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
$100,010
+0.01% since $100k start
ML
$99,988
-0.01% since $100k start
ML − COMPOSITE SPREAD
$-22
-0.02pp divergence
EQUITY CURVES
PERFORMANCE KPIs
| METRIC | COMPOSITE | ML | WINNER |
|---|---|---|---|
| Cumulative Return | +0.17% | -0.18% | COMP ▲ |
| Sharpe Ratio | — | — | — |
| Win Rate | 35% | 46% | ML ▲ |
| Closed Trades | 139 | 140 | — |
| Max Drawdown | -0.25% | -0.10% | ML ▲ |
| Open Positions | 432 | 438 | — |
TODAY'S PICK OVERLAP
BOTH AGREE LONG
Both strategies independently picked these as top-10 longs
— none —
BOTH AGREE SHORT
Both strategies independently picked these as bottom-10 shorts
EOGHUMLOW
COMPOSITE-ONLY LONG
Composite says long, ML disagrees
AMDAMZNGMEHOODINTCMETAMSFTMUNVDAORCLPLTRSLVSMCISOFITSLA
COMPOSITE-ONLY SHORT
Composite says short, ML disagrees
ARKGCVSDIAEBAYHYGJNJMAMOMSPEPPGUSBWBDXLKXLPXLVXLY
ML-ONLY LONG
ML says long, composite disagrees
AMKRAPOAPPASMLBEBILLCAGCARCEGCHWYCIENCOHRCPBDELLELENPHENVXGISIONQJBLLITEMOSNOKPBRPLUGPRPTONRCLRHSEDGSPCESTXTDOCTEAMTTDUECURAWIX
ML-ONLY SHORT
ML says short, composite disagrees
ABTARMAXPCATCFCOINCRWDCZRDELLDISDOWENVXFIGFSLRGLWHDHOODHPQIBMINFYINTCIONQIRENLMTLULULYBMDBMOSMRNAMRVLMSTRMUNOKNTRNVOOKTAPYPLQSRBLXRGTISGSMCISMRSNAPSNOWSPOTTEMWFCXOM