{
  "modelId": "direction-h1",
  "version": "1.0.0",
  "trainedAt": "2026-09-18T09:11:46.180669+00:00",
  "purpose": "Advisory four-hour direction classification, NOT trade profitability",
  "classes": [
    "DOWN",
    "FLAT",
    "UP"
  ],
  "timeframe": "H1",
  "symbols": [
    "EURUSD",
    "GBPUSD",
    "AUDUSD"
  ],
  "trainingObservations": 24845,
  "validation": {
    "observations": 5301,
    "accuracy": 0.3699302018487078,
    "majorityBaseline": 0.3463497453310696,
    "balancedAccuracy": 0.3744575350863333,
    "macroF1": 0.3455162855515193,
    "logLoss": 1.0919198266349188,
    "confusionMatrix": [
      [
        419,
        1025,
        392
      ],
      [
        329,
        1156,
        228
      ],
      [
        418,
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        386
      ]
    ]
  },
  "test": {
    "observations": 5316,
    "accuracy": 0.390142964635064,
    "majorityBaseline": 0.34179834462001507,
    "balancedAccuracy": 0.3856488386099399,
    "macroF1": 0.3585393439715912,
    "logLoss": 1.088151513694437,
    "confusionMatrix": [
      [
        448,
        964,
        405
      ],
      [
        280,
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        262
      ],
      [
        378,
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    ]
  },
  "trainingEnd": "2026-02-13T03:00:00+00:00",
  "testStart": "2026-06-03T07:00:00+00:00",
  "testEnd": "2026-09-18T05:00:00+00:00",
  "label": "Next four H1 close change >0.5 mean ATR14 = UP, <-0.5 = DOWN, otherwise FLAT",
  "split": "Global chronological 70/15/15; labels purged, four-hour embargo; scaler fit on train only",
  "costs": "No transaction costs in classification labels. Accuracy is not a trading win rate.",
  "executionAuthority": false,
  "productionProfitabilityValidated": false,
  "sources": [
    {
      "url": "https://query1.finance.yahoo.com/v8/finance/chart/EURUSD=X?interval=1h&range=2y",
      "sha256": "f1477e278a388562010e48b673d89776207936a2fc42c9430410e2b050b94dfe",
      "bars": 12320,
      "priceKind": "reference OHLC, not executable quotes"
    },
    {
      "url": "https://query1.finance.yahoo.com/v8/finance/chart/GBPUSD=X?interval=1h&range=2y",
      "sha256": "2cfd1ec7c1a9ace2389d8ce8d7d6ea050cce4b4cc31dcb6c7e2ed97aa4cc07c1",
      "bars": 12322,
      "priceKind": "reference OHLC, not executable quotes"
    },
    {
      "url": "https://query1.finance.yahoo.com/v8/finance/chart/AUDUSD=X?interval=1h&range=2y",
      "sha256": "facf21e157956e9b68f2b79c68729fb7599066bcb23d7bcf4f0c8b806f0797fc",
      "bars": 12385,
      "priceKind": "reference OHLC, not executable quotes"
    }
  ]
}