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I'm trying to use mean directional accuracy to evaluate my directional predictions in back-test, but it can't deal with realised directions which are 0, due to the comparison of the signs of prediction and realisation.

I've also tried using WAPE, but this doesn't handle negative realisations.

I could use mean squared error, but I'd like to end up with a percentage value for accuracy.

What's the best practice?

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