id,rule,holdout_ok,holdout_after_0945_lift,holdout_after_0945_cov,train_takes_covered,train_takes_total,train_take_coverage,train_ctrl_coverage,train_lift,train_lift_lb,train_grid_fires_per_day,train_grid_take_precision,train_taken_log_wr,train_taken_sim_tp20,train_fires_sim_tp20,train_fires_sim_wr_tp20,train_covered_share_before_0945,holdout_takes_covered,holdout_takes_total,holdout_take_coverage,holdout_ctrl_coverage,holdout_lift,holdout_lift_lb,holdout_grid_fires_per_day,holdout_grid_take_precision,holdout_taken_log_wr,holdout_taken_sim_tp20,holdout_fires_sim_tp20,holdout_fires_sim_wr_tp20,holdout_covered_share_before_0945,holdout_lift_ci90,holdout_p_lift_gt1
1,"spot vs day open, in trade direction >= 25 pts AND day range so far < 100 pts AND 15-min OI change of traded ATM leg >= -0%",False,0.0,0,14,136,0.10294117647058823,0.01958106772120613,5.257178920795203,2.659483806215797,4.205882352941177,0.0979020979020979,0.7857142857142857,0.7142857142857143,-2.027972027972028,0.26573426573426573,0.5714285714285714,5,89,0.056179775280898875,0.08487218767943713,0.661933865698034,0.2773205596500838,5.947368421052632,0.04424778761061947,0.8,2.0,-3.0973451327433628,0.23008849557522124,1.0,"[0.22548333203135282, 1.3742480337068226]",0.192
2,30-min spot move in trade direction >= 7 pts AND day range so far < 80 pts AND 15-min OI change of traded ATM leg >= -3%,False,0.0,0,12,136,0.08823529411764706,0.016127039050914477,5.471264367816095,2.5989658240242566,3.2058823529411766,0.11009174311926606,0.75,-5.0,-3.3944954128440368,0.22018348623853212,0.8333333333333334,3,89,0.033707865168539325,0.035627021448150616,0.9461320031368798,0.29504354103133623,3.526315789473684,0.04477611940298507,0.6666666666666666,0.0,-0.661194029850746,0.31343283582089554,1.0,"[0.1576544794861208, 2.472897848801562]",0.46
3,"spot vs day open, in trade direction >= 25 pts AND signal-bar body/range >= 0.32 AND day range so far / ATR20 < 0.35x",False,2.4983425414364646,2,13,136,0.09558823529411764,0.018365875762069522,5.204665246159025,2.5663328337851685,4.176470588235294,0.09154929577464789,0.7692307692307693,3.8461538461538463,0.26126760563380286,0.34507042253521125,0.5384615384615384,4,89,0.0449438202247191,0.030240896960902527,1.4861933587097467,0.5098105254836272,1.7894736842105263,0.11764705882352941,1.0,5.0,-2.0588235294117645,0.2647058823529412,0.5,"[0.22919289505224127, 4.208832365776056]",0.705
4,"3-min spot move in trade direction < 15 pts AND spot vs 5-EMA (5m), in trade direction >= 25 pts AND day range so far < 180 pts",False,0.9856719367588936,1,12,136,0.08823529411764706,0.016559004922918598,5.328538431408063,2.540884856525614,2.764705882352941,0.1276595744680851,0.8333333333333334,-2.5,-1.7978723404255317,0.2978723404255319,0.5833333333333334,1,89,0.011235955056179775,0.01916230822203619,0.5863570779671886,0.0924668113089545,1.894736842105263,0.027777777777777776,1.0,-10.0,1.1057142857142859,0.37142857142857144,0.0,"[0.0, 2.007879416904473]",0.26
5,"30-min spot move in trade direction >= 30 pts AND spot vs 5-EMA (5m), in trade direction >= 25 pts AND day range so far / ATR20 < 0.46x",False,2.3314619615032086,1,12,136,0.08823529411764706,0.01661174273631021,5.3116217556620935,2.5339776291413276,2.5,0.1411764705882353,0.8333333333333334,-5.0,-5.315294117647058,0.16470588235294117,0.6666666666666666,1,89,0.011235955056179775,0.014829488952006083,0.7576764845062185,0.11381443665021397,1.2105263157894737,0.043478260869565216,1.0,-10.0,0.43478260869565216,0.34782608695652173,0.0,"[0.0, 3.4579965246576996]",0.4
6,position in day range toward trade side (1=at day high for CE / day low for PE) >= 0.85 AND day range so far < 120 pts AND ATM premium >= 130,False,1.674174081524355,2,12,136,0.08823529411764706,0.01702092601746581,5.183930300096806,2.4816797738942658,1.588235294117647,0.2222222222222222,0.8333333333333334,-5.0,-5.0,0.16666666666666666,0.5833333333333334,4,89,0.0449438202247191,0.019959967213593676,2.2516980986877697,0.7231039513270501,2.1052631578947367,0.1,0.75,5.0,-4.0,0.2,0.5,"[0.5718070155114384, 4.330042075019159]",0.868
7,"3-min spot move in trade direction < 15 pts AND spot vs 5-EMA (5m), in trade direction >= 25 pts AND 15-min OI change of traded ATM leg >= -3%",False,1.3456998313659359,1,13,136,0.09558823529411764,0.019349827134156027,4.94000461251598,2.4530966274201558,3.2058823529411766,0.11926605504587157,0.8461538461538461,-3.076923076923077,-0.7449074074074076,0.3055555555555556,0.5384615384615384,1,89,0.011235955056179775,0.016112548992501682,0.6973418707002018,0.10648188177105966,1.5789473684210527,0.03333333333333333,1.0,-10.0,-0.9396551724137931,0.27586206896551724,0.0,"[0.0, 3.043712575460505]",0.315
8,distance to day extreme in trade direction < 25 pts AND 3-min spot move in trade direction < 0 pts AND weekday (0=Mon) >= 2,False,0.3721439746746782,1,15,136,0.11029411764705882,0.02384844030491453,4.624793749062497,2.435838152809935,4.588235294117647,0.09615384615384616,0.6666666666666666,-4.0,-0.85718954248366,0.3202614379084967,0.3333333333333333,2,89,0.02247191011235955,0.0379555183899985,0.5920591014317704,0.15389950180206838,6.684210526315789,0.015748031496062992,1.0,-10.0,-4.5940944881889765,0.18110236220472442,0.5,"[0.0, 1.534726916943093]",0.21
9,"spot vs day open, in trade direction >= -2 pts AND 5-min spot move in trade direction < 0 pts AND day range so far / ATR20 < 0.35x",False,1.4429100707308864,3,13,136,0.09558823529411764,0.01961470862854946,4.873293664683233,2.42435578185635,4.4411764705882355,0.08609271523178808,0.7692307692307693,1.5384615384615385,0.7284768211920529,0.3576158940397351,0.3076923076923077,5,89,0.056179775280898875,0.039091366883832177,1.4371402117467094,0.5542984259887128,3.736842105263158,0.07042253521126761,1.0,2.0,-3.7746478873239435,0.2112676056338028,0.4,"[0.5217436448031967, 3.9678385236937332]",0.7567567567567568
10,distance from opposite day extreme (support for CE / resistance for PE) < 100 pts AND position in day range toward trade side (1=at day high for CE / day low for PE) >= 0.85 AND distance to nearest 50-pt round level < 20 pts,False,0.852219544218129,2,14,136,0.10294117647058823,0.02188478332509474,4.70377864571079,2.4140204580520495,3.6176470588235294,0.11382113821138211,0.7857142857142857,-1.4285714285714286,-2.3696721311475413,0.2540983606557377,0.5,5,89,0.056179775280898875,0.05088349767446717,1.104086351145026,0.4394817850378502,6.578947368421052,0.04,0.8,2.0,-3.2484,0.224,0.6,"[0.3430252581559397, 2.131453240934874]",0.568
B1,"spot vs day open, in trade direction >= -2 pts AND day range so far / ATR20 < 0.35x",True,0.9171690310658389,5,30,136,0.22058823529411764,0.09720511130545732,2.269306956513235,1.5446221877903281,11.264705882352942,0.0783289817232376,0.8,0.0,-0.5558746736292428,0.31592689295039167,0.5666666666666667,14,89,0.15730337078651685,0.12070187535975271,1.3032388297006416,0.7559356934928435,9.789473684210526,0.07526881720430108,0.9285714285714286,-1.4285714285714286,-3.127297297297297,0.23783783783783785,0.6428571428571429,"[0.7432486492016487, 3.097464666940538]",0.778
B2,30-min spot move in trade direction >= 15 pts AND 15-min OI change of traded ATM leg >= +3%,False,0.5782386232982054,2,30,136,0.22058823529411764,0.1013730233373741,2.176005292453297,1.4849758923177039,11.911764705882353,0.07407407407407407,0.7333333333333333,-3.0,-0.27183622828784115,0.3225806451612903,0.43333333333333335,7,89,0.07865168539325842,0.06909762663058658,1.138268985905265,0.522731786124286,8.0,0.046052631578947366,0.7142857142857143,-1.4285714285714286,-0.8049342105263158,0.3026315789473684,0.7142857142857143,"[0.42131171395023115, 2.2927878246263065]",0.591
B3,30-min spot move in trade direction >= 15 pts AND prior-day candle body in trade direction < -35 pts,False,0.6792913589704634,6,32,136,0.23529411764705882,0.10995617820962704,2.139889922315052,1.4832524020951432,16.91176470588235,0.05565217391304348,0.6875,-2.5,-0.2463716814159292,0.3274336283185841,0.25,9,89,0.10112359550561797,0.11027586915853517,0.9170056538864394,0.47217646421577936,14.052631578947368,0.033707865168539325,0.8888888888888888,3.3333333333333335,-0.05992366412213758,0.3320610687022901,0.3333333333333333,"[0.4560116312593071, 1.417756094727886]",0.38
B4,distance to day extreme in trade direction < 25 pts AND 3-min spot move in trade direction < 5 pts,False,1.270774235555895,14,30,136,0.22058823529411764,0.1057091257555654,2.086747324012412,1.4276980517885185,15.323529411764707,0.05758157389635317,0.6666666666666666,-1.0,-1.01279296875,0.30078125,0.4,22,89,0.24719101123595505,0.19875992175710405,1.2436662736164514,0.8223129945411224,20.68421052631579,0.05597964376590331,0.8636363636363636,1.0431818181818182,-2.3312176165803105,0.2616580310880829,0.36363636363636365,"[0.8416244931493408, 1.6097230701721243]",0.837
B5,30-min spot move in trade direction >= 7 pts AND 15-min OI change of traded ATM leg >= -0%,False,0.6712151732531652,6,46,136,0.3382352941176471,0.1801804969499834,1.877202582094878,1.4131318126297732,24.58823529411765,0.05502392344497608,0.7608695652173914,-1.5217391304347827,-0.11097122302158272,0.328537170263789,0.34782608695652173,11,89,0.12359550561797752,0.14190921756667746,0.8709476927381757,0.4820758411992585,20.736842105263158,0.027918781725888325,0.7272727272727273,3.6363636363636362,-1.611704834605598,0.27735368956743,0.45454545454545453,"[0.41202349748079314, 1.5166402068845686]",0.374
B6,distance to day extreme in trade direction < 25 pts AND 15-min OI change of traded ATM leg >= -0%,False,1.0472685553397094,7,36,136,0.2647058823529412,0.1354692632283235,1.9539921901457369,1.3966506046974272,15.911764705882353,0.066543438077634,0.7222222222222222,-0.8333333333333334,-0.793970315398887,0.3042671614100185,0.4444444444444444,17,89,0.19101123595505617,0.1780639412148787,1.0727114914554954,0.6678442163568645,16.263157894736842,0.05501618122977346,0.8823529411764706,0.5882352941176471,-1.8094155844155844,0.2694805194805195,0.5882352941176471,"[0.7415273053900322, 1.4644130372770412]",0.594
B7,prior-day candle body in trade direction < -35 pts AND premium position in its day range >= 0.4,False,0.644121868896989,11,42,136,0.3088235294117647,0.16392082327818075,1.883979858298282,1.3926858729887874,23.0,0.05370843989769821,0.7857142857142857,0.9916666666666668,-1.0606589147286822,0.30361757105943155,0.2619047619047619,18,89,0.20224719101123595,0.22988013279608924,0.8797941281451905,0.5632889967700446,22.210526315789473,0.04265402843601896,0.8333333333333334,4.047222222222223,-0.7642168674698792,0.3325301204819277,0.3888888888888889,"[0.49658554478992445, 1.2856343619746193]",0.279
B8,"spot vs 5-EMA (5m), in trade direction >= 15 pts AND 15-min OI change of traded ATM leg >= -3%",False,0.5538189635843261,2,31,136,0.22794117647058823,0.11322624664712856,2.0131478629771293,1.3905347133914379,14.852941176470589,0.061386138613861385,0.7096774193548387,-4.193548387096774,-1.322609561752988,0.2868525896414343,0.3548387096774194,6,89,0.06741573033707865,0.07407984925638941,0.9100414082074285,0.40064096271722865,8.368421052631579,0.03773584905660377,0.6666666666666666,-5.0,-2.5085443037974686,0.2468354430379747,0.6666666666666666,"[0.3652086564545107, 1.7642110278647054]",0.398