PulseEdge usable fwd21 model
Walk-forward LightGBM on liquid equities/ETFs (no crypto). Target: fwd_rank_21.
Holdout (2024-07 β 2026-08, after costs)
- Rank-IC: 0.062391
- Strategy net PnL: 0.027422
- Sharpe: 0.3508
- Max DD: 0.029637
- Beats SPY buy&hold after costs: False
- SPY B&H PnL: 0.409323
Universe size: 311. Features: 52.
Artifacts: pulseedge_usable_fwd21.joblib, .txt, train_report_usable.json, feature_importance.csv.
Predict: python /opt/pulseedge/src/serve/predict_signals.py
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