{
  "dataset": {
    "rows": 5523,
    "positives": 242,
    "positive_rate": 0.0438,
    "as_of_dates": 21,
    "synthetic_label_share": 1.0
  },
  "validation": "expanding-window time-series split over as-of dates",
  "feature_order": [
    "feed_cost_change",
    "output_price_change",
    "margin_squeeze",
    "price_z_score",
    "rainfall_anomaly",
    "heat_anomaly",
    "cash_flow_change",
    "emi_delay",
    "inventory_days",
    "upi_inflow_change",
    "feed_staleness_days",
    "days_since_last_entry",
    "emi_to_inflow",
    "feed_cost_change__missing",
    "output_price_change__missing",
    "margin_squeeze__missing",
    "price_z_score__missing",
    "rainfall_anomaly__missing",
    "heat_anomaly__missing",
    "cash_flow_change__missing",
    "emi_delay__missing",
    "inventory_days__missing",
    "upi_inflow_change__missing",
    "feed_staleness_days__missing",
    "days_since_last_entry__missing",
    "emi_to_inflow__missing",
    "dpd_at_t",
    "outstanding_at_t",
    "emi_at_t",
    "sector_id",
    "district_id"
  ],
  "algorithms": {
    "lightgbm": {
      "folds": [
        {
          "n": 789,
          "positives": 38,
          "auc_roc": 0.6814422874763473,
          "pr_auc": 0.12090605567917119,
          "brier": 0.0690301962610968,
          "red_flagged": 23,
          "precision_red": 0.17391304347826086,
          "recall_red": 0.10526315789473684,
          "recall_flagged": 0.3684210526315789,
          "train_to": "2025-03-31",
          "test_from": "2025-04-30"
        },
        {
          "n": 789,
          "positives": 31,
          "auc_roc": 0.7962805345135756,
          "pr_auc": 0.17203736204143655,
          "brier": 0.08691410549130126,
          "red_flagged": 54,
          "precision_red": 0.14814814814814814,
          "recall_red": 0.25806451612903225,
          "recall_flagged": 0.6129032258064516,
          "train_to": "2025-06-30",
          "test_from": "2025-07-31"
        },
        {
          "n": 789,
          "positives": 39,
          "auc_roc": 0.8423931623931624,
          "pr_auc": 0.22591607572996394,
          "brier": 0.11095460084002903,
          "red_flagged": 90,
          "precision_red": 0.2222222222222222,
          "recall_red": 0.5128205128205128,
          "recall_flagged": 0.8205128205128205,
          "train_to": "2025-09-30",
          "test_from": "2025-10-31"
        },
        {
          "n": 1052,
          "positives": 51,
          "auc_roc": 0.7193982488100136,
          "pr_auc": 0.20698077930278122,
          "brier": 0.08188506640426521,
          "red_flagged": 59,
          "precision_red": 0.22033898305084745,
          "recall_red": 0.2549019607843137,
          "recall_flagged": 0.43137254901960786,
          "train_to": "2025-12-31",
          "test_from": "2026-01-31"
        }
      ],
      "pooled": {
        "auc_roc": 0.7599,
        "pr_auc": 0.1815,
        "brier": 0.0872,
        "precision_red": 0.1912,
        "recall_red": 0.2828,
        "recall_flagged": 0.5583
      }
    },
    "xgboost": {
      "folds": [
        {
          "n": 789,
          "positives": 38,
          "auc_roc": 0.6397084588969094,
          "pr_auc": 0.10510222243195182,
          "brier": 0.055753882974386215,
          "red_flagged": 13,
          "precision_red": 0.15384615384615385,
          "recall_red": 0.05263157894736842,
          "recall_flagged": 0.15789473684210525,
          "train_to": "2025-03-31",
          "test_from": "2025-04-30"
        },
        {
          "n": 789,
          "positives": 31,
          "auc_roc": 0.7543195165546004,
          "pr_auc": 0.14310881976856776,
          "brier": 0.05676882714033127,
          "red_flagged": 24,
          "precision_red": 0.20833333333333334,
          "recall_red": 0.16129032258064516,
          "recall_flagged": 0.3870967741935484,
          "train_to": "2025-06-30",
          "test_from": "2025-07-31"
        },
        {
          "n": 789,
          "positives": 39,
          "auc_roc": 0.8195897435897437,
          "pr_auc": 0.17177662573810526,
          "brier": 0.0742882490158081,
          "red_flagged": 41,
          "precision_red": 0.1951219512195122,
          "recall_red": 0.20512820512820512,
          "recall_flagged": 0.5641025641025641,
          "train_to": "2025-09-30",
          "test_from": "2025-10-31"
        },
        {
          "n": 1052,
          "positives": 51,
          "auc_roc": 0.7052947052947053,
          "pr_auc": 0.1285152676436765,
          "brier": 0.06149039790034294,
          "red_flagged": 32,
          "precision_red": 0.125,
          "recall_red": 0.0784313725490196,
          "recall_flagged": 0.27450980392156865,
          "train_to": "2025-12-31",
          "test_from": "2026-01-31"
        }
      ],
      "pooled": {
        "auc_roc": 0.7297,
        "pr_auc": 0.1371,
        "brier": 0.0621,
        "precision_red": 0.1706,
        "recall_red": 0.1244,
        "recall_flagged": 0.3459
      }
    }
  },
  "caveats": [
    "Feature rows are reconstructed by fact date, not knowledge date \u2014 the archive was ingested in one pass, so a past row uses a value a live run of that date would not yet have had.",
    "Labels are generated DPD history (SEEDED_HISTORY). Metrics computed on this dataset measure the generator as much as the borrowers, and must be reported as computed on synthetic history.",
    "dscr_p10 and dscr_p50 are excluded: both read the current forecast at every as-of date."
  ],
  "baselines": {
    "repayment_history_only": {
      "auc_roc": 0.6181,
      "pr_auc": 0.0869,
      "precision_red": 0.11
    },
    "obligation_ratio_only": {
      "auc_roc": 0.7685,
      "pr_auc": 0.1828,
      "precision_red": 0.1001
    }
  },
  "winner": "lightgbm",
  "base_rate": 0.0438
}