ML Strategy Dashboard
Model
StockXGBRanker
Run ID
20260301-000221
Generated
2026-03-01 00:05:47
Evaluation IC
0.6892
Registered Models
| Model | Method | Objective | Universe | Assets | Ann Return | Sharpe | Max DD |
|---|---|---|---|---|---|---|---|
| StockLGBMRanker | LightGBM | lambdarank | US Equity | 3 | N/A | N/A | N/A |
| StockXGBRanker Selected | XGBoost | rank:pairwise | US Equity | 3 | 12.54% | 0.812 | -11.18% |
Strategy Definition
Name: equal_weight_top_five
Description: Generated from backtest strategy profile 'equal_weight_top_five'.
Signal Formula: sort by score descending
Execution Parameters
| mode | both |
|---|---|
| rebalance_freq | M |
| backtest_start | 2024-03-01 |
| backtest_end | 2025-05-31 |
| transaction_cost_bps | 15 |
| slippage_bps | 5 |
| initial_capital | 10000000 |
| benchmark | equal_weight_top_five |
| currency | USD |
Active Rules
| ID | Category | Description | Value |
|---|---|---|---|
| rule_001 | signal | Use model score/rank for selection | {"score_column":"score","rank_column":"rank"} |
| rule_002 | weight | Apply equal_weighted strategy params | {"top_n":5} |
Pipeline Snapshot
| Order | Name | Type | Detail |
|---|---|---|---|
| 1 | Data Ingest | ingest | Load preprocessed data |
| 2 | Cleaning | clean | Dropna/outlier processing |
| 3 | Feature Prep | feature | Split and scaling |
| 4 | XGBoost Training | model | Fit ranking model |
| 5 | Output | output | Generate score and rank |
Ann Return
12.54%
Sharpe
0.812
Max Drawdown
-11.18%
Mean IC
-0.0711
Cumulative Returns
Score Distribution
Drawdown
Monthly IC
Top Inference Scores
Inference Signal Table
| Rank | Ticker | Signal | Score | Weight | Price | 1M Realised | 21D Vol Ann |
|---|---|---|---|---|---|---|---|
| 1 | MSFT | STRONG BUY | 1.0000 | 33.33% | 459.60 | 0.37% | 1.87% |
| 2 | AMZN | NEUTRAL | 0.5000 | 33.33% | 205.01 | -0.34% | 2.22% |
| 3 | AAPL | STRONG SELL | 0.0000 | 33.33% | 200.62 | 0.45% | 2.00% |
Score Distribution
| Bin | Count |
|---|---|
| 0.00-0.05 | 1 |
| 0.05-0.10 | 0 |
| 0.10-0.15 | 0 |
| 0.15-0.20 | 0 |
| 0.20-0.25 | 0 |
| 0.25-0.30 | 0 |
| 0.30-0.35 | 0 |
| 0.35-0.40 | 0 |
| 0.40-0.45 | 0 |
| 0.45-0.50 | 0 |
| 0.50-0.55 | 1 |
| 0.55-0.60 | 0 |
| 0.60-0.65 | 0 |
| 0.65-0.70 | 0 |
| 0.70-0.75 | 0 |
| 0.75-0.80 | 0 |
| 0.80-0.85 | 0 |
| 0.85-0.90 | 0 |
| 0.90-0.95 | 0 |
| 0.95-1.00 | 1 |