# SHAP Feature Importance Generated: 2026-04-18 02:42:55 DB: results/sweep_database.db *Mean |SHAP| = average absolute contribution to Sortino prediction.* *Signed mean shows direction — positive = param pushes Sortino higher.* *WEAK = < 2% of total importance — candidate for locking to 0.* --- ### ALL assets & timeframes (96,468 rows) | Rank | Param | Abs SHAP | Signed mean | % total | Cumul% | Verdict | |------|----------------------------------|------------|-------------|---------|---------|------------------------------| | 1 | i_w_us2y | 0.057 | +0.001 | 11.1% | 11.1% | STRONG | | 2 | i_w_dxy | 0.041 | +0.002 | 8.0% | 19.1% | STRONG | | 3 | i_w_us10y | 0.038 | -0.001 | 7.4% | 26.5% | STRONG | | 4 | i_w_mvrv | 0.037 | -0.001 | 7.2% | 33.7% | STRONG | | 5 | i_w_m2_tiny | 0.028 | -0.000 | 5.5% | 39.2% | STRONG | | 6 | i_w_yield_curve | 0.023 | +0.000 | 4.5% | 43.7% | STRONG | | 7 | i_w_oi_roc | 0.023 | +0.000 | 4.5% | 48.2% | STRONG | | 8 | i_w_spy | 0.021 | -0.001 | 4.0% | 52.2% | STRONG | | 9 | i_w_gold | 0.020 | -0.000 | 3.8% | 56.1% | STRONG | | 10 | i_w_stoch | 0.019 | +0.000 | 3.7% | 59.8% | STRONG | | 11 | i_w_rsid_slow_bull | 0.018 | -0.000 | 3.4% | 63.2% | STRONG | | 12 | i_w_m3_momentum | 0.017 | -0.000 | 3.2% | 66.4% | STRONG | | 13 | i_w_usdt_d | 0.016 | +0.000 | 3.1% | 69.6% | STRONG | | 14 | i_w_rsid_delayed_dip | 0.014 | -0.000 | 2.8% | 72.4% | STRONG | | 15 | i_w_nupl | 0.014 | +0.000 | 2.8% | 75.2% | STRONG | | 16 | i_w_stoch_div_osc | 0.013 | +0.000 | 2.6% | 77.8% | STRONG | | 17 | i_w_m2_div_osc_noOffset | 0.013 | +0.000 | 2.6% | 80.4% | STRONG | | 18 | i_w_gc_position | 0.013 | -0.000 | 2.5% | 82.9% | STRONG | | 19 | i_w_rsid_delayed_peak | 0.012 | -0.000 | 2.4% | 85.2% | STRONG | | 20 | i_w_rsid_slow_bear | 0.012 | -0.000 | 2.2% | 87.5% | STRONG | | 21 | i_w_vix | 0.009 | -0.000 | 1.7% | 89.2% | WEAK ← consider locking to 0 | | 22 | i_w_macd_pred | 0.008 | -0.000 | 1.6% | 90.8% | WEAK ← consider locking to 0 | | 23 | i_w_fed_net_liq | 0.006 | -0.000 | 1.1% | 91.9% | WEAK ← consider locking to 0 | | 24 | i_w_rsid_hid_bull | 0.005 | -0.000 | 1.0% | 92.9% | WEAK ← consider locking to 0 | | 25 | i_w_mvrv_cont | 0.005 | -0.000 | 0.9% | 93.8% | WEAK ← consider locking to 0 | | 26 | i_w_rsid_rt_bear | 0.004 | -0.000 | 0.8% | 94.6% | WEAK ← consider locking to 0 | | 27 | i_w_btc_gold | 0.003 | -0.000 | 0.6% | 95.2% | WEAK ← consider locking to 0 | | 28 | i_w_rsi_subtf | 0.003 | +0.000 | 0.6% | 95.8% | WEAK ← consider locking to 0 | | 29 | i_w_rsid_rt_bull | 0.003 | -0.000 | 0.5% | 96.3% | WEAK ← consider locking to 0 | | 30 | i_w_m3_div_osc | 0.002 | +0.000 | 0.4% | 96.7% | WEAK ← consider locking to 0 | | 31 | i_w_osc | 0.002 | +0.000 | 0.4% | 97.1% | WEAK ← consider locking to 0 | | 32 | i_w_basis | 0.002 | +0.000 | 0.4% | 97.5% | WEAK ← consider locking to 0 | | 33 | i_w_vwap_div_osc | 0.002 | -0.000 | 0.4% | 97.9% | WEAK ← consider locking to 0 | | 34 | i_w_rsid_reg_bear | 0.001 | -0.000 | 0.3% | 98.2% | WEAK ← consider locking to 0 | | 35 | i_w_rsid_hid_bear | 0.001 | +0.000 | 0.3% | 98.4% | WEAK ← consider locking to 0 | | 36 | i_w_m2_div_osc | 0.001 | -0.000 | 0.3% | 98.7% | WEAK ← consider locking to 0 | | 37 | i_w_rsid_reg_bull | 0.001 | +0.000 | 0.2% | 98.9% | WEAK ← consider locking to 0 | | 38 | i_w_bearish_engulfing | 0.001 | -0.000 | 0.2% | 99.2% | WEAK ← consider locking to 0 | | 39 | i_w_btc_dom | 0.001 | -0.000 | 0.2% | 99.4% | WEAK ← consider locking to 0 | | 40 | i_w_bullish_hammer | 0.001 | +0.000 | 0.2% | 99.5% | WEAK ← consider locking to 0 | | 41 | i_w_fear_greed | 0.001 | -0.000 | 0.1% | 99.7% | WEAK ← consider locking to 0 | | 42 | i_w_btc_spx_corr | 0.001 | -0.000 | 0.1% | 99.8% | WEAK ← consider locking to 0 | | 43 | i_w_shooting_star | 0.000 | -0.000 | 0.1% | 99.9% | WEAK ← consider locking to 0 | | 44 | i_w_bullish_engulfing | 0.000 | +0.000 | 0.1% | 100.0% | WEAK ← consider locking to 0 | | 45 | i_w_qqq_spy_ratio | 0.000 | -0.000 | 0.0% | 100.0% | WEAK ← consider locking to 0 | | 46 | i_w_stoch_bottoming | 0.000 | +0.000 | 0.0% | 100.0% | REPLACE | | 47 | i_w_stoch_peaking | 0.000 | +0.000 | 0.0% | 100.0% | REPLACE | | 48 | i_w_macd_bullish | 0.000 | +0.000 | 0.0% | 100.0% | REPLACE | | 49 | i_w_rsid_osc | 0.000 | +0.000 | 0.0% | 100.0% | REPLACE | **WEAK params (25):** `i_w_vix`, `i_w_macd_pred`, `i_w_fed_net_liq`, `i_w_rsid_hid_bull`, `i_w_mvrv_cont`, `i_w_rsid_rt_bear`, `i_w_btc_gold`, `i_w_rsi_subtf`, `i_w_rsid_rt_bull`, `i_w_m3_div_osc`, `i_w_osc`, `i_w_basis`, `i_w_vwap_div_osc`, `i_w_rsid_reg_bear`, `i_w_rsid_hid_bear`, `i_w_m2_div_osc`, `i_w_rsid_reg_bull`, `i_w_bearish_engulfing`, `i_w_btc_dom`, `i_w_bullish_hammer`, `i_w_fear_greed`, `i_w_btc_spx_corr`, `i_w_shooting_star`, `i_w_bullish_engulfing`, `i_w_qqq_spy_ratio` --- *Generated by tools/shap_feature_importance.py*