asymmetry_threshold: 1.5
baseline_stats:
  5m_15min:
    mean_high: 1.5165689865689898
    mean_low: 1.6414082214082208
    mean_total_range: 3.1579772079772104
    std_high: 1.632812797772474
    std_low: 1.8052845211304815
    std_total_range: 1.9583815827297155
feature_columns:
- bar_range_usd
- bar_range_pct
- avg_range_usd_6
- max_range_usd_6
- min_range_usd_6
- range_zscore_6
- range_pctl_6
- avg_range_usd_12
- max_range_usd_12
- min_range_usd_12
- range_zscore_12
- range_pctl_12
- avg_range_usd_24
- max_range_usd_24
- min_range_usd_24
- range_zscore_24
- range_pctl_24
- avg_range_usd_48
- max_range_usd_48
- min_range_usd_48
- range_zscore_48
- range_pctl_48
- high_body
- low_body
- avg_high_move_6
- avg_low_move_6
- high_low_ratio_6
- avg_high_move_12
- avg_low_move_12
- high_low_ratio_12
- avg_high_move_24
- avg_low_move_24
- high_low_ratio_24
- avg_high_move_48
- avg_low_move_48
- high_low_ratio_48
- momentum_6
- momentum_abs_6
- range_roc_6
- momentum_12
- momentum_abs_12
- range_roc_12
- momentum_24
- momentum_abs_24
- range_roc_24
- momentum_48
- momentum_abs_48
- range_roc_48
- atr_6
- atr_pct_6
- vol_clustering_6
- atr_12
- atr_pct_12
- vol_clustering_12
- atr_24
- atr_pct_24
- vol_clustering_24
- atr_48
- atr_pct_48
- vol_clustering_48
- price_position_6
- dist_from_high_6
- dist_from_low_6
- price_position_12
- dist_from_high_12
- dist_from_low_12
- price_position_24
- dist_from_high_24
- dist_from_low_24
- price_position_48
- dist_from_high_48
- dist_from_low_48
- volume_ma_6
- volume_ratio_6
- vol_range_6
- volume_ma_12
- volume_ratio_12
- vol_range_12
- volume_ma_24
- volume_ratio_24
- vol_range_24
- volume_ma_48
- volume_ratio_48
- vol_range_48
- 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:
- 5m_15min
metrics:
  5m_15min_high:
    asymmetry_accuracy: 0.0
    avg_predicted_rr: 0.0
    horizon_minutes: 15
    mae_usd: 0.7615
    mape: !!python/object/apply:numpy._core.multiarray.scalar
    - &id001 !!python/object/apply:numpy.dtype
      args:
      - f8
      - false
      - true
      state: !!python/tuple
      - 3
      - <
      - null
      - null
      - null
      - -1
      - -1
      - 0
    - !!binary |
      Imx4eqUs8D8=
    n_samples: 135199
    profitable_signals: 0.0
    r2: 0.3885
    rmse_usd: !!python/object/apply:numpy._core.multiarray.scalar
    - *id001
    - !!binary |
      +n5qvHST8j8=
    target_type: high
    timeframe: 5m
  5m_15min_low:
    asymmetry_accuracy: 0.0
    avg_predicted_rr: 0.0
    horizon_minutes: 15
    mae_usd: 0.779
    mape: !!python/object/apply:numpy._core.multiarray.scalar
    - *id001
    - !!binary |
      GXPXEvJB7z8=
    n_samples: 135199
    profitable_signals: 0.0
    r2: 0.4024
    rmse_usd: !!python/object/apply:numpy._core.multiarray.scalar
    - *id001
    - !!binary |
      okW28/3U8j8=
    target_type: low
    timeframe: 5m
min_move_usd: 3.0
saved_at: '2026-01-04T19:52:24.729233'
