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
-$360
-2.07% on $17,370 deployed
REGIME PAUSED
VIX 17.2
PERFORMANCE
RETURN
-2.07%
-$360 on capital deployed
SHARPE
1.68
annualized
WIN RATE
39.48%
490W / 748L
MAX DD
-9.58%
worst drawdown
REALIZED P&L
-$374
1241 closed trades
UNREALIZED P&L
+$14
307 open positions
LONG EXPOSURE
$1,920
net +$385
SHORT EXPOSURE
$1,536
gross $3,456
Last scan: 9/16/2026, 10:15:44 AM
Next scan: in 51h 0m (22:00 UTC weekday)
ML MODEL PICKS
model v9_20260912 · features through 2026-09-15overlap w/ composite: 0/10 long, 0/10 shortSHADOW MODE — NOT TRADEDML LONG PICKSHold 5 days
| # | TICKER | SCORE | RAW | |
|---|---|---|---|---|
| 1 | EOG | 100 | +39.36% | |
| 2 | AMKR | 99 | +16.06% | |
| 3 | TEAM | 99 | +11.82% | |
| 4 | SNDK | 98 | +9.92% | |
| 5 | RUN | 98 | +9.33% | |
| 6 | WDC | 98 | +8.37% | |
| 7 | SNOW | 97 | +7.90% | |
| 8 | VIAV | 97 | +7.50% | |
| 9 | NOW | 96 | +6.45% | |
| 10 | CIEN | 96 | +5.97% |
ML SHORT PICKSHold 5 days
| # | TICKER | SCORE | RAW | |
|---|---|---|---|---|
| 1 | TTD | 1 | -5.96% | |
| 2 | QS | 2 | -4.14% | |
| 3 | SEDG | 2 | -4.65% | |
| 4 | LUMN | 2 | -3.62% | |
| 5 | OGN | 3 | -4.08% | |
| 6 | GME | 3 | -3.41% | |
| 7 | RUM | 3 | -3.01% | |
| 8 | DELL | 3 | -3.13% | |
| 9 | SMCI | 4 | -2.57% | |
| 10 | BE | 5 | -2.44% |
Open Positions307 held · live MTM
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Recent Closed Tradeslast 100 closed · most recent first
| SIDE | TICKER | ENTRY | EXIT | PROFIT | |
|---|---|---|---|---|---|
| SHORT | SNDK | $1700.00 | $1530.89 | +$1 +9.95% | |
| SHORT | LITE | $948.50 | $838.96 | +$1 +11.55% | |
| SHORT | RGTI | $18.78 | $15.09 | +$2 +19.65% | |
| LONG | DELL | $496.65 | $543.51 | +$1 +9.44% | |
| SHORT | COHR | $333.52 | $271.17 | +$2 +18.69% | |
| SHORT | ENPH | $40.14 | $36.72 | +$1 +8.52% | |
| LONG | ELF | $90.54 | $95.47 | +$1 +5.45% | |
| LONG | WDAY | $192.96 | $190.67 | $-0 -1.19% | |
| SHORT | ARM | $284.63 | $241.83 | +$2 +15.04% | |
| SHORT | CRWD | $216.10 | $242.49 | $-1 -12.21% | |
| LONG | VIAV | $44.60 | $33.76 | $-3 -24.30% | |
| LONG | SEDG | $32.02 | $35.26 | +$1 +10.12% | |
| LONG | ENVX | $3.92 | $2.98 | $-3 -23.98% | |
| SHORT | SMR | $9.49 | $8.43 | +$1 +11.17% | |
| LONG | TEAM | $159.07 | $189.81 | +$2 +19.32% | |
| LONG | ASML | $1870.00 | $1591.48 | $-2 -14.89% | |
| LONG | SG | $6.21 | $6.83 | +$1 +9.98% | |
| LONG | RCL | $302.66 | $249.30 | $-2 -17.63% | |
| SHORT | WDC | $525.53 | $411.96 | +$2 +21.61% | |
| SHORT | MU | $912.90 | $975.26 | $-1 -6.83% | |
| SHORT | CRWV | $106.90 | $88.99 | +$2 +16.75% | |
| LONG | VIAV | $42.65 | $38.75 | $-1 -9.14% | |
| LONG | BILL | $51.33 | $47.25 | $-1 -7.95% | |
| SHORT | SMCI | $34.99 | $40.10 | $-2 -14.60% | |
| LONG | RH | $180.76 | $134.07 | $-3 -25.83% | |
| LONG | ALK | $47.23 | $41.16 | $-1 -12.85% | |
| LONG | ELF | $92.32 | $96.91 | +$1 +4.97% | |
| SHORT | LITE | $891.94 | $927.03 | $-0 -3.93% | |
| SHORT | AMD | $487.60 | $516.13 | $-1 -5.85% | |
| LONG | BILL | $49.05 | $47.25 | $-0 -3.67% | |
| SHORT | AMD | $488.80 | $516.13 | $-1 -5.59% | |
| SHORT | WDC | $503.50 | $447.18 | +$1 +11.19% | |
| SHORT | LRCX | $327.62 | $298.22 | +$1 +8.97% | |
| LONG | ELF | $94.05 | $96.91 | +$0 +3.04% | |
| LONG | SNOW | $337.00 | $328.99 | $-0 -2.38% | |
| SHORT | COHR | $358.14 | $305.37 | +$2 +14.73% | |
| SHORT | MU | $979.64 | $975.26 | +$0 +0.45% | |
| LONG | BILL | $48.31 | $47.25 | $-0 -2.19% | |
| SHORT | DELL | $459.27 | $567.29 | $-3 -23.52% | |
| LONG | JBL | $369.69 | $318.08 | $-2 -13.96% | |
| SHORT | RGTI | $18.43 | $15.27 | +$2 +17.17% | |
| LONG | SNOW | $329.04 | $328.99 | $-0 -0.02% | |
| LONG | OKTA | $156.39 | $166.50 | +$1 +6.46% | |
| SHORT | AMD | $483.05 | $516.13 | $-1 -6.85% | |
| SHORT | BE | $233.66 | $275.75 | $-2 -18.01% | |
| LONG | ALK | $48.25 | $41.16 | $-2 -14.69% | |
| LONG | MSFT | $500.24 | $495.63 | $-0 -0.92% | |
| LONG | FBIN | $50.18 | $40.73 | $-2 -18.83% | |
| LONG | SG | $5.96 | $7.10 | +$2 +19.13% | |
| SHORT | LITE | $900.00 | $927.03 | $-0 -3.00% | |
| SHORT | SNDK | $1646.00 | $1633.35 | +$0 +0.77% | |
| LONG | ALK | $48.83 | $41.16 | $-2 -15.71% | |
| LONG | SEDG | $33.97 | $34.68 | +$0 +2.09% | |
| LONG | PLTR | $179.52 | $167.23 | $-1 -6.85% | |
| SHORT | LRCX | $326.83 | $298.22 | +$1 +8.76% | |
| SHORT | RGTI | $18.35 | $15.27 | +$2 +16.78% | |
| SHORT | SMCI | $38.29 | $40.10 | $-1 -4.73% | |
| LONG | FBIN | $49.58 | $40.73 | $-2 -17.85% | |
| SHORT | DELL | $499.68 | $567.29 | $-2 -13.53% | |
| SHORT | ARM | $278.77 | $264.79 | +$1 +5.01% | |
| LONG | SEDG | $32.20 | $34.68 | +$1 +7.70% | |
| SHORT | LITE | $926.00 | $927.03 | $-0 -0.11% | |
| LONG | IVZ | $31.70 | $32.28 | +$0 +1.83% | |
| LONG | SG | $5.50 | $7.10 | +$3 +29.09% | |
| SHORT | COHR | $328.58 | $305.37 | +$1 +7.06% | |
| LONG | WDAY | $207.83 | $185.70 | $-1 -10.65% | |
| LONG | IVZ | $31.71 | $32.28 | +$0 +1.80% | |
| SHORT | RGTI | $18.57 | $15.27 | +$2 +17.77% | |
| LONG | MSFT | $493.27 | $495.63 | +$0 +0.48% | |
| LONG | VIAV | $41.00 | $38.75 | $-1 -5.49% | |
| LONG | INFY | $12.44 | $11.07 | $-1 -11.01% | |
| LONG | SEDG | $32.00 | $34.68 | +$1 +8.38% | |
| SHORT | MU | $912.94 | $975.26 | $-1 -6.83% | |
| SHORT | COHR | $344.88 | $305.37 | +$1 +11.46% | |
| SHORT | ARM | $266.52 | $264.79 | +$0 +0.65% | |
| LONG | FBIN | $47.96 | $40.73 | $-2 -15.08% | |
| SHORT | BE | $221.00 | $269.28 | $-2 -21.85% | |
| LONG | GEV | $1001.00 | $951.04 | $-1 -4.99% | |
| LONG | CIEN | $388.84 | $338.00 | $-1 -13.07% | |
| LONG | IVZ | $31.71 | $32.09 | +$0 +1.20% | |
| LONG | PANW | $383.36 | $335.10 | $-1 -12.59% | |
| LONG | SG | $5.45 | $6.72 | +$3 +23.30% | |
| LONG | SNOW | $328.45 | $331.48 | +$0 +0.92% | |
| SHORT | SMCI | $31.99 | $38.93 | $-2 -21.69% | |
| SHORT | CLF | $12.26 | $12.09 | +$0 +1.39% | |
| LONG | ENVX | $4.77 | $3.16 | $-4 -33.75% | |
| SHORT | SHOP | $150.43 | $126.79 | +$2 +15.72% | |
| LONG | FBIN | $50.02 | $40.72 | $-2 -18.59% | |
| SHORT | SMR | $9.79 | $10.81 | $-1 -10.42% | |
| LONG | CVNA | $72.96 | $73.41 | +$0 +0.62% | |
| LONG | FBIN | $49.51 | $40.72 | $-2 -17.75% | |
| LONG | SNOW | $331.14 | $331.48 | +$0 +0.10% | |
| LONG | ENVX | $4.71 | $3.16 | $-4 -32.91% | |
| LONG | GEV | $1003.93 | $951.04 | $-1 -5.27% | |
| LONG | SG | $5.30 | $6.72 | +$3 +26.79% | |
| SHORT | SMR | $9.36 | $10.81 | $-2 -15.49% | |
| LONG | ALK | $49.05 | $40.36 | $-2 -17.72% | |
| LONG | IVZ | $31.45 | $32.09 | +$0 +2.03% | |
| SHORT | BMNR | $18.75 | $24.21 | $-3 -29.12% | |
| LONG | PANW | $365.50 | $335.10 | $-1 -8.32% |