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

Downloads last month

-

Downloads are not tracked for this model. How to track
Inference Providers NEW
This model isn't deployed by any Inference Provider. πŸ™‹ Ask for provider support