resonance-engine/traj/univariate_sweep.csv

1	variable	h_min	n	pearson_abs	spearman_abs	pearson_sign	spearman_sign
2	trade_count	5	43188	0.29084808877512586	0.30338059654130406	0.009367664894769086	0.01135154947599645
3	trade_count	15	43178	0.22449339529970128	0.24606697818019868	0.009715555202732436	0.013504663527115381
4	trade_count	30	43163	0.18318849647643348	0.21906835909888625	0.013614184798569812	0.019380256179634202
5	trade_count	60	43133	0.17359913046416903	0.21466447498410723	0.025394056049529334	0.0222503296589304
6	trade_count	120	43073	0.12045423850385305	0.1739862919797016	0.03777182644026453	0.04536759141602447
7	trade_count	240	42953	0.08403548128790972	0.1405906517498335	0.03609894280845403	0.043252386190147686
8	trade_count	480	42713	0.04998117877763748	0.10715535309039456	0.07849361788656997	0.09210648997736474
9	trade_count	720	42473	0.016421736547688776	0.0759992758922838	0.0461091622293512	0.0595238436422266
10	trade_count	1440	41753	0.07266933050462898	0.11116548055317421	0.015279767231791171	0.013436487932121986
11	trade_count	2880	40313	0.024186997130018737	0.04787510362328712	-0.06266207758302834	-0.10811855782272284
12	taker_buy_usd	5	43188	0.175501712243875	0.21412307437868922	0.011446739700667398	0.020939240335340187
13	taker_buy_usd	15	43178	0.13459881955486605	0.17263121676841225	0.006144770364627806	0.01183387062474232
14	taker_buy_usd	30	43163	0.11144645830071918	0.15266255531391745	0.0028862840403573076	0.012031274203791785
15	taker_buy_usd	60	43133	0.10190022972139968	0.1474329413444216	0.012532093700508451	0.020913426754444485
16	taker_buy_usd	120	43073	0.07013292383422702	0.11375636251437164	0.017853072221676158	0.026567162256118253
17	taker_buy_usd	240	42953	0.051741656796003996	0.09646377624339462	0.013232831827260325	0.02608835999719416
18	taker_buy_usd	480	42713	0.03175097234663664	0.06715300936606741	0.029899178956919344	0.046427070928094075
19	taker_buy_usd	720	42473	0.013661689701049418	0.04600223525188893	0.005750057370208876	0.025603552942293446
20	taker_buy_usd	1440	41753	0.0343229480548925	0.06727631344824285	-0.013091760498019933	-0.01767110060377504
21	taker_buy_usd	2880	40313	0.017288530813381903	0.02287784867455251	-0.03967985100999296	-0.08007533802675536
22	taker_sell_usd	5	43188	0.14741271571835068	0.21939202045890668	-0.002196140250542373	-0.007273512049912772
23	taker_sell_usd	15	43178	0.11341305658444842	0.17795845468577798	0.005967777130511283	0.005022961414276795
24	taker_sell_usd	30	43163	0.08554892755582855	0.1545239224690868	0.010299876566274888	0.01692852551055059
25	taker_sell_usd	60	43133	0.09167466563111203	0.15324816103598551	0.017075798008644397	0.0191173287410221
26	taker_sell_usd	120	43073	0.05996782943406935	0.11933709106431195	0.014993593572976069	0.02256679108062479
27	taker_sell_usd	240	42953	0.04173099656955321	0.10097408045466352	0.016987367607556394	0.028935132742975416
28	taker_sell_usd	480	42713	0.02083223098252148	0.0722499246597688	0.026143421172152737	0.05594653482579432
29	taker_sell_usd	720	42473	0.008524259752455722	0.05136966080758628	0.007113048310065848	0.03449935815279924
30	taker_sell_usd	1440	41753	0.031899776341424664	0.05416960901443685	-0.010489065245497767	-0.016993911073495616
31	taker_sell_usd	2880	40313	0.016027191257321508	0.015670732194170305	-0.036203522446596956	-0.059785985456566666
32	large_print_cnt	5	43188	0.1559475264217635	0.169775908243783	0.005060420709940062	0.008631801330461519
33	large_print_cnt	15	43178	0.11866248724189354	0.13443311792893725	0.006569728713564466	0.008514772214473132
34	large_print_cnt	30	43163	0.09402245225036947	0.12135237152952111	0.0050733025951419305	0.01424021646139622
35	large_print_cnt	60	43133	0.09146462602219622	0.10865230330187663	0.01266334820670589	0.015606861532317069
36	large_print_cnt	120	43073	0.05950269180079956	0.07791478813686888	0.01508362494568124	0.012302462629196115
37	large_print_cnt	240	42953	0.04447698202796127	0.06625505338933363	0.013113099876235924	0.007792327750853025
38	large_print_cnt	480	42713	0.025616295547105743	0.044859319760468724	0.027266366253546764	0.02733302613837301
39	large_print_cnt	720	42473	0.011964256701542495	0.03802841266492854	0.003517279702491538	0.004941522228167043
40	large_print_cnt	1440	41753	0.035890333778554724	0.051215192651722634	-0.010252923349727388	-0.030445235491122505
41	large_print_cnt	2880	40313	0.018582719136318784	0.028235149923244406	-0.035745556847394215	-0.052024102177047726
42	wallet_entropy	5	43188	0.2172245075484896	0.2202721386887404	0.0010594927712867987	-0.00016544528651093643
43	wallet_entropy	15	43178	0.16554787529624865	0.16906015959090057	0.0020961786511613767	0.0020440487375127567
44	wallet_entropy	30	43163	0.1420899269853192	0.15293696605150295	0.00853465544856008	0.008885086337329803
45	wallet_entropy	60	43133	0.14904144923070242	0.16903351042340448	0.011153090394192548	0.004221233410506838
46	wallet_entropy	120	43073	0.11004001418519521	0.13387839444737537	0.017150167828852966	0.010640728169212512
47	wallet_entropy	240	42953	0.0635026580792364	0.0859165509733388	0.014227184271459137	0.005681502065000248
48	wallet_entropy	480	42713	0.03283680409340406	0.06486435372100414	0.04736498255954015	0.04424847405159275
49	wallet_entropy	720	42473	-0.004388751683929966	0.03260594529690234	0.03684808072913329	0.03627427255300405
50	wallet_entropy	1440	41753	0.06023312896054602	0.05105843142615276	0.014570412524897559	0.008752264752817842
51	wallet_entropy	2880	40313	0.014794576708267507	0.0036219541217630226	-0.022759282112149164	-0.03178614079393125
52	signed_flow_usd	5	43188	0.022121542425133933	0.004383094477477341	0.010953252386180603	0.01682079452373203
53	signed_flow_usd	15	43178	0.016678695361172516	-0.0013050248481464109	0.0001251471109106814	-0.002661387945648965
54	signed_flow_usd	30	43163	0.020536769677455085	0.0032051056960534664	-0.005977828517891595	-0.00662809503420858
55	signed_flow_usd	60	43133	0.007948204103204038	-0.0023229250762158817	-0.00369373737267021	7.17861042528298e-05
56	signed_flow_usd	120	43073	0.007988310515146833	-0.00220728558630115	0.0022523904178357386	0.0008197738532494157
57	signed_flow_usd	240	42953	0.00790778856917309	0.0005526657827925845	-0.00306249240921628	-0.005954999727036032
58	signed_flow_usd	480	42713	0.008702007042840262	0.0025655940430958633	0.002938758286765933	-0.00554461843411232
59	signed_flow_usd	720	42473	0.004101949757469398	0.0010599612072528203	-0.0011124949860009054	-0.008078962227491826
60	signed_flow_usd	1440	41753	0.0018136179543969371	0.012631548879216154	-0.0020436312287218147	-0.0019657802874225943
61	signed_flow_usd	2880	40313	0.0010733863771821492	0.00020889997532988908	-0.00292914120260173	-0.01576572965924503
62	vwap_drift	5	43188	0.0153796249271232	-0.004742467230203223	0.1122235041844304	0.12185124677838041
63	vwap_drift	15	43178	0.013416009980627187	-0.0021867517632438273	0.06416214401365389	0.07203435864155383
64	vwap_drift	30	43163	0.018134348479207425	0.001686666238069892	0.04506094300341093	0.05297819628911598
65	vwap_drift	60	43133	0.011856729126127431	-0.0006186089927528343	0.027808770780405483	0.03516756704668603
66	vwap_drift	120	43073	0.008699532100719309	0.0006216347777252788	0.018604301213996616	0.021567236493666986
67	vwap_drift	240	42953	0.005619388499386541	0.0033448678389474606	0.012511845992274983	0.015941717525206758
68	vwap_drift	480	42713	0.0063049582996615415	0.0025704548186980406	0.00942434276884031	0.007873377316712286
69	vwap_drift	720	42473	0.0013490759910639593	-0.004969536418820951	0.0068917208737160245	0.005209329690444714
70	vwap_drift	1440	41753	-0.00023947516231745896	-0.00474732667432172	0.006532044119246129	0.00739022618458122
71	vwap_drift	2880	40313	0.0014622536727193429	0.002668517490504378	0.005840358437315306	0.002744174307719366