BUILD 2026-08-21 16:08:15    SOURCE Yahoo Finance (daily bars)
MODEL LightGBM classifier    TARGET P(close[t+1] > close[t])    FEATURES sma20 sma50 rsi14 vol20 ret1 ret5
VALIDATION walk-forward, 5 windows, 80/20 split, lookahead=1    COSTS 3 bps/order    FILL next bar open
THRESHOLDS BUY > 0.55   SELL < 0.50   else HOLD
⚠
Mean out-of-sample AUC = 0.5060 — at or below coin flip (0.5000).
The model has no demonstrated predictive edge. Signals below are pipeline output for research, not trading recommendations.

Summary

INSTRUMENTS
20
STOCKS / CRYPTO
15 / 5
BUY SIGNALS
7
MEAN OOS AUC
0.5060
BEAT BUY&HOLD
2/20
MODEL
LightGBM

Signals

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Ready — 20 instruments loaded PyBroker + LightGBM + QuantStats All figures out-of-sample