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
-$12
-0.18% on $6,486 deployed
REGIME PAUSED
VIX 16.4
PERFORMANCE
RETURN
-0.18%
-$12 on capital deployed
SHARPE
—
need 4 more days
WIN RATE
46.43%
65W / 75L
MAX DD
-0.10%
worst drawdown
REALIZED P&L
-$12
140 closed trades
UNREALIZED P&L
+$1
438 open positions
LONG EXPOSURE
$2,486
net +$23
SHORT EXPOSURE
$2,463
gross $4,949
Last scan: 6/18/2026, 10:10:22 AM
Next scan: in 51h 36m (22:00 UTC weekday)
ML MODEL PICKS
model v9_20260613 · features through 2026-06-17overlap w/ composite: 0/10 long, 0/10 shortSHADOW MODE — NOT TRADEDML LONG PICKSHold 5 days
| # | TICKER | SCORE | RAW | |
|---|---|---|---|---|
| 1 | SEDG | 100 | +43.76% | |
| 2 | TTD | 99 | +41.84% | |
| 3 | EL | 99 | +38.72% | |
| 4 | WIX | 99 | +35.52% | |
| 5 | BILL | 99 | +34.68% | |
| 6 | SPCE | 99 | +33.08% | |
| 7 | ENPH | 96 | +19.41% | |
| 8 | PLUG | 95 | +19.41% | |
| 9 | CHWY | 95 | +18.22% | |
| 10 | TEAM | 95 | +20.61% |
ML SHORT PICKSHold 5 days
| # | TICKER | SCORE | RAW | |
|---|---|---|---|---|
| 1 | CRWD | 0 | -4.65% | |
| 2 | NVO | 1 | -2.26% | |
| 3 | CZR | 2 | -2.50% | |
| 4 | HOOD | 2 | -2.52% | |
| 5 | NOK | 2 | -1.89% | |
| 6 | RBLX | 2 | -1.71% | |
| 7 | DIS | 3 | -1.23% | |
| 8 | LOW | 5 | -0.74% | |
| 9 | HD | 5 | -0.75% | |
| 10 | FSLR | 6 | -0.79% |
Open Positions438 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| LONG | EL | $79.38 | $82.46 | +$0 +3.88% | |
| SHORT | SMCI | $30.26 | $27.78 | +$1 +8.20% | |
| SHORT | MRNA | $47.61 | $61.80 | $-3 -29.80% | |
| SHORT | LULU | $120.99 | $111.76 | +$1 +7.63% | |
| SHORT | HPQ | $20.90 | $23.18 | $-1 -10.91% | |
| SHORT | CF | $126.89 | $105.85 | +$2 +16.58% | |
| SHORT | SNAP | $5.67 | $4.74 | +$2 +16.40% | |
| SHORT | OPEN | $4.23 | $4.45 | $-1 -5.20% | |
| SHORT | KR | $68.85 | $61.82 | +$1 +10.21% | |
| SHORT | CLF | $10.50 | $12.68 | $-2 -20.76% | |
| SHORT | HUM | $304.78 | $362.00 | $-2 -18.77% | |
| LONG | PBR | $20.33 | $16.79 | $-2 -17.41% | |
| LONG | RH | $119.01 | $135.67 | +$2 +14.00% | |
| LONG | PTON | $5.36 | $5.53 | +$0 +3.17% | |
| LONG | TTD | $22.57 | $18.16 | $-2 -19.54% | |
| LONG | MOS | $21.29 | $22.51 | +$1 +5.73% | |
| LONG | VST | $135.80 | $158.83 | +$2 +16.96% | |
| LONG | TDOC | $6.34 | $7.59 | +$2 +19.72% | |
| LONG | GIS | $33.59 | $33.36 | $-0 -0.68% | |
| LONG | JBL | $334.11 | $374.98 | +$1 +12.23% | |
| LONG | TTD | $20.99 | $18.96 | $-1 -9.67% | |
| SHORT | QS | $8.00 | $6.92 | +$2 +13.50% | |
| SHORT | MRNA | $49.98 | $55.40 | $-1 -10.84% | |
| LONG | TDOC | $6.38 | $7.57 | +$2 +18.65% | |
| SHORT | FIG | $22.14 | $17.98 | +$2 +18.77% | |
| SHORT | M | $18.98 | $24.94 | $-4 -31.40% | |
| LONG | RCL | $261.49 | $312.84 | +$2 +19.64% | |
| SHORT | LULU | $118.71 | $115.50 | +$0 +2.70% | |
| SHORT | SMCI | $31.22 | $29.22 | +$1 +6.41% | |
| LONG | PTON | $5.38 | $5.72 | +$1 +6.32% | |
| SHORT | SNAP | $5.52 | $5.16 | +$1 +6.52% | |
| SHORT | LYB | $74.35 | $62.59 | +$2 +15.82% | |
| SHORT | DUOL | $111.47 | $128.07 | $-2 -14.89% | |
| LONG | CEG | $266.70 | $268.00 | +$0 +0.49% | |
| LONG | RH | $123.03 | $146.91 | +$2 +19.41% | |
| LONG | EL | $80.16 | $87.58 | +$1 +9.26% | |
| SHORT | HPQ | $20.95 | $24.29 | $-2 -15.94% | |
| LONG | MOS | $21.72 | $21.69 | $-0 -0.14% | |
| LONG | BILL | $39.66 | $33.68 | $-2 -15.08% | |
| LONG | GIS | $32.81 | $34.40 | +$1 +4.85% | |
| LONG | QS | $8.51 | $7.09 | $-2 -16.69% | |
| LONG | AMKR | $74.32 | $82.78 | +$1 +11.38% | |
| LONG | CAR | $149.29 | $187.12 | +$3 +25.34% | |
| LONG | JBL | $356.64 | $384.82 | +$1 +7.90% | |
| LONG | CIEN | $577.90 | $445.98 | $-3 -22.83% | |
| LONG | IVZ | $28.47 | $28.92 | +$0 +1.58% | |
| LONG | RCL | $272.74 | $294.38 | +$1 +7.93% | |
| LONG | UEC | $15.50 | $11.03 | $-3 -28.84% | |
| LONG | CEG | $274.70 | $253.76 | $-1 -7.62% | |
| LONG | TTD | $20.44 | $19.28 | $-1 -5.68% | |
| SHORT | INTC | $114.64 | $124.57 | $-1 -8.66% | |
| SHORT | MU | $787.62 | $981.61 | $-3 -24.63% | |
| SHORT | IREN | $54.47 | $59.77 | $-1 -9.74% | |
| SHORT | SMR | $11.88 | $9.89 | +$2 +16.75% | |
| SHORT | RDDT | $155.77 | $162.10 | $-0 -4.06% | |
| SHORT | NCLH | $16.67 | $19.43 | $-2 -16.56% | |
| SHORT | COIN | $201.25 | $159.78 | +$2 +20.61% | |
| SHORT | BMNR | $21.20 | $16.11 | +$3 +24.01% | |
| SHORT | ACN | $162.00 | $170.28 | $-1 -5.11% | |
| SHORT | UNH | $401.00 | $406.20 | $-0 -1.30% | |
| LONG | SEDG | $48.31 | $60.80 | +$3 +25.84% | |
| LONG | LUMN | $10.04 | $8.49 | $-2 -15.44% | |
| LONG | OGN | $13.37 | $13.44 | +$0 +0.52% | |
| LONG | UEC | $14.15 | $11.03 | $-2 -22.05% | |
| LONG | CEG | $270.65 | $253.76 | $-1 -6.24% | |
| LONG | CIEN | $570.65 | $445.98 | $-2 -21.85% | |
| LONG | IVZ | $27.26 | $28.92 | +$1 +6.09% | |
| LONG | PTON | $5.14 | $5.55 | +$1 +7.98% | |
| LONG | JBL | $343.32 | $384.82 | +$1 +12.09% | |
| LONG | URA | $50.85 | $45.52 | $-1 -10.48% | |
| SHORT | INTC | $109.79 | $124.57 | $-2 -13.47% | |
| SHORT | MU | $732.39 | $981.61 | $-4 -34.03% | |
| SHORT | IONQ | $54.50 | $57.85 | $-1 -6.15% | |
| SHORT | SMCI | $31.60 | $30.46 | +$0 +3.61% | |
| SHORT | SNAP | $5.33 | $5.26 | +$0 +1.31% | |
| SHORT | QS | $8.08 | $7.09 | +$1 +12.25% | |
| SHORT | GLW | $198.11 | $179.20 | +$1 +9.55% | |
| SHORT | CZR | $27.00 | $29.49 | $-1 -9.22% | |
| SHORT | ETSY | $58.76 | $69.48 | $-2 -18.24% | |
| SHORT | SMR | $11.63 | $9.89 | +$2 +14.96% | |
| LONG | IVZ | $28.30 | $28.29 | $-0 -0.04% | |
| LONG | TTD | $20.90 | $18.90 | $-1 -9.55% | |
| LONG | CAR | $150.00 | $189.61 | +$3 +26.41% | |
| LONG | IBRX | $8.01 | $7.20 | $-1 -10.11% | |
| LONG | JBL | $358.60 | $376.89 | +$1 +5.10% | |
| LONG | ENVX | $7.08 | $6.70 | $-1 -5.37% | |
| LONG | AMKR | $75.92 | $76.15 | +$0 +0.30% | |
| LONG | CIEN | $594.00 | $445.22 | $-3 -25.05% | |
| LONG | SEDG | $41.35 | $58.44 | +$5 +41.33% | |
| LONG | RCL | $259.01 | $287.96 | +$1 +11.18% | |
| SHORT | MU | $813.33 | $995.87 | $-3 -22.44% | |
| SHORT | INTC | $124.08 | $116.96 | +$1 +5.74% | |
| SHORT | AMD | $457.60 | $488.45 | $-1 -6.74% | |
| SHORT | ACN | $167.52 | $167.52 | +$0 +0.00% | |
| SHORT | SMR | $12.03 | $9.57 | +$2 +20.45% | |
| SHORT | RDDT | $152.00 | $173.26 | $-2 -13.99% | |
| SHORT | ETSY | $57.00 | $69.44 | $-2 -21.82% | |
| SHORT | TEM | $46.38 | $49.59 | $-1 -6.92% | |
| SHORT | IONQ | $55.94 | $57.99 | $-0 -3.66% | |
| SHORT | IWM | $282.92 | $290.41 | $-0 -2.65% |