[Help] Model analysis

Hi, I spent the last few months studying areas such as Machine Learning and Distributed Computing.

I have used as a basis the book “Advances in Financial Machine Learning - Marcus Lopez” and worked on a model with the following results.

I would like your help for a correct interpretation:

Results:
R2
Captura de Tela 2021-06-20 às 21.46.30

CORRS
Captura de Tela 2021-06-20 às 21.47.18

Prediction X Assertiveness - Train_On_1 - Eval_On_2 (R2 = 0.142098)
Captura de Tela 2021-06-20 às 21.50.04

Thank you very much in advance.