asymmetry_threshold: 1.5
baseline_stats:
  15m_60min:
    mean_high: 3.279062436855937
    mean_low: 3.329024045261666
    mean_total_range: 6.608086482117603
    std_high: 3.0925338770830995
    std_low: 3.530369857794293
    std_total_range: 3.8307362617292977
feature_columns:
- bar_range_usd
- bar_range_pct
- avg_range_usd_4
- max_range_usd_4
- min_range_usd_4
- range_zscore_4
- range_pctl_4
- avg_range_usd_8
- max_range_usd_8
- min_range_usd_8
- range_zscore_8
- range_pctl_8
- avg_range_usd_16
- max_range_usd_16
- min_range_usd_16
- range_zscore_16
- range_pctl_16
- avg_range_usd_32
- max_range_usd_32
- min_range_usd_32
- range_zscore_32
- range_pctl_32
- high_body
- low_body
- avg_high_move_4
- avg_low_move_4
- high_low_ratio_4
- avg_high_move_8
- avg_low_move_8
- high_low_ratio_8
- avg_high_move_16
- avg_low_move_16
- high_low_ratio_16
- avg_high_move_32
- avg_low_move_32
- high_low_ratio_32
- momentum_4
- momentum_abs_4
- range_roc_4
- momentum_8
- momentum_abs_8
- range_roc_8
- momentum_16
- momentum_abs_16
- range_roc_16
- momentum_32
- momentum_abs_32
- range_roc_32
- atr_4
- atr_pct_4
- vol_clustering_4
- atr_8
- atr_pct_8
- vol_clustering_8
- atr_16
- atr_pct_16
- vol_clustering_16
- atr_32
- atr_pct_32
- vol_clustering_32
- price_position_4
- dist_from_high_4
- dist_from_low_4
- price_position_8
- dist_from_high_8
- dist_from_low_8
- price_position_16
- dist_from_high_16
- dist_from_low_16
- price_position_32
- dist_from_high_32
- dist_from_low_32
- volume_ma_4
- volume_ratio_4
- vol_range_4
- volume_ma_8
- volume_ratio_8
- vol_range_8
- volume_ma_16
- volume_ratio_16
- vol_range_16
- volume_ma_32
- volume_ratio_32
- vol_range_32
- hour
- day_of_week
- is_london
- is_ny
- is_overlap
- body_size
- upper_wick
- lower_wick
- body_to_range
- avg_body_size_3
- bullish_candles_3
- avg_body_size_6
- bullish_candles_6
- avg_body_size_12
- bullish_candles_12
horizons:
- 15m_60min
metrics:
  15m_60min_high:
    asymmetry_accuracy: 0.0
    avg_predicted_rr: 0.0
    horizon_minutes: 60
    mae_usd: 1.4157
    mape: 1.3534
    n_samples: 45500
    profitable_signals: 0.0
    r2: 0.4832
    rmse_usd: 2.1127
    target_type: high
    timeframe: 15m
  15m_60min_low:
    asymmetry_accuracy: 0.0
    avg_predicted_rr: 0.0
    horizon_minutes: 60
    mae_usd: 1.3692
    mape: 1.1758
    n_samples: 45500
    profitable_signals: 0.0
    r2: 0.5555
    rmse_usd: 2.0631
    target_type: low
    timeframe: 15m
min_move_usd: 3.0
saved_at: '2026-01-04T19:55:24.897106'
