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sfgrid/models/stacking_feature_importance.csv

56 lines
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feature,importance,importance_pct
rank_predicted_rounds,1252,20.87
top_elite_prob,1163,19.38
ma20_deviation_pct,321,5.35
atr_pct,296,4.93
dist_to_grid_lower,225,3.75
price_cv,190,3.17
amount_mean_20d,183,3.05
drawdown_60d,158,2.63
obv_slope,145,2.42
dist_to_grid_upper,142,2.37
ma20_ma60_gap_pct,141,2.35
range_position_60d,124,2.07
trend_slope_60d,123,2.05
rebound_from_low_60d,114,1.9
intraday_trend_strength,98,1.63
volume_ratio,98,1.63
volume_cv_20d,86,1.43
ma60_deviation_pct,81,1.35
grid_room_balance,69,1.15
range_compression_20d,69,1.15
volatility_20d,64,1.07
amount_trend_20d,56,0.93
near_upper_boundary_risk,54,0.9
up_days_20d,50,0.83
avg_daily_amp,48,0.8
amplitude_cv,48,0.8
amount_cv_20d,44,0.73
small_cap_premium,42,0.7
near_lower_boundary_risk,42,0.7
high_amp_days,40,0.67
cross_freq_x_bb,37,0.62
amp_x_grid,37,0.62
bb_width,36,0.6
amp_x_grid_vol,36,0.6
ln_float_mv,33,0.55
price_entropy,28,0.47
turnover_proxy_20d,26,0.43
trend_slope_20d,25,0.42
mv_vol_interact,25,0.42
wick_ratio_20d,22,0.37
grid_touch_count_60d,21,0.35
amp_cv_x_entropy,21,0.35
grid_touch_count_20d,20,0.33
rolling_grid_ratio_20d,14,0.23
near_grid_line_ratio_20d,12,0.2
usable_grid_count_upper,9,0.15
down_days_20d,9,0.15
trend_abs_slope_20d,7,0.12
cross_freq_20d,6,0.1
usable_grid_count_lower,5,0.08
low_volume_days_20d,3,0.05
close_reversal_count_20d,1,0.02
trend_consistency_20d,1,0.02
grid_cross_density_20d,0,0.0