Strategy
ML Stock Ranking
Ridge and gradient-boosted ranking of 15 point-in-time features.
Research only
Methodology
- Method
- Purged, embargoed walk-forward; locked final holdout; bootstrap confidence intervals and deflated Sharpe.
- Data
- Prices + SEC fundamentals
- Horizon
- ~1 month
- Strategy pod
- — (research study, no pod)
Risk caveat
Survivorship-biased universe (today's large caps).
Validation evidence
Adds no value over simple baselines in our test — reported as a failure, not promoted.
Simulated, survivorship-biased backtests on today's large caps. Hypothetical; not a forecast. Disclosures.