| tags: [finance, nse, stock-prediction, xgboost, lightgbm, catboost] | |
| license: mit | |
| # P170 NSE Global Ensemble — Backtested | |
| **Trained**: 2026-05-15 | |
| **Data**: 1987 symbols, 3.66M rows, 10 years (2016-2026) | |
| **Features**: 98 (OHLCV + technical + macro + regime) | |
| ## Backtest Results (256K trades, 343 symbols, 2017-2026) | |
| | Metric | Value | | |
| |--------|-------| | |
| | Win rate | 64.3% | | |
| | Avg trade return | +1.12% (after costs) | | |
| | Profit factor | 3.03 | | |
| | Sharpe | 8.65 | | |
| ## Walk-Forward (10/10 profitable years) | |
| | Year | Win% | Sharpe | | |
| |------|------|--------| | |
| | 2022 (bear) | 66.0% | 9.37 | | |
| | 2020 (COVID) | 64.0% | 8.92 | | |
| | 2017-2026 avg | 64.4% | 8.75 | | |
| ## Optimal Signal Filter | |
| Confidence >= 0.50: win=71.3%, sharpe=11.9, pf=4.3 | |
| Confidence >= 0.55: win=73.6%, sharpe=13.2, pf=4.9 | |