Files
News-ML-Decoder/eval/results/golden_20260923_0037_xau_gold_20260922.json
Harwinder Sekhon 01baef48ff 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.
2026-09-27 19:22:30 -04:00

278 lines
5.2 KiB
JSON

{
"band": 0.15,
"band_sweep": {
"0.05": {
"hits": 37,
"n": 78,
"neutral_predicted": 5
},
"0.1": {
"hits": 33,
"n": 78,
"neutral_predicted": 16
},
"0.15": {
"hits": 31,
"n": 78,
"neutral_predicted": 18
},
"0.2": {
"hits": 30,
"n": 78,
"neutral_predicted": 25
},
"0.3": {
"hits": 25,
"n": 78,
"neutral_predicted": 40
},
"0.5": {
"hits": 20,
"n": 78,
"neutral_predicted": 57
}
},
"blocks": {
"DeepSeek live (xau through band \u00b10.15)": {
"accuracy": 1.0,
"confusion": [
[
32,
0,
0
],
[
0,
8,
0
],
[
0,
0,
38
]
],
"directional_accuracy": 1.0,
"directional_hits": 70,
"directional_n": 70,
"hits": 78,
"macro_f1": 1.0,
"n": 78,
"sign_agreement": 1.0,
"sign_hits": 70,
"sign_n": 70
},
"keyword fallback (band \u00b10.15)": {
"accuracy": 0.3076923076923077,
"confusion": [
[
6,
15,
11
],
[
0,
8,
0
],
[
12,
16,
10
]
],
"directional_accuracy": 0.22857142857142856,
"directional_hits": 16,
"directional_n": 70,
"hits": 24,
"macro_f1": 0.30646952758745044,
"n": 78,
"sign_agreement": 0.41025641025641024,
"sign_hits": 16,
"sign_n": 39
},
"model (native argmax label)": {
"accuracy": 0.5128205128205128,
"confusion": [
[
16,
1,
15
],
[
3,
0,
5
],
[
14,
0,
24
]
],
"directional_accuracy": 0.5714285714285714,
"directional_hits": 40,
"directional_n": 70,
"hits": 40,
"macro_f1": 0.35922451532207633,
"n": 78,
"sign_agreement": 0.5797101449275363,
"sign_hits": 40,
"sign_n": 69
},
"model (score through band \u00b10.15)": {
"accuracy": 0.3974358974358974,
"confusion": [
[
11,
6,
15
],
[
1,
2,
5
],
[
10,
10,
18
]
],
"directional_accuracy": 0.4142857142857143,
"directional_hits": 29,
"directional_n": 70,
"hits": 31,
"macro_f1": 0.344979257259959,
"n": 78,
"sign_agreement": 0.5370370370370371,
"sign_hits": 29,
"sign_n": 54
}
},
"deepseek": {
"batch_ms_max": null,
"batch_ms_mean": null,
"cache_hits": 78,
"calls": 0,
"failed_calls": 0,
"headlines_sent": 0,
"model": "deepseek-v4-flash",
"per_headline_ms": null,
"prompt_sha1": "d32e04c6a87d019f326f111b39c99b6dd8ce794d"
},
"deepseek_scored": 78,
"generated_at": "20260923_0037_xau_gold_20260922",
"mcnemar": {
"model_vs_deepseek": {
"deepseek_only_right": 38,
"model_only_right": 0,
"p": 7.275957614183426e-12
},
"model_vs_keyword": {
"keyword_only_right": 13,
"model_only_right": 29,
"p": 0.019520472782460274
}
},
"model": {
"label_distribution": {
"bearish": 359,
"bullish": 384,
"neutral": 202
},
"model_path": "../models/candidates/xau_gold_20260922.joblib",
"model_type": "domain_augmented_tfidf_logistic_regression",
"neutral_threshold": 0.05,
"sklearn_version": "1.9.1",
"trained_at": "2026-09-23T00:35:57.482787+00:00",
"training_examples": 945
},
"model_latency_ms": {
"max": 4.24,
"mean": 0.9739743589743589,
"median": 0.925
},
"n": 78,
"per_category": {
"distractors": {
"deepseek": 8,
"deepseek_n": 8,
"keyword": 8,
"model": 0,
"n": 8
},
"dovish_fed": {
"deepseek": 8,
"deepseek_n": 8,
"keyword": 7,
"model": 6,
"n": 8
},
"gold_direct": {
"deepseek": 8,
"deepseek_n": 8,
"keyword": 4,
"model": 8,
"n": 8
},
"hawkish_fed": {
"deepseek": 8,
"deepseek_n": 8,
"keyword": 2,
"model": 6,
"n": 8
},
"inverted_metrics": {
"deepseek": 6,
"deepseek_n": 6,
"keyword": 0,
"model": 3,
"n": 6
},
"negation_traps": {
"deepseek": 8,
"deepseek_n": 8,
"keyword": 2,
"model": 0,
"n": 8
},
"real_yields": {
"deepseek": 6,
"deepseek_n": 6,
"keyword": 1,
"model": 3,
"n": 6
},
"risk_on": {
"deepseek": 4,
"deepseek_n": 4,
"keyword": 0,
"model": 0,
"n": 4
},
"safe_haven": {
"deepseek": 8,
"deepseek_n": 8,
"keyword": 0,
"model": 8,
"n": 8
},
"strong_usd": {
"deepseek": 7,
"deepseek_n": 7,
"keyword": 0,
"model": 3,
"n": 7
},
"weak_usd": {
"deepseek": 7,
"deepseek_n": 7,
"keyword": 0,
"model": 3,
"n": 7
}
},
"spearman_model_vs_deepseek": 0.3095085800010735
}