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
-$241
-1.99% on $12,096 deployed
REGIME PAUSED
VIX 16.0
PERFORMANCE
RETURN
-1.99%
-$241 on capital deployed
SHARPE
2.15
annualized
WIN RATE
40.66%
283W / 413L
MAX DD
-9.58%
worst drawdown
REALIZED P&L
-$137
696 closed trades
UNREALIZED P&L
-$104
382 open positions
LONG EXPOSURE
$2,419
net +$368
SHORT EXPOSURE
$2,051
gross $4,470
Last scan: 8/4/2026, 10:11:53 AM
Next scan: in 23h 11m (22:00 UTC weekday)
ML MODEL PICKS
model v9_20260801 · features through 2026-08-03overlap w/ composite: 0/10 long, 0/10 shortSHADOW MODE — NOT TRADEDML LONG PICKSHold 5 days
| # | TICKER | SCORE | RAW | |
|---|---|---|---|---|
| 1 | IVZ | 99 | +28.47% | |
| 2 | CRCL | 99 | +26.59% | |
| 3 | ALK | 99 | +25.84% | |
| 4 | FBIN | 98 | +20.89% | |
| 5 | SPCE | 97 | +18.22% | |
| 6 | VIAV | 97 | +17.64% | |
| 7 | FTNT | 96 | +16.46% | |
| 8 | HUM | 95 | +13.41% | |
| 9 | LYB | 94 | +12.77% | |
| 10 | M | 94 | +13.30% |
ML SHORT PICKSHold 5 days
| # | TICKER | SCORE | RAW | |
|---|---|---|---|---|
| 1 | AMAT | 0 | -14.61% | |
| 2 | LCID | 1 | -6.51% | |
| 3 | AMD | 1 | -6.00% | |
| 4 | SMCI | 1 | -5.70% | |
| 5 | CRWV | 2 | -4.22% | |
| 6 | SNDK | 3 | -3.89% | |
| 7 | BE | 3 | -3.25% | |
| 8 | MRVL | 3 | -3.41% | |
| 9 | BMNR | 3 | -3.00% | |
| 10 | GLW | 4 | -2.88% |
Open Positions382 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| SHORT | TEM | $61.16 | $43.87 | +$3 +28.27% | |
| LONG | UEC | $10.74 | $9.60 | $-1 -10.61% | |
| LONG | RUM | $6.28 | $5.84 | $-1 -7.01% | |
| SHORT | DOW | $27.25 | $30.29 | $-1 -11.16% | |
| SHORT | LYB | $52.61 | $62.08 | $-2 -18.00% | |
| LONG | CRWD | $191.26 | $190.86 | $-0 -0.21% | |
| SHORT | SMCI | $28.06 | $28.40 | $-0 -1.21% | |
| SHORT | PTON | $5.93 | $6.39 | $-1 -7.76% | |
| LONG | RCL | $307.00 | $318.30 | +$0 +3.68% | |
| LONG | SEDG | $56.71 | $41.20 | $-3 -27.35% | |
| LONG | ARM | $337.24 | $239.69 | $-3 -28.93% | |
| SHORT | RBLX | $54.40 | $35.60 | +$4 +34.56% | |
| LONG | ASML | $1842.53 | $1629.00 | $-1 -11.59% | |
| SHORT | CF | $108.29 | $125.19 | $-2 -15.61% | |
| LONG | SPCE | $2.82 | $2.55 | $-1 -9.57% | |
| SHORT | COIN | $165.45 | $146.26 | +$1 +11.60% | |
| LONG | DELL | $416.08 | $405.37 | $-0 -2.57% | |
| LONG | COHR | $358.08 | $262.89 | $-3 -26.58% | |
| SHORT | BIDU | $113.69 | $111.11 | +$0 +2.27% | |
| SHORT | ACN | $133.14 | $165.92 | $-3 -24.62% | |
| SHORT | TSLA | $421.57 | $308.85 | +$3 +26.74% | |
| LONG | TSLA | $421.57 | $308.85 | $-3 -26.74% | |
| LONG | NVDA | $196.17 | $195.04 | $-0 -0.58% | |
| SHORT | NVDA | $196.17 | $195.04 | +$0 +0.58% | |
| SHORT | NVDA | $197.20 | $190.01 | +$0 +3.64% | |
| SHORT | TSLA | $406.00 | $298.32 | +$3 +26.52% | |
| LONG | NVDA | $197.20 | $190.01 | $-0 -3.64% | |
| LONG | TSLA | $406.00 | $298.32 | $-3 -26.52% | |
| LONG | TSLA | $381.79 | $307.44 | $-2 -19.47% | |
| SHORT | TSLA | $381.79 | $307.44 | +$2 +19.47% | |
| SHORT | NVDA | $193.79 | $197.01 | $-0 -1.66% | |
| LONG | NVDA | $193.79 | $197.01 | +$0 +1.66% | |
| LONG | SPCE | $2.72 | $2.49 | $-1 -8.46% | |
| LONG | MSTR | $94.70 | $91.67 | $-0 -3.20% | |
| LONG | QQQ | $707.09 | $684.23 | $-0 -3.23% | |
| SHORT | MDB | $301.09 | $298.22 | +$0 +0.95% | |
| LONG | MOS | $21.17 | $22.30 | +$1 +5.34% | |
| LONG | WDC | $726.34 | $519.80 | $-3 -28.44% | |
| LONG | RUM | $6.18 | $5.71 | $-1 -7.61% | |
| LONG | ARM | $379.77 | $260.01 | $-4 -31.53% | |
| SHORT | MO | $71.39 | $72.99 | $-0 -2.24% | |
| SHORT | LYB | $55.05 | $60.32 | $-1 -9.57% | |
| SHORT | DOW | $28.83 | $29.84 | $-0 -3.50% | |
| SHORT | TSLA | $370.14 | $313.03 | +$2 +15.43% | |
| LONG | NVDA | $193.10 | $206.84 | +$1 +7.11% | |
| LONG | LITE | $887.25 | $762.99 | $-2 -14.01% | |
| LONG | AMD | $543.93 | $521.95 | $-0 -4.04% | |
| SHORT | EPD | $36.15 | $38.73 | $-1 -7.14% | |
| SHORT | AXP | $345.00 | $326.17 | +$1 +5.46% | |
| SHORT | NTR | $60.07 | $68.10 | $-1 -13.37% | |
| LONG | TTD | $17.50 | $17.29 | $-0 -1.20% | |
| LONG | DELL | $414.54 | $437.50 | +$1 +5.54% | |
| SHORT | QQQ | $707.09 | $684.23 | +$0 +3.23% | |
| LONG | TSLA | $370.14 | $313.03 | $-2 -15.43% | |
| SHORT | ET | $18.90 | $20.36 | $-1 -7.72% | |
| SHORT | TEM | $52.60 | $42.69 | +$2 +18.84% | |
| SHORT | NVDA | $193.10 | $206.84 | $-1 -7.11% | |
| SHORT | EXE | $89.28 | $91.52 | $-0 -2.51% | |
| SHORT | MO | $71.65 | $72.08 | $-0 -0.60% | |
| LONG | SNDK | $1983.19 | $1610.33 | $-2 -18.80% | |
| SHORT | DIS | $103.10 | $92.83 | +$1 +9.96% | |
| SHORT | NTR | $60.66 | $68.54 | $-1 -12.99% | |
| LONG | MRVL | $281.49 | $209.32 | $-3 -25.64% | |
| LONG | ADI | $407.22 | $380.20 | $-1 -6.64% | |
| LONG | SPCE | $2.99 | $2.58 | $-2 -13.71% | |
| SHORT | EPD | $36.70 | $38.80 | $-1 -5.72% | |
| SHORT | DOW | $30.00 | $30.90 | $-0 -3.00% | |
| SHORT | RBLX | $47.00 | $47.55 | $-0 -1.17% | |
| SHORT | EXE | $87.95 | $91.73 | $-0 -4.30% | |
| SHORT | WDAY | $114.99 | $127.87 | $-1 -11.20% | |
| LONG | MU | $1082.87 | $990.21 | $-1 -8.56% | |
| LONG | WDC | $658.46 | $558.30 | $-2 -15.21% | |
| LONG | TTD | $17.97 | $16.79 | $-1 -6.57% | |
| LONG | AMD | $521.09 | $539.69 | +$0 +3.57% | |
| SHORT | CLF | $10.93 | $10.96 | $-0 -0.27% | |
| SHORT | LYB | $57.87 | $61.72 | $-1 -6.65% | |
| LONG | COHR | $385.10 | $313.22 | $-2 -18.67% | |
| LONG | DELL | $421.77 | $439.34 | +$0 +4.17% | |
| SHORT | CMG | $30.89 | $32.20 | $-0 -4.24% | |
| SHORT | LOW | $213.85 | $204.35 | +$0 +4.44% | |
| SHORT | RBLX | $46.70 | $49.64 | $-1 -6.30% | |
| SHORT | CZR | $29.25 | $29.94 | $-0 -2.36% | |
| SHORT | PYPL | $42.13 | $55.51 | $-4 -31.76% | |
| SHORT | NVO | $46.80 | $48.19 | $-0 -2.97% | |
| SHORT | EPD | $36.26 | $38.89 | $-1 -7.25% | |
| SHORT | DIS | $102.02 | $95.87 | +$1 +6.03% | |
| LONG | UEC | $11.03 | $9.73 | $-1 -11.79% | |
| SHORT | ET | $18.83 | $20.37 | $-1 -8.18% | |
| LONG | WIX | $42.51 | $48.66 | +$2 +14.47% | |
| SHORT | HD | $323.86 | $331.45 | $-0 -2.34% | |
| LONG | SPCE | $3.08 | $2.67 | $-1 -13.31% | |
| LONG | SEDG | $54.54 | $47.88 | $-1 -12.21% | |
| LONG | MU | $1080.24 | $959.48 | $-1 -11.18% | |
| LONG | APP | $462.96 | $412.48 | $-1 -10.90% | |
| LONG | DELL | $395.00 | $441.80 | +$1 +11.85% | |
| LONG | EL | $83.43 | $82.63 | $-0 -0.96% | |
| LONG | TTD | $17.70 | $17.58 | $-0 -0.68% | |
| LONG | PTON | $5.33 | $6.26 | +$2 +17.40% | |
| SHORT | CMG | $32.25 | $33.32 | $-0 -3.32% | |
| SHORT | HD | $330.00 | $331.60 | $-0 -0.48% |