Every promoted rule, in one place.

Expanded-sample, real-control results against `Y_upside_tail_event` at α = 0.10. Rows are historical held-out classification results, not current live alerts.

Rule-based classification results

2024-02-01 to 2026-05-19 · 22 purged walk-forward folds

Family	Rank	Horizon	Variant	N	AUC-PR	Base	Lift	Precision	Recall	F1	TP	FP	FN	TN
Price Spike	Supporting	h7	x_price_spike_abs_log	652	0.122	0.083	1.47×	17.6%	16.7%	0.171	9	42	45	556
Price Spike	Supporting	h14	x_price_spike_abs_log	645	0.134	0.098	1.37×	15.7%	12.7%	0.140	8	43	55	539
Price Spike	Supporting	h30	x_price_spike_abs_log	629	0.170	0.148	1.15×	20.8%	10.8%	0.142	10	38	83	498
Volatility Jump	Supporting / secondary	h7	x_vol_jump_raw_rv	652	0.125	0.083	1.51×	16.1%	16.7%	0.164	9	47	45	551
Volatility Jump	Supporting / secondary	h14	x_vol_jump_raw_rv	645	0.125	0.098	1.28×	14.5%	12.7%	0.136	8	47	55	535
Volatility Jump	Supporting / secondary	h30	x_vol_jump_raw_rv	629	0.165	0.148	1.12×	25.0%	14.0%	0.179	13	39	80	497
Spread / Contract Alignment	Primary	h7	x_spread_cross_country_max	652	0.166	0.083	2.01×	13.1%	37.0%	0.193	20	133	34	465
Spread / Contract Alignment	Primary	h14	x_curve_m1_m3_abs	645	0.146	0.098	1.49×	20.8%	39.7%	0.273	25	95	38	487
Spread / Contract Alignment	Primary	h30	x_spread_cross_country_max	629	0.189	0.148	1.28×	24.6%	34.4%	0.287	32	98	61	438
Liquidity Deterioration	Secondary	h7	x_liquidity_vov_spread_real	445	0.138	0.085	1.61×	16.0%	10.5%	0.127	4	21	34	386
Liquidity Deterioration	Secondary	h14	x_liquidity_vov_spread_all	440	0.130	0.098	1.33×	20.8%	11.6%	0.149	5	19	38	378
Liquidity Deterioration	Secondary	h30	x_liquidity_vov_spread_real	430	0.172	0.140	1.23×	26.1%	10.0%	0.145	6	17	54	353
Market-Implied Coupling Pulse	Supporting / secondary	h7	x_transmission_coupling_scaled_max	652	0.116	0.083	1.40×	12.0%	11.1%	0.115	6	44	48	554
Market-Implied Coupling Pulse	Supporting / secondary	h14	x_transmission_coupling_scaled_max	645	0.136	0.098	1.40×	18.0%	14.3%	0.159	9	41	54	541
Market-Implied Coupling Pulse	Supporting / secondary	h30	x_transmission_it_spot_futures_basis_snap	629	0.194	0.148	1.31×	24.1%	14.0%	0.177	13	41	80	495
GDELT Narrative Pressure	Primary at h7	h7	x_gdelt_block_a_cwt	635	0.203	0.082	2.48×	18.2%	26.9%	0.217	14	63	38	520
GDELT Narrative Pressure	Primary at h7	h14	x_gdelt_block_a_log_cwt	628	0.114	0.100	1.13×	8.6%	14.3%	0.107	9	96	54	469
GDELT Narrative Pressure	Primary at h7	h30	x_gdelt_block_a_log_cwt	612	0.137	0.152	0.90×	6.9%	7.5%	0.072	7	94	86	425