3,options,L1_VIX,<13,test,26,1.69,30.77
P3,options,L1_VIX,<13,train,55,-2.62,41.82
P3,options,L1_VIX,>16,test,19,-2.19,47.37
P3,options,L1_VIX,>16,train,16,2.17,43.75
P3,spot,L1_VIX,13-16,2022-25,138,-1.32,33.33
P3,spot,L1_VIX,13-16,2026,28,9.09,42.86
P3,spot,L1_VIX,<13,2022-25,140,4.8,39.29
P3,spot,L1_VIX,<13,2026,26,5.39,38.46
P3,spot,L1_VIX,>16,2022-25,94,1.81,32.98
P3,spot,L1_VIX,>16,2026,19,3.84,52.63
P3,options,L7_Expiry,day_before,test,15,10.56,60.0
P3,options,L7_Expiry,day_before,train,26,2.04,46.15
P3,options,L7_Expiry,expiry_day,test,18,0.5,33.33
P3,options,L7_Expiry,expiry_day,train,32,-12.7,25.0
P3,options,L7_Expiry,other,test,41,-2.47,31.71
P3,options,L7_Expiry,other,train,70,-0.31,42.86
P3,spot,L7_Expiry,day_before,2022-25,79,2.23,34.18
P3,spot,L7_Expiry,day_before,2026,15,27.73,66.67
P3,spot,L7_Expiry,expiry_day,2022-25,78,-1.74,35.9
P3,spot,L7_Expiry,expiry_day,2026,18,5.94,38.89
P3,spot,L7_Expiry,other,2022-25,219,2.68,35.62
P3,spot,L7_Expiry,other,2026,41,1.5,39.02
P3,options,L8_FII_long,25-45%,test,1,15.09,100.0
P3,options,L8_FII_long,25-45%,train,34,-5.68,35.29
P3,options,L8_FII_long,<25%,test,73,0.7,36.99
P3,options,L8_FII_long,<25%,train,92,-2.67,39.13
P3,options,L8_FII_long,>45%,train,2,31.87,100.0
P3,spot,L8_FII_long,25-45%,2022-25,112,7.19,38.39
P3,spot,L8_FII_long,25-45%,2026,1,32.65,100.0
P3,spot,L8_FII_long,<25%,2022-25,136,6.48,41.18
P3,spot,L8_FII_long,<25%,2026,73,7.56,43.84
P3,spot,L8_FII_long,>45%,2022-25,128,-8.28,26.56
P4,options,L2_DMA_trend,down,test,17,19.27,41.18
P4,options,L2_DMA_trend,down,train,27,-18.15,14.81
P4,options,L2_DMA_trend,mixed,test,11,-0.84,54.55
P4,options,L2_DMA_trend,mixed,train,15,4.41,40.0
P4,options,L2_DMA_trend,up,test,23,-3.24,30.43
P4,options,L2_DMA_trend,up,train,35,-10.12,31.43
P4,spot,L2_DMA_trend,down,2022-25,28,-13.17,32.14
P4,spot,L2_DMA_trend,down,2026,17,36.66,47.06
P4,spot,L2_DMA_trend,mixed,2022-25,15,8.04,46.67
P4,spot,L2_DMA_trend,mixed,2026,11,12.79,54.55
P4,spot,L2_DMA_trend,up,2022-25,36,-6.14,33.33
P4,spot,L2_DMA_trend,up,2026,23,15.78,52.17
P4,options,L3_ER20,mid0.2-0.4,test,8,12.72,37.5
P4,options,L3_ER20,mid0.2-0.4,train,27,-10.88,22.22
P4,options,L3_ER20,range<0.2,test,35,8.47,45.71
P4,options,L3_ER20,range<0.2,train,41,-9.82,29.27
P4,options,L3_ER20,trend>0.4,test,8,-19.32,12.5
P4,options,L3_ER20,trend>0.4,train,9,-9.11,33.33
P4,spot,L3_ER20,mid0.2-0.4,2022-25,27,-14.24,25.93
P4,spot,L3_ER20,mid0.2-0.4,2026,8,48.82,50.0
P4,spot,L3_ER20,range<0.2,2022-25,43,0.42,41.86
P4,spot,L3_ER20,range<0.2,2026,35,29.1,57.14
P4,spot,L3_ER20,trend>0.4,2022-25,9,-11.41,33.33
P4,spot,L3_ER20,trend>0.4,2026,8,-35.29,25.0
P4,options,L4_PDR,compressed<0.8,test,28,9.12,50.0
P4,options,L4_PDR,compressed<0.8,train,52,-2.89,30.77
P4,options,L4_PDR,expanded>1.2,test,6,-30.98,0.0
P4,options,L4_PDR,expanded>1.2,train,4,-44.59,0.0
P4,options,L4_PDR,normal,test,17,10.25,35.29
P4,options,L4_PDR,normal,train,21,-21.4,23.81
P4,spot,L4_PDR,compressed<0.8,2022-25,53,2.29,35.85
P4,spot,L4_PDR,compressed<0.8,2026,28,33.02,64.29
P4,spot,L4_PDR,expanded>1.2,2022-25,4,-79.6,0.0
P4,spot,L4_PDR,expanded>1.2,2026,6,-56.85,0.0
P4,spot,L4_PDR,normal,2022-25,22,-12.37,40.91
P4,spot,L4_PDR,normal,2026,17,31.96,47.06
P4,options,L5_NR7,NR7,test,18,23.69,61.11
P4,options,L5_NR7,NR7,train,25,1.9,28.0
P4,options,L5_NR7,no,test,33,-5.53,27.27
P4,options,L5_NR7,no,train,52,-15.88,26.92
P4,spot,L5_NR7,NR7,2022-25,26,4.8,34.62
P4,spot,L5_NR7,NR7,2026,18,58.83,66.67
P4,spot,L5_NR7,no,2022-25,53,-11.2,35.85
P4,spot,L5_NR7,no,2026,33,2.06,42.42
P4,options,L6_Gap,flat<0.25%,test,32,11.39,37.5
P4,options,L6_Gap,flat<0.25%,train,46,-5.24,30.43
P4,options,L6_Gap,large>0.75%,test,6,-1.43,50.0
P4,options,L6_Gap,large>0.75%,train,6,-24.41,16.67
P4,options,L6_Gap,medium,test,13,-8.63,38.46
P4,options,L6_Gap,medium,train,25,-15.63,24.0
P4,spot,L6_Gap,flat<0.25%,2022-25,47,-4.54,34.04
P4,spot,L6_Gap,flat<0.25%,2026,32,29.87,46.88
P4,spot,L6_Gap,large>0.75%,2022-25,7,26.39,57.14
P4,spot,L6_Gap,large>0.75%,2026,6,22.3,66.67
P4,spot,L6_Gap,medium,2022-25,25,-17.62,32.0
P4,spot,L6_Gap,medium,2026,13,2.87,53.85
P4,options,L1_VIX,13-16,test,12,12.06,41.67
P4,options,L1_VIX,13-16,train,27,-7.0,25.93
P4,options,L1_VIX,<13,test,31,0.85,32.26
P4,options,L1_VIX,<13,train,38,-8.72,28.95
P4,options,L1_VIX,>16,test,7,1.98,57.14
P4,options,L1_VIX,>16,train,11,-19.27,27.27
P4,spot,L1_VIX,13-16,2022-25,28,-3.84,32.14
P4,spot,L1_VIX,13-16,2026,12,36.81,41.67
P4,spot,L1_VIX,<13,2022-25,39,-2.87,38.46
P4,spot,L1_VIX,<13,2026,31,11.0,51.61
P4,spot,L1_VIX,>16,2022-25,11,-16.31,36.36
P4,spot,L1_VIX,>16,2026,7,31.39,57.14
P4,options,L7_Expiry,day_before,test,9,5.69,44.44
P4,options,L7_Expiry,day_before,train,13,-12.6,23.08
P4,options,L7_Expiry,expiry_day,test,12,8.52,33.33
P4,options,L7_Expiry,expiry_day,train,15,-15.31,20.0
P4,options,L7_Expiry,other,test,30,3.01,40.0
P4,options,L7_Expiry,other,train,49,-7.85,30.61
P4,spot,L7_Expiry,day_before,2022-25,13,-14.6,38.46
P4,spot,L7_Expiry,day_before,2026,9,24.76,55.56
P4,spot,L7_Expiry,expiry_day,2022-25,16,-13.37,25.0
P4,spot,L7_Expiry,expiry_day,2026,12,32.44,50.0
P4,spot,L7_Expiry,other,2022-25,50,-1.31,38.0
P4,spot,L7_Expiry,other,2026,30,17.15,50.0
P4,options,L8_FII_long,25-45%,test,1,31.92,100.0
P4,options,L8_FII_long,25-45%,train,15,-7.0,33.33
P4,options,L8_FII_long,<25%,test,50,4.24,38.0
P4,options,L8_FII_long,<25%,train,60,-10.03,26.67
P4,options,L8_FII_long,>45%,train,2,-35.61,0.0
P4,spot,L8_FII_long,25-45%,2022-25,16,-4.55,43.75
P4,spot,L8_FII_long,25-45%,2026,1,81.7,100.0
P4,spot,L8_FII_long,<25%,2022-25,60,-10.13,33.33
P4,spot,L8_FII_long,<25%,2026,50,20.9,50.0
P4,spot,L8_FII_long,>45%,2022-25,3,70.43,33.33
P5,options,L2_DMA_trend,down,test,65,8.62,47.69
P5,options,L2_DMA_trend,down,train,57,-4.77,42.11
P5,options,L2_DMA_trend,mixed,test,29,2.77,48.28
P5,options,L2_DMA_trend,mixed,train,29,-12.73,20.69
P5,options,L2_DMA_trend,up,test,34,-2.18,32.35
P5,options,L2_DMA_trend,up,train,79,-3.5,34.18
P5,spot,L2_DMA_trend,down,2022-25,62,7.77,45.16
P5,spot,L2_DMA_trend,down,2026,66,21.66,51.52
P5,spot,L2_DMA_trend,mixed,2022-25,31,-11.15,38.71
P5,spot,L2_DMA_trend,mixed,2026,29,16.07,55.17
P5,spot,L2_DMA_trend,up,2022-25,81,-3.29,40.74
P5,spot,L2_DMA_trend,up,2026,34,8.22,47.06
P5,options,L3_ER20,mid0.2-0.4,test,33,11.86,54.55
P5,options,L3_ER20,mid0.2-0.4,train,47,6.46,42.55
P5,options,L3_ER20,range<0.2,test,70,2.69,41.43
P5,options,L3_ER20,range<0.2,train,97,-9.87,34.02
P5,options,L3_ER20,trend>0.4,test,25,-0.52,36.0
P5,options,L3_ER20,trend>0.4,train,21,-12.55,19.05
P5,spot,L3_ER20,mid0.2-0.4,2022-25,49,14.59,40.82
P5,spot,L3_ER20,mid0.2-0.4,2026,33,30.25,57.58
P5,spot,L3_ER20,range<0.2,2022-25,103,-7.28,43.69
P5,spot,L3_ER20,range<0.2,2026,70,13.57,51.43
P5,spot,L3_ER20,trend>0.4,2022-25,22,-4.36,36.36
P5,spot,L3_ER20,trend>0.4,2026,26,8.74,42.31
P5,options,L4_PDR,compressed<0.8,test,42,0.08,35.71
P5,options,L4_PDR,compressed<0.8,train,58,0.36,39.66
P5,options,L4_PDR,expanded>1.2,test,47,10.6,51.06
P5,options,L4_PDR,expanded>1.2,train,50,-11.61,32.0
P5,options,L4_PDR,normal,test,39,1.67,43.59
P5,options,L4_PDR,normal,train,57,-6.28,31.58
P5,spot,L4_PDR,compressed<0.8,2022-25,59,7.07,44.07
P5,spot,L4_PDR,compressed<0.8,2026,42,8.96,42.86
P5,spot,L4_PDR,expanded>1.2,2022-25,55,-6.85,43.64
P5,spot,L4_PDR,expanded>1.2,2026,48,26.75,60.42
P5,spot,L4_PDR,normal,2022-25,60,-2.85,38.33
P5,spot,L4_PDR,normal,2026,39,13.21,48.72
P5,options,L5_NR7,NR7,test,18,14.52,50.0
P5,options,L5_NR7,NR7,train,22,-4.71,40.91
P5,options,L5_NR7,no,test,110,2.77,42.73
P5,options,L5_NR7,no,train,143,-5.69,33.57
P5,spot,L5_NR7,NR7,2022-25,22,4.69,40.91
P5,spot,L5_NR7,NR7,2026,18,44.58,55.56
P5,spot,L5_NR7,no,2022-25,152,-1.54,42.11
P5,spot,L5_NR7,no,2026,111,12.37,50.45
P5,options,L6_Gap,flat<0.25%,test,60,7.16,43.33
P5,options,L6_Gap,flat<0.25%,train,99,-1.9,34.34
P5,options,L6_Gap,large>0.75%,test,18,20.49,55.56
P5,options,L6_Gap,large>0.75%,train,10,-20.62,30.0
P5,options,L6_Gap,medium,test,50,-4.64,40.0
P5,options,L6_Gap,medium,train,56,-9.34,35.71
P5,spot,L6_Gap,flat<0.25%,2022-25,104,4.43,44.23
P5,spot,L6_Gap,flat<0.25%,2026,61,22.75,52.46
P5,spot,L6_Gap,large>0.75%,2022-25,10,-20.7,30.0
P5,spot,L6_Gap,large>0.75%,2026,18,46.62,61.11
P5,spot,L6_Gap,medium,2022-25,60,-6.4,40.0
P5,spot,L6_Gap,medium,2026,50,-1.03,46.0
P5,options,L1_VIX,13-16,test,41,4.02,48.78
P5,options,L1_VIX,13-16,train,59,-7.69,30.51
P5,options,L1_VIX,<13,test,45,6.25,35.56
P5,options,L1_VIX,<13,train,76,-0.94,39.47
P5,options,L1_VIX,>16,test,41,-0.26,46.34
P5,options,L1_VIX,>16,train,29,-13.89,27.59
P5,spot,L1_VIX,13-16,2022-25,64,-2.22,37.5
P5,spot,L1_VIX,13-16,2026,42,15.49,47.62
P5,spot,L1_VIX,<13,2022-25,80,7.78,47.5
P5,spot,L1_VIX,<13,2026,45,18.76,55.56
P5,spot,L1_VIX,>16,2022-25,29,-22.27,34.48
P5,spot,L1_VIX,>16,2026,41,10.33,48.78
P5,options,L7_Expiry,day_before,test,28,7.9,42.86
P5,options,L7_Expiry,day_before,train,35,-6.09,40.0
P5,options,L7_Expiry,expiry_day,test,23,6.14,47.83
P5,options,L7_Expiry,expiry_day,train,36,-2.7,27.78
P5,options,L7_Expiry,other,test,77,2.65,42.86
P5,options,L7_Expiry,other,train,94,-6.46,35.11
P5,spot,L7_Expiry,day_before,2022-25,38,-0.8,50.0
P5,spot,L7_Expiry,day_before,2026,28,20.01,50.0
P5,spot,L7_Expiry,expiry_day,2022-25,37,-10.33,27.03
P5,spot,L7_Expiry,expiry_day,2026,24,19.55,54.17
P5,spot,L7_Expiry,other,2022-25,99,2.85,44.44
P5,spot,L7_Expiry,other,2026,77,14.89,50.65
P5,options,L8_FII_long,25-45%,test,1,-39.56,0.0
P5,options,L8_FII_long,25-45%,train,34,-10.71,23.53
P5,options,L8_FII_long,<25%,test,127,4.77,44.09
P5,options,L8_FII_long,<25%,train,125,-4.46,37.6
P5,options,L8_FII_long,>45%,train,6,0.66,33.33
P5,spot,L8_FII_long,25-45%,2022-25,39,-11.77,30.77
P5,spot,L8_FII_long,25-45%,2026,1,-63.8,0.0
P5,spot,L8_FII_long,<25%,2022-25,125,3.74,45.6
P5,spot,L8_FII_long,<25%,2026,128,17.49,51.56
P5,spot,L8_FII_long,>45%,2022-25,10,-13.94,40.0
P6,options,L2_DMA_trend,down,test,75,6.14,44.0
P6,options,L2_DMA_trend,down,train,72,-1.54,38.89
P6,options,L2_DMA_trend,mixed,test,36,-0.85,38.89
P6,options,L2_DMA_trend,mixed,train,35,-4.37,37.14
P6,options,L2_DMA_trend,up,test,41,-7.35,24.39
P6,options,L2_DMA_trend,up,train,95,-6.65,33.68
P6,spot,L2_DMA_trend,down,2022-25,80,12.64,47.5
P6,spot,L2_DMA_trend,down,2026,76,19.0,48.68
P6,spot,L2_DMA_trend,mixed,2022-25,37,2.82,43.24
P6,spot,L2_DMA_trend,mixed,2026,36,7.34,44.44
P6,spot,L2_DMA_trend,up,2022-25,97,-7.94,37.11
P6,spot,L2_DMA_trend,up,2026,41,-7.99,29.27
P6,options,L3_ER20,mid0.2-0.4,test,40,5.48,42.5
P6,options,L3_ER20,mid0.2-0.4,train,63,-0.85,36.51
P6,options,L3_ER20,range<0.2,test,82,-0.15,35.37
P6,options,L3_ER20,range<0.2,train,112,-4.75,38.39
P6,options,L3_ER20,trend>0.4,test,30,-2.61,36.67
P6,options,L3_ER20,trend>0.4,train,27,-11.5,25.93
P6,spot,L3_ER20,mid0.2-0.4,2022-25,65,4.93,41.54
P6,spot,L3_ER20,mid0.2-0.4,2026,40,17.74,42.5
P6,spot,L3_ER20,range<0.2,2022-25,121,1.21,42.98
P6,spot,L3_ER20,range<0.2,2026,82,4.72,41.46
P6,spot,L3_ER20,trend>0.4,2022-25,28,-4.35,39.29
P6,spot,L3_ER20,trend>0.4,2026,31,9.16,45.16
P6,options,L4_PDR,compressed<0.8,test,50,-3.16,32.0
P6,options,L4_PDR,compressed<0.8,train,75,0.98,44.0
P6,options,L4_PDR,expanded>1.2,test,55,8.38,43.64
P6,options,L4_PDR,expanded>1.2,train,61,-13.9,27.87
P6,options,L4_PDR,normal,test,47,-3.71,36.17
P6,options,L4_PDR,normal,train,66,-1.84,34.85
P6,spot,L4_PDR,compressed<0.8,2022-25,78,6.63,42.31
P6,spot,L4_PDR,compressed<0.8,2026,50,-2.24,36.0
P6,spot,L4_PDR,expanded>1.2,2022-25,67,-3.42,46.27
P6,spot,L4_PDR,expanded>1.2,2026,56,22.79,50.0
P6,spot,L4_PDR,normal,2022-25,69,0.84,37.68
P6,spot,L4_PDR,normal,2026,47,4.6,40.43
P6,options,L5_NR7,NR7,test,21,-8.27,28.57
P6,options,L5_NR7,NR7,train,29,-3.24,37.93
P6,options,L5_NR7,no,test,131,2.31,38.93
P6,options,L5_NR7,no,train,173,-4.63,35.84
P6,spot,L5_NR7,NR7,2022-25,31,-0.97,32.26
P6,spot,L5_NR7,NR7,2026,21,-8.59,28.57
P6,spot,L5_NR7,no,2022-25,183,2.05,43.72
P6,spot,L5_NR7,no,2026,132,11.83,44.7
P6,options,L6_Gap,flat<0.25%,test,70,1.21,38.57
P6,options,L6_Gap,flat<0.25%,train,119,0.61,40.34
P6,options,L6_Gap,large>0.75%,test,25,10.89,44.0
P6,options,L6_Gap,large>0.75%,train,11,-18.32,27.27
P6,options,L6_Gap,medium,test,57,-4.02,33.33
P6,options,L6_Gap,medium,train,72,-10.65,30.56
P6,spot,L6_Gap,flat<0.25%,2022-25,127,7.24,42.52
P6,spot,L6_Gap,flat<0.25%,2026,71,8.67,43.66
P6,spot,L6_Gap,large>0.75%,2022-25,11,-18.53,27.27
P6,spot,L6_Gap,large>0.75%,2026,25,29.89,48.0
P6,spot,L6_Gap,medium,2022-25,76,-4.87,43.42
P6,spot,L6_Gap,medium,2026,57,0.31,38.6
P6,options,L1_VIX,13-16,test,49,-4.19,34.69
P6,options,L1_VIX,13-16,train,70,-5.4,34.29
P6,options,L1_VIX,<13,test,57,0.51,31.58
P6,options,L1_VIX,<13,train,96,-3.06,38.54
P6,options,L1_VIX,>16,test,45,4.4,46.67
P6,options,L1_VIX,>16,train,35,-6.16,34.29
P6,spot,L1_VIX,13-16,2022-25,78,6.92,47.44
P6,spot,L1_VIX,13-16,2026,50,-0.27,36.0
P6,spot,L1_VIX,<13,2022-25,100,1.63,41.0
P6,spot,L1_VIX,<13,2026,57,6.33,43.86
P6,spot,L1_VIX,>16,2022-25,35,-10.57,31.43
P6,spot,L1_VIX,>16,2026,45,18.12,46.67
P6,options,L7_Expiry,day_before,test,33,13.28,48.48
P6,options,L7_Expiry,day_before,train,44,-4.37,50.0
P6,options,L7_Expiry,expiry_day,test,30,-3.31,43.33
P6,options,L7_Expiry,expiry_day,train,44,-2.67,27.27
P6,options,L7_Expiry,other,test,89,-2.37,31.46
P6,options,L7_Expiry,other,train,114,-5.14,34.21
P6,spot,L7_Expiry,day_before,2022-25,47,2.99,53.19
P6,spot,L7_Expiry,day_before,2026,33,31.09,51.52
P6,spot,L7_Expiry,expiry_day,2022-25,45,-7.2,31.11
P6,spot,L7_Expiry,expiry_day,2026,31,5.26,45.16
P6,spot,L7_Expiry,other,2022-25,122,4.34,41.8
P6,spot,L7_Expiry,other,2026,89,2.15,38.2
P6,options,L8_FII_long,25-45%,test,1,-28.71,0.0
P6,options,L8_FII_long,25-45%,train,45,-10.07,26.67
P6,options,L8_FII_long,<25%,test,151,1.04,37.75
P6,options,L8_FII_long,<25%,train,150,-3.33,38.67
P6,options,L8_FII_long,>45%,train,7,8.23,42.86
P6,spot,L8_FII_long,25-45%,2022-25,52,-7.27,30.77
P6,spot,L8_FII_long,25-45%,2026,1,-40.35,0.0
P6,spot,L8_FII_long,<25%,2022-25,150,3.21,44.67
P6,spot,L8_FII_long,<25%,2026,152,9.35,42.76
P6,spot,L8_FII_long,>45%,2022-25,12,20.1,58.33
P7,options,L2_DMA_trend,down,test,83,1.16,30.12
P7,options,L2_DMA_trend,down,train,78,-5.42,29.49
P7,options,L2_DMA_trend,mixed,test,35,10.02,37.14
P7,options,L2_DMA_trend,mixed,train,45,-3.13,31.11
P7,options,L2_DMA_trend,up,test,42,-8.61,16.67
P7,options,L2_DMA_trend,up,train,99,-1.07,29.29
P7,spot,L2_DMA_trend,down,2022-25,217,-4.76,30.88
P7,spot,L2_DMA_trend,down,2026,84,4.89,32.14
P7,spot,L2_DMA_trend,mixed,2022-25,147,-4.19,35.37
P7,spot,L2_DMA_trend,mixed,2026,35,17.06,34.29
P7,spot,L2_DMA_trend,up,2022-25,382,-5.56,29.84
P7,spot,L2_DMA_trend,up,2026,42,-12.14,28.57
P7,options,L3_ER20,mid0.2-0.4,test,40,5.31,20.0
P7,options,L3_ER20,mid0.2-0.4,train,73,0.04,32.88
P7,options,L3_ER20,range<0.2,test,84,0.03,29.76
P7,options,L3_ER20,range<0.2,train,125,-2.77,29.6
P7,options,L3_ER20,trend>0.4,test,36,-3.6,33.33
P7,options,L3_ER20,trend>0.4,train,24,-13.6,20.83
P7,spot,L3_ER20,mid0.2-0.4,2022-25,253,-5.22,30.43
P7,spot,L3_ER20,mid0.2-0.4,2026,40,8.93,25.0
P7,spot,L3_ER20,range<0.2,2022-25,359,-5.46,30.08
P7,spot,L3_ER20,range<0.2,2026,84,1.62,33.33
P7,spot,L3_ER20,trend>0.4,2022-25,134,-3.67,35.82
P7,spot,L3_ER20,trend>0.4,2026,37,0.11,35.14
P7,options,L4_PDR,compressed<0.8,test,55,-7.99,16.36
P7,options,L4_PDR,compressed<0.8,train,82,3.11,31.71
P7,options,L4_PDR,expanded>1.2,test,47,4.16,36.17
P7,options,L4_PDR,expanded>1.2,train,53,-7.76,35.85
P7,options,L4_PDR,normal,test,58,5.68,32.76
P7,options,L4_PDR,normal,train,87,-5.91,24.14
P7,spot,L4_PDR,compressed<0.8,2022-25,301,-3.29,29.24
P7,spot,L4_PDR,compressed<0.8,2026,55,-14.55,23.64
P7,spot,L4_PDR,expanded>1.2,2022-25,187,-4.99,35.29
P7,spot,L4_PDR,expanded>1.2,2026,48,13.38,39.58
P7,spot,L4_PDR,normal,2022-25,258,-7.16,30.62
P7,spot,L4_PDR,normal,2026,58,11.3,32.76
P7,options,L5_NR7,NR7,test,27,-16.21,11.11
P7,options,L5_NR7,NR7,train,36,-9.44,27.78
P7,options,L5_NR7,no,test,133,3.93,31.58
P7,options,L5_NR7,no,train,186,-1.77,30.11
P7,spot,L5_NR7,NR7,2022-25,126,-6.25,34.13
P7,spot,L5_NR7,NR7,2026,27,-25.63,22.22
P7,spot,L5_NR7,no,2022-25,620,-4.81,30.65
P7,spot,L5_NR7,no,2026,134,8.88,33.58
P7,options,L6_Gap,flat<0.25%,test,72,-4.17,25.0
P7,options,L6_Gap,flat<0.25%,train,132,-2.57,25.0
P7,options,L6_Gap,large>0.75%,test,29,11.54,34.48
P7,options,L6_Gap,large>0.75%,train,15,-5.99,40.0
P7,options,L6_Gap,medium,test,59,0.86,28.81
P7,options,L6_Gap,medium,train,75,-3.21,36.0
P7,spot,L6_Gap,flat<0.25%,2022-25,336,-4.8,29.17
P7,spot,L6_Gap,flat<0.25%,2026,73,-4.8,32.88
P7,spot,L6_Gap,large>0.75%,2022-25,94,-12.23,30.85
P7,spot,L6_Gap,large>0.75%,2026,29,25.43,34.48
P7,spot,L6_Gap,medium,2022-25,316,-3.19,33.54
P7,spot,L6_Gap,medium,2026,59,1.87,28.81
P7,options,L1_VIX,13-16,test,48,0.48,39.58
P7,options,L1_VIX,13-16,train,81,-1.01,32.1
P7,options,L1_VIX,<13,test,61,-5.56,18.03
P7,options,L1_VIX,<13,train,106,-4.46,28.3
P7,options,L1_VIX,>16,test,49,8.78,30.61
P7,options,L1_VIX,>16,train,33,-3.97,27.27
P7,spot,L1_VIX,13-16,2022-25,231,-0.6,35.93
P7,spot,L1_VIX,13-16,2026,49,9.22,40.82
P7,spot,L1_VIX,<13,2022-25,279,-5.16,30.11
P7,spot,L1_VIX,<13,2026,61,-10.24,24.59
P7,spot,L1_VIX,>16,2022-25,228,-9.67,27.63
P7,spot,L1_VIX,>16,2026,49,14.93,32.65
P7,options,L7_Expiry,day_before,test,38,2.33,28.95
P7,options,L7_Expiry,day_before,train,42,1.81,38.1
P7,options,L7_Expiry,expiry_day,test,32,-7.52,15.62
P7,options,L7_Expiry,expiry_day,train,45,-6.21,24.44
P7,options,L7_Expiry,other,test,90,2.64,32.22
P7,options,L7_Expiry,other,train,135,-3.46,28.89
P7,spot,L7_Expiry,day_before,2022-25,151,-2.66,32.45
P7,spot,L7_Expiry,day_before,2026,38,5.66,31.58
P7,spot,L7_Expiry,expiry_day,2022-25,159,-3.94,34.59
P7,spot,L7_Expiry,expiry_day,2026,33,-10.89,21.21
P7,spot,L7_Expiry,other,2022-25,436,-6.29,29.59
P7,spot,L7_Expiry,other,2026,90,7.13,35.56
P7,options,L8_FII_long,25-45%,test,1,-23.8,0.0
P7,options,L8_FII_long,25-45%,train,55,-3.76,25.45
P7,options,L8_FII_long,<25%,test,159,0.69,28.3
P7,options,L8_FII_long,<25%,train,161,-2.55,31.68
P7,options,L8_FII_long,>45%,train,6,-8.71,16.67
P7,spot,L8_FII_long,25-45%,2022-25,220,-7.76,28.64
P7,spot,L8_FII_long,25-45%,2026,1,-49.15,0.0
P7,spot,L8_FII_long,<25%,2022-25,260,-3.32,33.85
P7,spot,L8_FII_long,<25%,2026,160,3.42,31.87
P7,spot,L8_FII_long,>45%,2022-25,266,-4.51,30.83
P8,options,L2_DMA_trend,down,test,27,-4.48,25.93
P8,options,L2_DMA_trend,down,train,25,-19.11,28.0
P8,options,L2_DMA_trend,mixed,test,7,6.54,42.86
P8,options,L2_DMA_trend,mixed,train,8,-2.53,37.5
P8,options,L2_DMA_trend,up,test,5,-9.5,20.0
P8,options,L2_DMA_trend,up,train,13,-31.36,7.69
P8,spot,L2_DMA_trend,down,2022-25,76,-10.12,34.21
P8,spot,L2_DMA_trend,down,2026,27,-2.53,29.63
P8,spot,L2_DMA_trend,mixed,2022-25,46,-13.8,30.43
P8,spot,L2_DMA_trend,mixed,2026,7,18.2,42.86
P8,spot,L2_DMA_trend,up,2022-25,103,-1.28,41.75
P8,spot,L2_DMA_trend,up,2026,5,-29.48,20.0
P8,options,L3_ER20,mid0.2-0.4,test,17,1.77,35.29
P8,options,L3_ER20,mid0.2-0.4,train,13,-35.37,15.38
P8,options,L3_ER20,range<0.2,test,13,-13.79,23.08
P8,options,L3_ER20,range<0.2,train,24,-9.91,33.33
P8,options,L3_ER20,trend>0.4,test,9,2.93,22.22
P8,options,L3_ER20,trend>0.4,train,9,-23.09,11.11
P8,spot,L3_ER20,mid0.2-0.4,2022-25,73,-14.22,36.99
P8,spot,L3_ER20,mid0.2-0.4,2026,17,8.02,35.29
P8,spot,L3_ER20,range<0.2,2022-25,116,-0.04,37.07
P8,spot,L3_ER20,range<0.2,2026,13,-22.12,23.08
P8,spot,L3_ER20,trend>0.4,2022-25,36,-13.68,36.11
P8,spot,L3_ER20,trend>0.4,2026,9,6.98,33.33
P8,options,L4_PDR,compressed<0.8,test,10,1.1,40.0
P8,options,L4_PDR,compressed<0.8,train,13,-14.07,30.77
P8,options,L4_PDR,expanded>1.2,test,15,16.4,33.33
P8,options,L4_PDR,expanded>1.2,train,16,-21.17,25.0
P8,options,L4_PDR,normal,test,14,-27.12,14.29
P8,options,L4_PDR,normal,train,17,-22.58,17.65
P8,spot,L4_PDR,compressed<0.8,2022-25,72,10.74,44.44
P8,spot,L4_PDR,compressed<0.8,2026,10,3.49,40.0
P8,spot,L4_PDR,expanded>1.2,2022-25,75,-29.96,28.0
P8,spot,L4_PDR,expanded>1.2,2026,15,29.85,40.0
P8,spot,L4_PDR,normal,2022-25,78,-0.8,38.46
P8,spot,L4_PDR,normal,2026,14,-40.78,14.29
P8,options,L5_NR7,NR7,test,5,26.47,60.0
P8,options,L5_NR7,NR7,train,9,-11.17,33.33
P8,options,L5_NR7,no,test,34,-7.5,23.53
P8,options,L5_NR7,no,train,37,-21.76,21.62
P8,spot,L5_NR7,NR7,2022-25,39,7.29,43.59
P8,spot,L5_NR7,NR7,2026,5,49.08,60.0
P8,spot,L5_NR7,no,2022-25,186,-9.78,35.48
P8,spot,L5_NR7,no,2026,34,-9.81,26.47
P8,options,L6_Gap,flat<0.25%,train,1,67.29,100.0
P8,options,L6_Gap,large>0.75%,test,9,-6.17,22.22
P8,options,L6_Gap,large>0.75%,train,7,-25.06,14.29
P8,options,L6_Gap,medium,test,30,-2.24,30.0
P8,options,L6_Gap,medium,train,38,-20.98,23.68
P8,spot,L6_Gap,flat<0.25%,2022-25,2,58.37,50.0
P8,spot,L6_Gap,large>0.75%,2022-25,39,-13.13,28.21
P8,spot,L6_Gap,large>0.75%,2026,9,-5.89,22.22
P8,spot,L6_Gap,medium,2022-25,184,-6.2,38.59
P8,spot,L6_Gap,medium,2026,30,-1.17,33.33
P8,options,L1_VIX,13-16,test,15,-12.75,20.0
P8,options,L1_VIX,13-16,train,24,-20.79,25.0
P8,options,L1_VIX,<13,test,8,24.31,37.5
P8,options,L1_VIX,<13,train,15,-14.87,26.67
P8,options,L1_VIX,>16,test,16,-7.87,31.25
P8,options,L1_VIX,>16,train,7,-26.23,14.29
P8,spot,L1_VIX,13-16,2022-25,76,6.04,47.37
P8,spot,L1_VIX,13-16,2026,15,-15.13,26.67
P8,spot,L1_VIX,<13,2022-25,60,-20.7,30.0
P8,spot,L1_VIX,<13,2026,8,26.32,37.5
P8,spot,L1_VIX,>16,2022-25,86,-13.3,32.56
P8,spot,L1_VIX,>16,2026,16,-4.5,31.25
P8,options,L7_Expiry,day_before,test,8,28.85,50.0
P8,options,L7_Expiry,day_before,train,11,-22.56,18.18
P8,options,L7_Expiry,expiry_day,test,8,1.62,25.0
P8,options,L7_Expiry,expiry_day,train,8,-27.09,12.5
P8,options,L7_Expiry,other,test,23,-15.94,21.74
P8,options,L7_Expiry,other,train,27,-16.32,29.63
P8,spot,L7_Expiry,day_before,2022-25,41,4.1,43.9
P8,spot,L7_Expiry,day_before,2026,8,48.53,50.0
P8,spot,L7_Expiry,expiry_day,2022-25,53,17.39,47.17
P8,spot,L7_Expiry,expiry_day,2026,8,4.62,25.0
P8,spot,L7_Expiry,other,2022-25,131,-20.04,30.53
P8,spot,L7_Expiry,other,2026,23,-22.32,26.09
P8,options,L8_FII_long,25-45%,train,9,-30.1,11.11
P8,options,L8_FII_long,<25%,test,39,-3.15,28.21
P8,options,L8_FII_long,<25%,train,36,-16.53,27.78
P8,options,L8_FII_long,>45%,train,1,-39.54,0.0
P8,spot,L8_FII_long,25-45%,2022-25,73,-1.22,41.1
P8,spot,L8_FII_long,<25%,2022-25,65,-15.82,30.77
P8,spot,L8_FII_long,<25%,2026,39,-2.26,30.77
P8,spot,L8_FII_long,>45%,2022-25,87,-4.81,37.93