ML Strategy
XGB 5-SEED · 78 FEAT · 5D HOLD▶About this strategy — what it is, what it looks for, how it operates
A gradient-boosted machine-learning ensemble. Five XGBoost models (different random seeds) each predict a stock's 10-day forward return relative to the cross-sectional median; their rank-averaged output drives the picks.
- Looks for~89 features — technicals, options flow, volatility term structure, sector relative strength and earnings proximity — combined by the trees
- Universethe top ~300 US stocks by options volume
- Operateslongs the 10 highest-ranked names, shorts the 10 lowest, each day; 5-trading-day hold; walk-forward retrained
- Regime gateopens new positions only in risk-on conditions
Backtest — 5-fold walk-forward, honest true-daily marks (2024-01 → 2026-05)
Sharpe
1.70
Win rate
52%
CAGR
+24.8%
Max DD
-8.9%
Backtest numbers, not live results — measured on honest true-daily marks across a 5-fold walk-forward with 10bps costs. Past performance does not guarantee future returns.
TOTAL P&L
-$372
-2.56% on $14,509 deployed
REGIME PAUSED
VIX 14.9
PERFORMANCE
RETURN
-2.56%
-$372 on capital deployed
SHARPE
1.91
annualized
WIN RATE
38.30%
342W / 551L
MAX DD
-9.58%
worst drawdown
REALIZED P&L
-$292
893 closed trades
UNREALIZED P&L
-$80
400 open positions
LONG EXPOSURE
$2,451
net +$369
SHORT EXPOSURE
$2,082
gross $4,533
Last scan: 8/20/2026, 10:14:46 AM
Next scan: in 3h 12m (22:00 UTC weekday)
ML MODEL PICKS
model v9_20260815 · features through 2026-08-19overlap w/ composite: 0/10 long, 0/10 shortSHADOW MODE — NOT TRADEDML LONG PICKSHold 5 days
| # | TICKER | SCORE | RAW | |
|---|---|---|---|---|
| 1 | SEDG | 100 | +23.38% | |
| 2 | AMKR | 99 | +9.89% | |
| 3 | RH | 99 | +7.84% | |
| 4 | IBRX | 98 | +7.34% | |
| 5 | SG | 98 | +7.00% | |
| 6 | ENVX | 97 | +8.91% | |
| 7 | ASML | 97 | +5.90% | |
| 8 | TXN | 97 | +5.53% | |
| 9 | AKAM | 97 | +5.33% | |
| 10 | ACN | 96 | +4.99% |
ML SHORT PICKSHold 5 days
| # | TICKER | SCORE | RAW | |
|---|---|---|---|---|
| 1 | ARM | 0 | -14.20% | |
| 2 | MRNA | 1 | -11.84% | |
| 3 | SNDK | 1 | -8.69% | |
| 4 | CRWV | 2 | -7.60% | |
| 5 | SMCI | 2 | -7.02% | |
| 6 | U | 2 | -6.68% | |
| 7 | IREN | 3 | -5.27% | |
| 8 | LITE | 3 | -4.96% | |
| 9 | LCID | 3 | -4.85% | |
| 10 | RUM | 4 | -4.56% |
Open Positions400 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| SHORT | LYB | $61.46 | $66.06 | $-1 -7.48% | |
| LONG | SEDG | $49.95 | $32.60 | $-4 -34.73% | |
| LONG | EL | $83.87 | $98.01 | +$2 +16.86% | |
| LONG | ASML | $1800.81 | $1751.73 | $-0 -2.73% | |
| SHORT | OXY | $55.54 | $60.09 | $-1 -8.19% | |
| SHORT | ACN | $141.33 | $183.17 | $-3 -29.60% | |
| LONG | GEV | $1114.99 | $987.46 | $-1 -11.44% | |
| SHORT | FISV | $50.98 | $52.08 | $-0 -2.16% | |
| LONG | RUM | $5.83 | $8.32 | +$5 +42.71% | |
| LONG | ENVX | $4.60 | $3.40 | $-3 -26.09% | |
| LONG | CAR | $159.50 | $141.46 | $-1 -11.31% | |
| LONG | SG | $6.65 | $6.42 | $-0 -3.46% | |
| LONG | SPCE | $2.60 | $3.21 | +$3 +23.46% | |
| LONG | DELL | $394.50 | $437.55 | +$1 +10.91% | |
| SHORT | SMCI | $24.41 | $36.58 | $-6 -49.86% | |
| SHORT | BE | $211.07 | $206.63 | +$0 +2.10% | |
| SHORT | DOW | $30.62 | $31.75 | $-0 -3.69% | |
| LONG | ASML | $1778.59 | $1802.98 | +$0 +1.37% | |
| LONG | EL | $82.55 | $84.27 | +$0 +2.08% | |
| LONG | ENVX | $4.84 | $3.13 | $-4 -35.23% | |
| LONG | CAR | $159.01 | $137.62 | $-2 -13.45% | |
| LONG | SG | $7.00 | $5.82 | $-2 -16.86% | |
| LONG | DELL | $400.29 | $468.65 | +$2 +17.08% | |
| SHORT | SMCI | $24.34 | $37.41 | $-6 -53.67% | |
| SHORT | ACN | $142.84 | $172.93 | $-2 -21.07% | |
| SHORT | LYB | $58.90 | $65.33 | $-1 -10.92% | |
| SHORT | IONQ | $35.05 | $44.12 | $-3 -25.88% | |
| LONG | SPCE | $2.55 | $3.19 | +$3 +25.10% | |
| SHORT | DOW | $29.75 | $31.19 | $-1 -4.84% | |
| LONG | GEV | $1081.00 | $1004.53 | $-1 -7.07% | |
| LONG | SEDG | $53.56 | $29.82 | $-5 -44.32% | |
| SHORT | FISV | $50.49 | $51.72 | $-0 -2.44% | |
| SHORT | BE | $213.88 | $209.01 | +$0 +2.27% | |
| SHORT | OXY | $54.21 | $59.80 | $-1 -10.31% | |
| LONG | RUM | $5.77 | $8.10 | +$5 +40.38% | |
| SHORT | DOW | $29.64 | $31.07 | $-1 -4.82% | |
| LONG | CVNA | $69.89 | $75.59 | +$1 +8.16% | |
| LONG | SPCE | $2.69 | $3.32 | +$3 +23.42% | |
| LONG | EL | $82.26 | $86.10 | +$1 +4.67% | |
| SHORT | ACN | $138.93 | $176.89 | $-3 -27.32% | |
| SHORT | SMCI | $26.52 | $39.84 | $-6 -50.23% | |
| LONG | SEDG | $51.05 | $32.42 | $-4 -36.49% | |
| SHORT | SMCI | $24.30 | $39.84 | $-7 -63.95% | |
| SHORT | LYB | $59.14 | $63.76 | $-1 -7.81% | |
| SHORT | FISV | $51.44 | $54.39 | $-1 -5.73% | |
| LONG | ASML | $1797.48 | $1844.08 | +$0 +2.59% | |
| LONG | ENVX | $4.99 | $4.39 | $-1 -12.02% | |
| LONG | MSTR | $95.88 | $93.04 | $-0 -2.96% | |
| LONG | DELL | $404.49 | $490.81 | +$2 +21.34% | |
| LONG | ENPH | $42.67 | $40.48 | $-1 -5.13% | |
| SHORT | OXY | $53.91 | $58.36 | $-1 -8.25% | |
| LONG | MSTR | $90.94 | $93.04 | +$0 +2.31% | |
| SHORT | DVN | $43.13 | $45.85 | $-1 -6.31% | |
| SHORT | LYB | $57.83 | $63.76 | $-1 -10.25% | |
| LONG | ENVX | $4.57 | $4.39 | $-0 -3.94% | |
| SHORT | OXY | $54.65 | $58.36 | $-1 -6.79% | |
| LONG | ARM | $268.39 | $279.44 | +$0 +4.12% | |
| LONG | ARM | $249.62 | $279.44 | +$1 +11.95% | |
| SHORT | ACN | $145.00 | $176.89 | $-2 -21.99% | |
| SHORT | COP | $115.67 | $126.78 | $-1 -9.60% | |
| SHORT | DVN | $43.84 | $45.85 | $-1 -4.58% | |
| LONG | CVNA | $68.81 | $75.59 | +$1 +9.85% | |
| LONG | SPCE | $2.52 | $3.32 | +$4 +31.75% | |
| SHORT | DOW | $30.01 | $31.07 | $-0 -3.53% | |
| LONG | ASML | $1734.17 | $1844.08 | +$1 +6.34% | |
| LONG | EL | $81.63 | $86.10 | +$1 +5.48% | |
| LONG | DELL | $376.85 | $490.81 | +$3 +30.24% | |
| SHORT | PBR | $17.75 | $17.88 | $-0 -0.73% | |
| SHORT | PBR | $17.87 | $17.88 | $-0 -0.06% | |
| SHORT | FISV | $51.09 | $54.39 | $-1 -6.46% | |
| LONG | ENPH | $40.40 | $40.48 | +$0 +0.20% | |
| SHORT | COP | $112.22 | $126.78 | $-1 -12.97% | |
| LONG | SEDG | $53.63 | $32.42 | $-4 -39.55% | |
| SHORT | OXY | $54.56 | $57.70 | $-1 -5.76% | |
| SHORT | FISV | $51.25 | $55.50 | $-1 -8.29% | |
| SHORT | ACN | $137.01 | $178.49 | $-3 -30.28% | |
| SHORT | LYB | $58.36 | $62.40 | $-1 -6.92% | |
| LONG | ARM | $281.04 | $278.65 | $-0 -0.85% | |
| SHORT | DOW | $30.20 | $30.36 | $-0 -0.53% | |
| SHORT | PBR | $17.97 | $17.89 | +$0 +0.45% | |
| SHORT | COP | $112.02 | $124.52 | $-1 -11.16% | |
| LONG | SEDG | $55.61 | $32.18 | $-5 -42.13% | |
| LONG | EL | $81.41 | $87.32 | +$1 +7.26% | |
| LONG | CVNA | $71.20 | $73.70 | +$0 +3.51% | |
| LONG | MSTR | $99.78 | $97.10 | $-0 -2.69% | |
| SHORT | DVN | $43.40 | $44.39 | $-0 -2.28% | |
| LONG | ASML | $1825.00 | $1847.90 | +$0 +1.25% | |
| LONG | DELL | $459.45 | $494.51 | +$1 +7.63% | |
| LONG | SPCE | $2.65 | $3.14 | +$2 +18.49% | |
| LONG | ENPH | $45.10 | $40.78 | $-1 -9.58% | |
| LONG | ENVX | $5.11 | $4.43 | $-1 -13.31% | |
| SHORT | SMCI | $28.13 | $39.16 | $-4 -39.21% | |
| LONG | RUM | $5.94 | $7.55 | +$3 +27.10% | |
| LONG | CRWD | $190.99 | $221.78 | +$2 +16.12% | |
| SHORT | MSTR | $94.78 | $94.83 | $-0 -0.05% | |
| LONG | SPCE | $2.49 | $3.30 | +$4 +32.26% | |
| LONG | SNDK | $1807.00 | $1344.29 | $-3 -25.61% | |
| LONG | SEDG | $54.08 | $32.02 | $-5 -40.79% | |
| LONG | AMKR | $70.00 | $55.59 | $-2 -20.59% | |
| SHORT | COP | $113.08 | $127.30 | $-1 -12.58% |