My ML Feature Used the Wrong Unit. The Threshold Was 400x Too Large.
The historical model and the live validator both calculated large_share , the fraction of sweep volume in unusually large trades. Their definitions had diverged. The live code used the 75th percentile of per-second net aggressive volume as the cutoff for an individual trade. On the affected symbols…
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- 2026-11-13 17:20 · DEV Community — Machine Learning
My ML Feature Used the Wrong Unit. The Threshold Was 400x Too Large.