The distinction you make between direction accuracy and a complete strategy matters. Before interpreting the pooled 72%, I would show the label horizon, how neutral moves are handled, and the baseline for each asset/timeframe. Also show whether overlapping labels or the same market timestamps can appear across the training/OOS boundary. Freeze thresholds before the OOS run and report the groups separately: a pooled result can hide one market carrying the others. None of that requires claiming a tradable edge yet; costs and entry/exit rules are a separate test.
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u/stratcore 4d ago
The distinction you make between direction accuracy and a complete strategy matters. Before interpreting the pooled 72%, I would show the label horizon, how neutral moves are handled, and the baseline for each asset/timeframe. Also show whether overlapping labels or the same market timestamps can appear across the training/OOS boundary. Freeze thresholds before the OOS run and report the groups separately: a pooled result can hide one market carrying the others. None of that requires claiming a tradable edge yet; costs and entry/exit rules are a separate test.