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Production + recent models (16)

idtickernamealgo AUCaccpnl proxy n_rowsfeats trainedstatus
16 PLZL default rf 0.669 0.639 -0.00016 1952 134 2026-05-04T16:35:06+00:00 production
15 GMKN default gbm 0.640 0.615 +0.00028 1900 134 2026-05-04T16:34:33+00:00 production
14 NVTK default gbm 0.601 0.505 -0.00002 1974 134 2026-05-04T16:33:57+00:00 production
13 TATN default logreg 0.613 0.474 -0.00012 1879 134 2026-05-04T16:33:20+00:00 production
12 ROSN default logreg 0.616 0.546 +0.00001 1956 134 2026-05-04T16:32:45+00:00 production
11 LKOH default logreg 0.609 0.525 -0.00007 2094 134 2026-05-04T16:32:08+00:00 production
10 GAZP default gbm 0.605 0.627 -0.00001 2123 134 2026-05-04T16:31:25+00:00 production
9 SBER default gbm 0.735 0.869 +0.00001 2102 134 2026-05-04T16:30:37+00:00 production
8 PLZL default rf 0.669 0.639 -0.00016 1952 134 2026-05-04T16:23:38+00:00 archived
7 GMKN default gbm 0.640 0.615 +0.00028 1900 134 2026-05-04T16:23:03+00:00 archived
6 NVTK default gbm 0.601 0.505 -0.00002 1974 134 2026-05-04T16:22:29+00:00 archived
5 TATN default logreg 0.613 0.474 -0.00012 1879 134 2026-05-04T16:21:56+00:00 archived
4 ROSN default logreg 0.616 0.546 +0.00001 1956 134 2026-05-04T16:21:21+00:00 archived
3 LKOH default logreg 0.609 0.525 -0.00007 2094 134 2026-05-04T16:20:48+00:00 archived
2 GAZP default gbm 0.605 0.627 -0.00001 2123 134 2026-05-04T16:20:08+00:00 archived
1 SBER default gbm 0.735 0.869 +0.00001 2102 134 2026-05-04T16:19:27+00:00 archived

Feature sets

feature_setcolumnslast writelast bar
default 201 2026-05-04T18:43:39+00:00 2026-05-04 18:00:00+00:00

Top features (averaged over production models)

#featureimportance
1 vol_of_vol_20 2454.0
2 pv_corr_10 2396.0
3 doji_score_5 2345.0
4 doji_score_20 2334.0
5 range_ratio 2222.0
6 vol_z_50 2187.0
7 rvol_5 2150.0
8 vol_ratio_5 2130.0
9 vol_ma_5 2103.0
10 vol_ma_50 2051.0
11 rev_score_3 2043.0
12 range_5 2037.0
13 beta_60 1988.0
14 obv_change_20 1930.0
15 ret_accel_10 1926.0
16 ret_accel_5 1925.0
17 rel_ret_5 1870.0
18 res_ret_cum_60 1860.0
19 ret_2 1834.0
20 ret_1 1827.0
21 vol_ma_10 1823.0
22 beta_120 1816.0
23 res_ret_cum_120 1791.0
24 rel_ret_20 1780.0
25 body_to_range 1751.0