BUILD 2026-08-21 15:08:06    SOURCE Yahoo Finance (daily bars)
MODEL LightGBM classifier    TARGET P(close[t+1] > close[t])    FEATURES sma20 sma50 rsi14 vol20 ret1 ret5
VALIDATION walk-forward, 5 windows, 80/20 split, lookahead=1    COSTS 3 bps/order    FILL next bar open
THRESHOLDS BUY > 0.55   SELL < 0.50   else HOLD
⚠
Mean out-of-sample AUC = 0.5073 — at or below coin flip (0.5000).
The model has no demonstrated predictive edge. Signals below are pipeline output for research, not trading recommendations.

Summary

INSTRUMENTS
10
BUY SIGNALS
5
MEAN OOS AUC
0.5073
BEAT BUY&HOLD
1/10
MODEL
LightGBM
FEATURES
6

Signals

SYMBOLLAST BARCLOSEP(UP)CONFIDENCESIGNALOOS AUCRETBUY&HOLDSHARPEMAX DDTRADES
NVDA2026-08-21215.220.4995SELL0.4874+43.9%+3173.9%0.021-59.1%240
AAPL2026-08-21309.700.4568SELL0.5216+227.5%+362.3%0.065-20.8%240
MSFT2026-08-21485.770.6429BUY0.4893+33.4%+194.2%0.020-32.8%221
AMD2026-08-21465.640.6872BUY0.5075+38.7%+862.5%0.020-56.6%228
TSLA2026-08-21363.240.6923BUY0.5124+129.9%+850.9%0.033-77.0%227
GOOGL2026-08-21344.750.6806BUY0.5358+144.0%+471.5%0.047-28.1%247
AMZN2026-08-21260.310.4599SELL0.4817+12.0%+154.9%0.013-50.9%258
META2026-08-21553.230.5203HOLD0.4815+151.5%+215.8%0.042-41.4%238
BTC-USD2026-08-2177,601.410.4174SELL0.5300+602.4%+1055.4%0.051-63.1%312
ETH-USD2026-08-212,399.020.5635BUY0.5264+141.7%-39.0%0.034-43.2%240
Click a row to open its trade log, chart and tearsheet.
Ready — 10 instruments loaded PyBroker + LightGBM + QuantStats All figures out-of-sample