Initial import: XAUUSD news sentiment models, evals, and data tooling
TF-IDF baseline (news_sentiment.py, models/xauusd_sentiment.joblib) and the two-head DeBERTa-v3-small transformer (transformer/, news_transformer.py) with its Google News crawler and DeepSeek labeller (data_collect/), the golden-set and archive evals (eval/), and the 2026-09-22 and 2026-09-27 results and progress notes. Transformer weights (model.pt, model.onnx) and the crawl database are not tracked; rebuild with transformer/train.py and transformer/export_onnx.py. The DeepSeek label cache in data/ is tracked.
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Harwinder Sekhon
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# ML-NEWS scikit model vs DeepSeek — first evaluation, 2026-09-17
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Model under test: `models/xauusd_sentiment.joblib` (TF-IDF word + char,
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logistic regression, trained 2026-09-17 on 606 DeepSeek-labelled
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gold headlines from Sep 8–17). Teacher: DeepSeek `deepseek-v4-flash`
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through ForexBot2's live prompt (sha1 `d32e04c6`). Scripts and raw
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outputs: this folder (`results/*_20260917_22*`). DeepSeek spend for the
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whole exercise: 11 calls.
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## Verdict
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The model is a partial copy of DeepSeek, not a replacement. It has
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learned what gold-specific headline words mean and nothing else:
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perfect on direct gold news and safe-haven stories, near random on
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macro doctrine (hawkish/dovish Fed, dollar, yields, risk-on), zero on
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negation, and it assigns a direction to irrelevant headlines. DeepSeek
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is still 78/78 on the independent set today.
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| Test | Truth | Model | DeepSeek | Keyword fallback |
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|---|---|---|---|---|
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| Golden set, 78 reviewer-labelled headlines, 3-class | human | **39/78 = 50.0%** | **78/78 = 100%** | 24/78 = 30.8% |
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| Golden set, directional rows only (70), right sign | human | 38/70 = 54.3% | 70/70 | 16/70 |
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| Archive, expanding daily folds, pooled OOF (567 rows), 3-class | DeepSeek | 64.4% | (is the label) | 44.4% |
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| Archive OOF, sign agreement when both lean | DeepSeek | 74.8% | | 86.8% (on 152 rows only) |
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| Live feed, last 24 h, 66 headlines not in training, 3-class | DeepSeek | 57.6% (66.7% headline-only) | | 39.4% |
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| Live feed, gold-mentioning and not in training (37) | DeepSeek | 70.3% (75.7% headline-only) | | 35.1% |
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| DeepSeek re-scored 100 archived headlines (teacher self-agreement) | DeepSeek (earlier) | | 90.0% 3-class, 98.6% sign | |
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Paired McNemar on the golden set: model vs DeepSeek 0 vs 39 discordant
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(p < 0.0001); model vs keyword 28 vs 13 (p = 0.028). The model beats
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the keyword fallback and loses to DeepSeek by a wide margin.
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## Golden set by category (hits / n): model | DeepSeek | keyword
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```
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distractors 1/8 | 8/8 | 8/8 irrelevant news gets a direction
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dovish_fed 6/8 | 8/8 | 7/8
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gold_direct 8/8 | 8/8 | 4/8 learned
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hawkish_fed 3/8 | 8/8 | 2/8 "Hot CPI fuels Fed tightening" -> bullish
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inverted_metrics 3/6 | 6/6 | 0/6
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negation_traps 0/8 | 8/8 | 2/8 "signals no rate hike" -> bearish 0.85 conf
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real_yields 3/6 | 6/6 | 1/6
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risk_on 1/4 | 4/4 | 0/4
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safe_haven 8/8 | 8/8 | 0/8 learned
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strong_usd 2/7 | 7/7 | 0/7 "Greenback rallies" -> bullish
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weak_usd 4/7 | 7/7 | 0/7
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```
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The model's confidence does not flag its errors on this set: the
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negation-trap miss above carries 0.85 confidence and the "consumer
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confidence surges" miss 0.82.
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## Archive time-split (retrain on days < d, score day d)
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```
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day train test | full acc F1 | head acc F1 | keyword
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09-10 49 87 | 62.1% 0.626 | 51.7% 0.521 | 47.1%
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09-11 136 91 | 52.7% 0.524 | 53.8% 0.525 | 39.6%
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09-14 227 130 | 76.9% 0.714 | 72.3% 0.656 | 58.5%
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09-15 357 84 | 69.0% 0.656 | 61.9% 0.605 | 44.0%
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09-16 441 115 | 55.7% 0.545 | 54.8% 0.531 | 33.0%
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09-17 556 60 | 68.3% 0.643 | 75.0% 0.703 | 40.0%
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pooled — 567 | 64.4% 0.636 | 61.4% 0.607 | 44.4%
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```
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"full" = headline + description (the shipped recipe), "head" =
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headline only. Agreement does not rise with more training days yet;
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the day-to-day swing (53–77%) is larger than any trend. In-sample the
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shipped bundle scores 97.4%, so the gap to 64% is generalisation, not
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capacity. The description helps a little on the archive folds and
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hurts on the live sample (60.5% vs 68.4%); both differences are inside
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the noise of these sample sizes.
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## Ceiling: DeepSeek disagrees with itself
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Re-sending 100 archived headlines today (same prompt, same model,
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temperature 0, different batch neighbours): 90% same class, 93%
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directional, 98.6% same sign, but only 42% the identical number, mean
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|difference| 0.09. A student cannot exceed about 90% class agreement on
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this label. Where DeepSeek changed its class (9 rows) the OOF model
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matched one of its two answers on 7.
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## Confidence routing (pooled OOF, shipped recipe)
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```
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conf >= kept share kept agreement hybrid agreement (rest to DeepSeek)
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0.60 44% 80.9% 91.5%
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0.70 28% 87.4% 96.5%
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0.80 17% 95.8% 99.3%
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0.90 6.5% 100.0% 100.0%
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```
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The WORKFLOW doc's 0.70 / 0.20 starting point keeps 28% of headlines
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local at 87% agreement with DeepSeek. That saves roughly a quarter of
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the calls, which are 56 ms and a fraction of a cent per headline in
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batches of 25 anyway. The golden set shows the caveat: high confidence
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on a macro or negated headline is not a reliable signal there.
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## Structural findings
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1. **Training covers gold-mentioning headlines only.** The archive
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stores DeepSeek's XAU score only when the headline matches a gold
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keyword; for USD-only headlines only the overall score is kept and
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DeepSeek's xau is discarded (`_apply_llm_sentiment`). So the model
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never saw a Fed, dollar or yields headline that did not also say
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"gold", which is exactly where it fails. Live, 29 of the 76
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headlines were USD-only; the model was at 60% on them versus 72–77%
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on gold-mentioning ones. Archiving DeepSeek's xau for every headline
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would fix the training set at no extra cost.
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2. **Nine days of data spanning one regime** (a Fed hiking cycle in
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September 2026). The 2026-09-08 rule stands: do not deploy before
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about 4,000 labelled headlines over three or more weeks.
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3. **Negation and doctrine are not learnable from 606 bag-of-words
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examples**; the regex domain markers catch "dollar ... strengthen"
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but not "greenback rallies" or "dollar index hits high".
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4. **Latency**: model 1 ms per headline in-process; DeepSeek 56 ms per
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headline (1.4 s per batch of 25). Latency is not the constraint.
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## Addendum: backfilling the missing gold labels (same day)
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`backfill_labels.py` sent the 961 archive headlines without a gold
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label (930 DeepSeek-scored without a gold key, 31 never scored) through
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the live DeepSeek path: 38 calls, all labelled, kept in
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`results/backfill_labels.jsonl`. Macro labels at ±0.05: 350 bearish,
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228 bullish, 383 neutral (40% neutral versus 22% on gold headlines).
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| Training set | Gold-headline OOF | Macro-headline OOF | Golden set |
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|---|---|---|---|
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| gold rows only (616, shipped data) | 64.4% | 38.4% | 39/78 |
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| gold + macro rows (1,577) | 61.6% | 51.8% | 42/78 |
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Adding the macro headlines lifts macro agreement by 13 points but
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costs 3 points on gold headlines, and the golden-set change is a
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reshuffle, not a fix: distractors 1→6, hawkish 3→5, strong-USD 2→4,
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weak-USD 4→6, but dovish 6→3, safe-haven 8→4, risk-on 1→0. On nine
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days of one regime the linear model cannot hold both worlds at once.
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The missing-label problem was real, but repairing it on the existing
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corpus does not produce a usable model; it makes the corpus complete
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so that weeks of further collection can.
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Side finding for the live system: on the 930 macro headlines, the gold
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reading the platform displays for a non-gold headline (the inverted
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overall score, `_gold_direction_label`) matches DeepSeek's own gold
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score only 61% of the time (sign 77%). Display-only, but the macro
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persona and the summary read that label.
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`experiment_recipe.py` (same day): stripping the publisher suffix,
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marking negated words and weighting confident labels moved OOF
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agreement by less than a point and the golden set to 40–42/78;
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negation traps went from 0/8 to 2/8. Cleaning is not the bottleneck.
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## After the archive patch (drafted the same day in ForexBot2)
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Once the ForexBot2 patch is live, `logs/newsdata.db` gains a
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`xau_score` column holding DeepSeek's gold score for every LLM-scored
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row, and headlines naming no tracked currency arrive with
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`currencies_json = []`. `news_sentiment.py` still reads its label from
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`score_by_currency_json["XAU"]`, so it will keep seeing only the
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gold-keyword rows until its loader is switched to `xau_score`
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(fall back to the JSON key for rows older than the column). Skip rows
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whose `source` is a test feed (`feed.example`, `good.example`): the
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ForexBot2 test suite used to write fixture headlines into the real
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archive; they are keyword-scored, so the `score_source = 'llm'` filter
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already excludes them.
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## How to keep measuring
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`eval_live.py` appends every fresh headline to
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`results/live_shadow.jsonl`; run it daily and the out-of-sample sample
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grows for free (cached DeepSeek answers are never re-bought). Re-run
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`eval_golden.py` after any retrain; it is the only independent truth.
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