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README.md
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**{len(per_stock_metrics)} individual per-stock models**, each under `per_stock/{SYMBOL}.onnx`.
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- **Architecture**: iTransformer with RevIN (533,
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- **Input**: 60 days x
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- **Output**: 60-day forward return forecast
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- **Training**: Walk-forward validation (70/15/15), HuberLoss(delta=0.02)
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- **Average 7-day directional accuracy**: 51.
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- **Average 30-day directional accuracy**:
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## v11.0 Features (172 total — includes gamma squeeze + sentiment + stock-specific drivers + tail risk + style rotation)
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# Load per-stock model
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session = ort.InferenceSession("per_stock/AAPL.onnx")
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# features shape: (1, 60,
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output = session.run(None, {"features": features})[0]
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# output shape: (1, 60) — predicted returns
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```
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**{len(per_stock_metrics)} individual per-stock models**, each under `per_stock/{SYMBOL}.onnx`.
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- **Architecture**: iTransformer with RevIN (533,403 parameters each)
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- **Input**: 60 days x 137 features (OHLCV technicals + macro + relative strength)
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- **Output**: 60-day forward return forecast
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- **Training**: Walk-forward validation (70/15/15), HuberLoss(delta=0.02)
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- **Average 7-day directional accuracy**: 51.2%
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- **Average 30-day directional accuracy**: 55.1%
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## v11.0 Features (172 total — includes gamma squeeze + sentiment + stock-specific drivers + tail risk + style rotation)
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# Load per-stock model
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session = ort.InferenceSession("per_stock/AAPL.onnx")
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# features shape: (1, 60, 137)
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output = session.run(None, {"features": features})[0]
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# output shape: (1, 60) — predicted returns
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```
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