Diagnostic transfert
Validation → Test
Objectif prioritaire: réduire les gros écarts négatifs, pas maximiser une Validation spectaculaire.
Runs économiques84avec signaux
Corr Val/Test-0.194plus haut = meilleur transfert
Risques de sur-sélection Validation
| Run | Arch | Val score | Test score | Gap | Worst Val | Worst Test | Seuil p | Diagnostic |
|---|---|---|---|---|---|---|---|---|
| run_0002_cnn1d_pnl_adamw | cnn1d | 17.6061 | -59.0603 | -76.6664 | -1.45123 | -9.85030 | 80 | Val-overfit suspect |
| run_0003_tcn_huber_adamw | tcn | 22.9864 | -46.9543 | -69.9407 | -0.64981 | -10.51653 | 70 | Val-overfit suspect |
| run_0023_cnn1d_pnl_adamw | cnn1d | 17.2707 | -45.9848 | -63.2555 | -0.92738 | -9.34454 | 80 | Val-overfit suspect |
| run_0011_tcn_huber_adamw | tcn | 15.9774 | -44.9089 | -60.8862 | -0.51990 | -12.16952 | 60 | Val-overfit suspect |
| run_0040_tcn_huber_adamw | tcn | 27.1789 | -29.7923 | -56.9711 | -0.71958 | -11.55950 | 70 | Val-overfit suspect |
| run_0024_tcn_huber_adamw | tcn | 12.3685 | -44.2204 | -56.5889 | -2.18961 | -11.67342 | 70 | Val-overfit suspect |
| run_0016_tcn_huber_adamw | tcn | 5.4991 | -48.9781 | -54.4773 | -2.16715 | -12.16952 | 70 | Val-overfit suspect |
| run_0048_cnn1d_pnl_adamw | cnn1d | 25.4673 | -24.7919 | -50.2592 | -1.04893 | -11.50568 | 80 | Val-overfit suspect |
| run_0015_cnn1d_pnl_adamw | cnn1d | -0.9250 | -50.1692 | -49.2441 | -7.48126 | -10.33593 | 70 | Val-overfit suspect |
| run_0055_cnn1d_pnl_adamw | cnn1d | 6.4759 | -42.3194 | -48.7953 | -1.26621 | -4.32410 | 80 | Val-overfit suspect |
| run_0031_cnn1d_pnl_adamw | cnn1d | 13.9069 | -34.1325 | -48.0394 | -2.96482 | -9.96233 | 80 | Val-overfit suspect |
| run_0027_cnn1d_pnl_adamw | cnn1d | 0.3688 | -45.5338 | -45.9026 | -3.02572 | -6.80016 | 80 | Val-overfit suspect |
| run_0035_cnn1d_pnl_adamw | cnn1d | 0.3688 | -45.5338 | -45.9026 | -3.02572 | -6.80016 | 80 | Val-overfit suspect |
| run_0046_tcn_huber_adamw | tcn | 10.1617 | -34.8880 | -45.0498 | -1.40993 | -11.91225 | 70 | Val-overfit suspect |
| run_0049_tcn_huber_adamw | tcn | 10.1617 | -34.8880 | -45.0498 | -1.40993 | -11.91225 | 70 | Val-overfit suspect |
| run_0042_mlp_directional_rmsprop | mlp | 3.9304 | -31.0445 | -34.9749 | -0.81015 | -7.25284 | 80 | Val-overfit suspect |
| run_0056_tcn_huber_adamw | tcn | 2.7803 | -29.7677 | -32.5480 | -1.10744 | -3.85495 | 70 | Val-overfit suspect |
| run_0072_tcn_huber_adamw | tcn | 13.9357 | -17.5165 | -31.4522 | -0.83512 | -4.44459 | 80 | Val-overfit suspect |
| run_0028_tcn_huber_adamw | tcn | 3.0465 | -25.5031 | -28.5497 | -1.62978 | -7.64304 | 80 | Val-overfit suspect |
| run_0036_tcn_huber_adamw | tcn | 3.0465 | -25.5031 | -28.5497 | -1.62978 | -7.64304 | 80 | Val-overfit suspect |
| run_0039_cnn1d_pnl_adamw | cnn1d | 7.0050 | -21.2181 | -28.2231 | -7.92111 | -6.88797 | 80 | Val-overfit suspect |
| run_0014_mlp_directional_rmsprop | mlp | -2.0732 | -29.5706 | -27.4974 | -0.87119 | -7.37554 | 80 | Val-overfit suspect |
| run_0063_cnn1d_pnl_adamw | cnn1d | 7.3396 | -19.7826 | -27.1223 | -1.24089 | -5.59657 | 70 | Val-overfit suspect |
| run_0074_mlp_directional_rmsprop | mlp | 6.5030 | -18.4324 | -24.9355 | -0.95343 | -4.46178 | 80 | Val-overfit suspect |
| run_0005_mlp_directional_rmsprop | mlp | 11.2399 | -12.4843 | -23.7242 | -1.70826 | -3.52925 | 80 | Val-overfit suspect |
| run_0058_mlp_directional_rmsprop | mlp | 5.7929 | -17.8218 | -23.6147 | -0.13742 | -0.86344 | 80 | Val-overfit suspect |
| run_0061_mlp_directional_rmsprop | mlp | 5.7929 | -17.8218 | -23.6147 | -0.13742 | -0.86344 | 80 | Val-overfit suspect |
| run_0079_cnn1d_pnl_adamw | cnn1d | 2.8787 | -19.2614 | -22.1401 | -1.21145 | -5.09822 | 80 | Val-overfit suspect |
| run_0008_mlp_directional_adamw | mlp | 10.7480 | -9.7314 | -20.4794 | -0.91165 | -3.06697 | 80 | Val-overfit suspect |
| run_0078_mlp_directional_rmsprop | mlp | -0.3069 | -20.7139 | -20.4070 | -1.23938 | -2.51488 | 80 | Val-overfit suspect |
| run_0081_mlp_directional_adamw | mlp | 8.1697 | -12.2019 | -20.3716 | -0.26348 | -2.61672 | 80 | Val-overfit suspect |
| run_0010_cnn1d_pnl_adamw | cnn1d | 19.9111 | -0.3191 | -20.2302 | -1.31977 | -3.30413 | 80 | Val-overfit suspect |
| run_0051_cnn1d_pnl_adamw | cnn1d | 19.9111 | -0.3191 | -20.2302 | -1.31977 | -3.30413 | 80 | Val-overfit suspect |
| run_0032_tcn_huber_adamw | tcn | 5.4122 | -13.9681 | -19.3803 | -1.73587 | -5.21482 | 80 | Val-overfit suspect |
| run_0043_cnn1d_pnl_adamw | cnn1d | 18.0792 | -0.8584 | -18.9376 | -4.71843 | -4.96839 | 80 | Val-overfit suspect |
| run_0071_cnn1d_pnl_adamw | cnn1d | 4.1061 | -14.5937 | -18.6998 | -0.66347 | -3.36103 | 80 | Val-overfit suspect |
| run_0067_cnn1d_pnl_adamw | cnn1d | 4.0400 | -14.5067 | -18.5467 | -0.41606 | -2.13357 | 80 | Val-overfit suspect |
| run_0026_mlp_directional_rmsprop | mlp | 4.8128 | -13.1477 | -17.9604 | -0.78294 | -2.63319 | 80 | Val-overfit suspect |
| run_0034_mlp_directional_rmsprop | mlp | 4.8128 | -13.1477 | -17.9604 | -0.78294 | -2.63319 | 80 | Val-overfit suspect |
| run_0006_cnn1d_pnl_adamw | cnn1d | -8.4502 | -25.1578 | -16.7076 | -3.70087 | -7.09653 | 70 | Val-overfit suspect |
| run_0066_mlp_directional_rmsprop | mlp | 0.7417 | -15.7925 | -16.5341 | -0.06065 | -0.58214 | 80 | Val-overfit suspect |
| run_0017_tcn_huber_adamw | tcn | 9.9325 | -5.5411 | -15.4736 | -1.80053 | -1.68060 | 80 | Val-overfit suspect |
| run_0041_mlp_directional_adamw | mlp | 4.5979 | -10.5069 | -15.1048 | 0.11369 | -1.50547 | 80 | Val-overfit suspect |
| run_0080_tcn_huber_adamw | tcn | -1.7174 | -16.3139 | -14.5966 | -2.13242 | -5.43909 | 80 | Val-overfit suspect |
| run_0009_mlp_directional_rmsprop | mlp | -4.4970 | -18.8420 | -14.3450 | -1.48334 | -3.77736 | 80 | Val-overfit suspect |
| run_0050_mlp_directional_rmsprop | mlp | -4.4970 | -18.8420 | -14.3450 | -1.48334 | -3.77736 | 80 | Val-overfit suspect |
| run_0075_cnn1d_pnl_adamw | cnn1d | 19.9542 | 5.6460 | -14.3081 | -2.48640 | -0.39060 | 80 | Val-overfit suspect |
| run_0044_tcn_huber_adamw | tcn | 23.0903 | 9.3317 | -13.7586 | -2.81106 | -1.95778 | 80 | Val-overfit suspect |
| run_0033_mlp_directional_adamw | mlp | 0.6958 | -12.9013 | -13.5971 | -0.54513 | -1.48353 | 80 | Val-overfit suspect |
| run_0073_mlp_directional_adamw | mlp | 0.2694 | -13.2011 | -13.4704 | -0.76934 | -1.58867 | 80 | Val-overfit suspect |
| run_0047_mlp_directional_rmsprop | mlp | -11.8280 | -24.5938 | -12.7658 | -2.44285 | -5.39064 | 80 | Val-overfit suspect |
| run_0076_tcn_huber_adamw | tcn | 14.0753 | 2.4078 | -11.6675 | -0.86134 | -2.61873 | 80 | Val-overfit suspect |
| run_0070_mlp_directional_rmsprop | mlp | -4.0198 | -15.3169 | -11.2971 | -0.84814 | -2.18183 | 80 | Val-overfit suspect |
| run_0025_mlp_directional_adamw | mlp | -2.0463 | -12.8206 | -10.7742 | -0.55784 | -3.28798 | 80 | Val-overfit suspect |
| run_0083_cnn1d_pnl_adamw | cnn1d | -16.0956 | -26.4411 | -10.3454 | -5.47283 | -4.81720 | 80 | Val-overfit suspect |
| run_0059_cnn1d_pnl_adamw | cnn1d | 4.7239 | -3.3165 | -8.0404 | -1.05395 | -1.56907 | 80 | ok/à suivre |
| run_0077_mlp_directional_adamw | mlp | -3.0573 | -10.6094 | -7.5521 | -0.85773 | -2.00202 | 80 | ok/à suivre |
| run_0060_tcn_huber_adamw | tcn | -0.3690 | -7.7611 | -7.3921 | -1.65983 | -3.40483 | 80 | ok/à suivre |
| run_0029_mlp_directional_adamw | mlp | 0.0867 | -7.2865 | -7.3732 | -0.51739 | -1.80044 | 80 | ok/à suivre |
| run_0037_mlp_directional_adamw | mlp | 0.0867 | -7.2865 | -7.3732 | -0.51739 | -1.80044 | 80 | ok/à suivre |
| run_0054_mlp_directional_rmsprop | mlp | -5.8086 | -13.0828 | -7.2742 | -1.11547 | -1.11046 | 80 | ok/à suivre |
| run_0004_mlp_directional_adamw | mlp | -5.5323 | -12.6043 | -7.0720 | -0.67843 | -2.80465 | 80 | ok/à suivre |
| run_0038_mlp_directional_rmsprop | mlp | -7.7572 | -14.6396 | -6.8824 | -1.86872 | -1.98823 | 80 | ok/à suivre |
| run_0068_tcn_huber_adamw | tcn | -4.3058 | -10.5132 | -6.2074 | -1.55166 | -3.16128 | 80 | ok/à suivre |
| run_0065_mlp_directional_adamw | mlp | -4.5290 | -10.3196 | -5.7906 | -1.15261 | -0.89620 | 80 | ok/à suivre |
| run_0057_mlp_directional_adamw | mlp | 3.3310 | -2.0251 | -5.3562 | -0.08439 | -0.37608 | 80 | ok/à suivre |
| run_0069_mlp_directional_adamw | mlp | 3.5279 | -1.3205 | -4.8483 | -0.28474 | -0.23819 | 80 | ok/à suivre |
| run_0007_tcn_huber_adamw | tcn | 4.7714 | 0.2996 | -4.4719 | -3.93431 | -4.36877 | 80 | ok/à suivre |
| run_0030_mlp_directional_rmsprop | mlp | -1.3169 | -5.3962 | -4.0793 | -1.00075 | -0.66704 | 80 | ok/à suivre |
| run_0020_tcn_huber_adamw | tcn | -8.3335 | -12.2128 | -3.8793 | -2.97351 | -5.32579 | 80 | ok/à suivre |
| run_0013_mlp_directional_adamw | mlp | -9.0063 | -12.0494 | -3.0431 | -0.97827 | -2.19765 | 80 | ok/à suivre |
| run_0053_mlp_directional_adamw | mlp | -9.0063 | -12.0494 | -3.0431 | -0.97827 | -2.19765 | 80 | ok/à suivre |
| run_0084_tcn_huber_adamw | tcn | -4.5814 | -7.2574 | -2.6760 | -2.31316 | -3.37401 | 80 | ok/à suivre |
| run_0018_mlp_directional_rmsprop | mlp | -7.8176 | -10.4891 | -2.6714 | -0.84581 | -1.69881 | 80 | ok/à suivre |
| run_0045_mlp_directional_adamw | mlp | -5.3462 | -7.9135 | -2.5674 | -1.54658 | -1.81344 | 80 | ok/à suivre |
| run_0022_mlp_directional_rmsprop | mlp | -6.4721 | -7.6457 | -1.1735 | -2.43747 | -1.61636 | 80 | ok/à suivre |
| run_0062_mlp_directional_rmsprop | mlp | -9.0377 | -9.6360 | -0.5982 | -0.67165 | -1.15753 | 80 | ok/à suivre |
| run_0085_mlp_directional_adamw | mlp | -6.6262 | -7.2125 | -0.5863 | -0.53555 | -0.56728 | 80 | ok/à suivre |
| run_0021_mlp_directional_adamw | mlp | -7.0188 | -7.0634 | -0.0446 | -0.70792 | -1.19765 | 80 | ok/à suivre |
| run_0052_tcn_huber_adamw | tcn | -11.8181 | -10.4820 | 1.3361 | -3.28809 | -4.22924 | 80 | ok/à suivre |
| run_0001_mlp_directional_rmsprop | mlp | -4.3473 | -1.2489 | 3.0984 | -0.97980 | -0.98797 | 80 | ok/à suivre |
| run_0082_mlp_directional_rmsprop | mlp | -12.0507 | -7.3007 | 4.7500 | -0.73035 | -0.51159 | 80 | ok/à suivre |
| run_0064_tcn_huber_adamw | tcn | -7.6610 | -2.6239 | 5.0371 | -2.95681 | -3.00767 | 80 | ok/à suivre |
| run_0019_cnn1d_pnl_adamw | cnn1d | -4.2245 | 3.4453 | 7.6699 | -2.16004 | -1.30993 | 80 | ok/à suivre |
Règle de recherche
Les prochains runs doivent chercher à améliorer le Test économique médian et à réduire les gros Test négatifs via score pessimiste, no-trade Validation-only et modèles plus stables. Le Test reste interdit pour sélectionner un seuil ou un best.