Compare: Composite vs ML
Two parallel $100k books. Composite trades 10-day holds on 5 hand-engineered options-flow signals. ML trades 5-day holds on an XGBoost ensemble over 78 features. Both use the same regime filter.
COMPOSITE
$99,841
-0.16% since $100k start
ML
$99,629
-0.37% since $100k start
ML − COMPOSITE SPREAD
$-212
-0.21pp divergence
EQUITY CURVES
PERFORMANCE KPIs
| METRIC | COMPOSITE | ML | WINNER |
|---|---|---|---|
| Cumulative Return | -1.10% | -2.56% | COMP ▲ |
| Sharpe Ratio | 1.92 | 1.91 | COMP ▲ |
| Win Rate | 37% | 38% | ML ▲ |
| Closed Trades | 960 | 893 | — |
| Max Drawdown | -11.91% | -9.58% | ML ▲ |
| Open Positions | 416 | 400 | — |
TODAY'S PICK OVERLAP
BOTH AGREE LONG
Both strategies independently picked these as top-10 longs
MSFTPLTR
BOTH AGREE SHORT
Both strategies independently picked these as bottom-10 shorts
— none —
COMPOSITE-ONLY LONG
Composite says long, ML disagrees
AMCAMDAMZNINTCMETAMUNFLXNVDAORCLSLVSMCISOFITSLA
COMPOSITE-ONLY SHORT
Composite says short, ML disagrees
COFDIAEBAYEOGHUMLOWMAMOMSROKUUSBXLPXLVXLY
ML-ONLY LONG
ML says long, composite disagrees
ACNAKAMALKAMKRASMLBILLCARCIENCRCLCVNADELLELELFENVXFBINFTNTGEVHPEHUMIBRXINFYIONQIVZJBLKKRLYBMOKTAONPANWPRRCLRHRUMSEDGSGSMRSNOWSPCETEAMTXNVIAVWWDAYWIX
ML-ONLY SHORT
ML says short, composite disagrees
ABBVACNAMATAMDARMBEBMNRCLFCOHRCOPCRWDCRWVDELLDOWDVNENPHFISVGLWINTCIONQIRENLITELRCXLYBMRNAMRVLMUOPENOXYPBRRGTIRUNSHOPSMCISMRSNDKSTXUWDC