Baseline
Experiment Rules
A model is deployable only if it beats current v1 on more than one axis. A pure PnL win without AUC/calibration support is treated as p-hacking risk.
Training Sample Logic
Decision-Time Match
P5 tests change only row selection or row weights. Features, LightGBM family, and 120s policy stay fixed.
Results So Far
Use the sort controls to inspect raw AUC, dAUC, OOS PnL, and dPnL. A candidate is not considered better unless both AUC and OOS policy PnL improve; roleplay is a stability guardrail.
| Rank | Model | Status | AUC | dAUC | OOS PnL | dPnL | 72h Roleplay | 96h Roleplay | Read |
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Sequential Sample Tests
| Model | Status | Train Rows | Flips | Full dAUC | Full dPnL | Seq dPnL | Fixed Attempt dAUC | 96h Roleplay |
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Calibration-Only Tests
| Model | Status | Cal Rows | Flips | Full dAUC | Full dPnL | Seq dPnL | Fixed Attempt dAUC | 96h Roleplay |
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P8 Iteration Winners
| Candidate | Logic | AUC Delta | PnL Delta | Seq PnL Delta | 72h Roleplay | 96h Roleplay | Orders | 96h Losses Rejected | 96h Wins Rejected | Read |
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P9 Holdout Check
| Candidate | dAUC | dPnL | Early OOS dPnL | Late OOS dPnL | Older Roleplay | Recent 96h | Recent 72h | Robust? | Read |
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P10/P11 Reweighting
| Candidate | Rule | dAUC | dPnL | Seq dPnL | Fixed Attempt dAUC | 72h Roleplay | 96h Roleplay | 168h Roleplay | Read |
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Run Queue
| Priority | Status | Model | Variant | Dependency | Why test it | Risk | dAUC | dPnL | dRoleplay |
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