AstrolabeMarket TerminalBETA

MODEL CARD · XGB · GLOBAL

Global XGBoost fallback

One classifier for the whole original feature population of an instrument: the comparison baseline for regime routing and its fallback.

Evidence labels used here: reported stated by the run owner; independently tested re-checked by a tool, with method, date and scope; source-inspected read from code or committed files.

Intended use

Answer the research question by comparison: does routing by regime beat one pooled model? Research and education only.

Settings

multi:softprob, mlogloss, 200 trees, depth 4, learning_rate=0.05, subsample=0.8, colsample_bytree=0.8, seed 42, tree_method hist (Table 3.3).

Source: experiments/cp2_report_draft2_v1/manuscript_v1/CH03/CH03_DRAFT2.md §3.2.4 Table 3.3 · source-inspected

Known failure modes

The same target definition and MR02 qualification as the regime-routed models apply. It pools regimes, so a regime-specific pattern can be averaged away.

Version

Frozen original CP2 bundle. The model file is not published on this site.

Validation

Headline model figures: development, fixed holdout and historical fresh

  • values as written in the Chapter 4 claims ledger
  • populations reported separately, never pooled

Direction-model figures exactly as the Chapter 4 results-claims ledger of the CP2 report draft records them: the regime-adaptive model under its original whole-sequence regime labels, and the unchanged global model relisted from its saved metrics, for each instrument on the development folds (equal mean of the four folds, as the file gives it), the fixed holdout and the historical fresh period. Populations are named as the ledger names them; the ledger rows give no calendar dates. Exploratory research results, not a trading recommendation and not investment advice.

Headline model figures: development, fixed holdout and historical fresh: values with source and evidence label
ValueResultEvidenceSource
QQQM development (equal mean of the four folds) whole-sequence Macro-F1 (C04-R179)0.3896784170912872reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R179/value_as_written
QQQM development (equal mean of the four folds) whole-sequence accuracy (C04-R181)0.468969167659124reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R181/value_as_written
QQQM fixed holdout whole-sequence Macro-F1 (C04-R99)0.391185042763235reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R99/value_as_written
QQQM fixed holdout whole-sequence accuracy (C04-R101)0.47222013946164804reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R101/value_as_written
QQQM fixed holdout global Macro-F1 (relisted) (C04-R105)0.3559988734227451reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R105/value_as_written
QQQM historical fresh whole-sequence Macro-F1 (C04-R109)0.3943384106077888reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R109/value_as_written
QQQM historical fresh whole-sequence accuracy (C04-R111)0.44534412955465585reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R111/value_as_written
QQQM historical fresh global Macro-F1 (relisted) (C04-R115)0.3624472129438476reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R115/value_as_written
XAUUSD development (equal mean of the four folds) whole-sequence Macro-F1 (C04-R185)0.3439477396205161reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R185/value_as_written
XAUUSD development (equal mean of the four folds) whole-sequence accuracy (C04-R187)0.7081746552856205reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R187/value_as_written
XAUUSD fixed holdout whole-sequence Macro-F1 (C04-R159)0.40280872264291845reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R159/value_as_written
XAUUSD fixed holdout whole-sequence accuracy (C04-R161)0.4931092987260388reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R161/value_as_written
XAUUSD fixed holdout global Macro-F1 (relisted) (C04-R165)0.3634154387733373reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R165/value_as_written
XAUUSD historical fresh whole-sequence Macro-F1 (C04-R169)0.37821750685585914reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R169/value_as_written
XAUUSD historical fresh whole-sequence accuracy (C04-R171)0.4774417451660882reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R171/value_as_written
XAUUSD historical fresh global Macro-F1 (relisted) (C04-R175)0.3465026681071915reportedexperiments/cp2_report_draft2_v1/manuscript_v1/CH04/CH04_RESULTS_CLAIMS.csv @ fa88153ed383 · C04-R175/value_as_written

Per-population results are on the Research page.

Frozen-protocol hash

UNAVAILABLE No committed file records a frozen-protocol hash for the original CP2 model bundle. The bundle hash is checked in the private terminal's model registry; model files are not published.

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