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
$100,033
+0.03% since $100k start
ML
$99,640
-0.36% since $100k start
ML − COMPOSITE SPREAD
$-393
-0.39pp divergence
EQUITY CURVES
PERFORMANCE KPIs
| METRIC | COMPOSITE | ML | WINNER |
|---|---|---|---|
| Cumulative Return | +0.19% | -2.07% | COMP ▲ |
| Sharpe Ratio | 1.69 | 1.68 | COMP ▲ |
| Win Rate | 43% | 39% | COMP ▲ |
| Closed Trades | 1319 | 1241 | — |
| Max Drawdown | -11.91% | -9.58% | ML ▲ |
| Open Positions | 323 | 307 | — |
TODAY'S PICK OVERLAP
BOTH AGREE LONG
Both strategies independently picked these as top-10 longs
PLTR
BOTH AGREE SHORT
Both strategies independently picked these as bottom-10 shorts
— none —
COMPOSITE-ONLY LONG
Composite says long, ML disagrees
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COMPOSITE-ONLY SHORT
Composite says short, ML disagrees
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ML-ONLY LONG
ML says long, composite disagrees
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ML-ONLY SHORT
ML says short, composite disagrees
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