Walk-forward | MIN_TRAIN=240 | STEP=21d | LABEL=5d ±2% | RF(200est,d6,leaf10)
Generated: 2026-05-11 15:02 | Winner: A (40f)
| Stock/Subset | Acc% | Dir% | ↑Prec% | ↓Prec% | Win% | P&L% | Sharpe | MaxDD | IC | Trades | Preds |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2330 A(40f) | 42.4 | 38.0 | 56.8 | 14.3 | 59.5 | 64.8 | 1.283 | -0.264 | 0.216 | 79 | 231 |
| 2330 B(62f) | 39.4 | 32.7 | 52.8 | 8.9 | 51.0 | 31.1 | 0.511 | -0.355 | 0.110 | 98 | 231 |
| 2330 C(85f) | 42.0 | 34.3 | 52.6 | 10.3 | 56.7 | 16.7 | 0.394 | -0.218 | 0.072 | 67 | 231 |
| ΔB-A | -3.0 | -5.3 | -4.0 | -5.4 | -8.5 | -33.7 | |||||
| ΔC-A | -0.4 | -3.7 | -4.2 | -4.0 | -2.8 | -48.1 | |||||
| 0050 A(40f) | 48.1 | 41.8 | 55.3 | 11.8 | 58.2 | 51.2 | 1.952 | -0.207 | 0.126 | 55 | 231 |
| 0050 B(62f) | 48.9 | 45.6 | 50.0 | 0.0 | 63.2 | 86.1 | 3.365 | -0.136 | 0.084 | 57 | 231 |
| 0050 C(85f) | 45.9 | 34.9 | 42.9 | 0.0 | 48.8 | 17.7 | 0.811 | -0.136 | 0.043 | 43 | 231 |
| ΔB-A | +0.8 | +3.8 | -5.3 | -11.8 | +5.0 | +34.9 | |||||
| ΔC-A | -2.2 | -6.9 | -12.4 | -11.8 | -9.4 | -33.5 | |||||
| 2317 A(40f) | 31.6 | 28.3 | 37.1 | 22.7 | 42.1 | -102.4 | -0.910 | -0.792 | -0.147 | 159 | 231 |
| 2317 B(62f) | 23.8 | 22.9 | 22.4 | 23.4 | 41.7 | -69.9 | -0.736 | -0.649 | -0.300 | 144 | 231 |
| 2317 C(85f) | 24.2 | 23.3 | 24.2 | 22.7 | 39.6 | -124.7 | -1.164 | -0.769 | -0.284 | 159 | 231 |
| ΔB-A | -7.8 | -5.4 | -14.7 | +0.7 | -0.4 | +32.5 | |||||
| ΔC-A | -7.4 | -5.0 | -12.9 | +0.0 | -2.5 | -22.3 | |||||
| 2454 A(40f) | 30.7 | 27.6 | 31.4 | 22.0 | 42.8 | -125.4 | -0.826 | -0.878 | -0.126 | 145 | 231 |
| 2454 B(62f) | 35.1 | 31.4 | 33.3 | 29.0 | 45.0 | -103.0 | -0.693 | -0.847 | -0.089 | 140 | 231 |
| 2454 C(85f) | 30.7 | 27.8 | 32.5 | 23.1 | 41.1 | -232.9 | -1.331 | -0.964 | -0.114 | 158 | 231 |
| ΔB-A | +4.4 | +3.8 | +1.9 | +7.0 | +2.2 | +22.4 | |||||
| ΔC-A | +0.0 | +0.2 | +1.1 | +1.1 | -1.7 | -107.5 | |||||
| 2881 A(40f) | 46.8 | 22.0 | 35.3 | 12.5 | 56.1 | 37.1 | 1.356 | -0.131 | -0.039 | 82 | 231 |
| 2881 B(62f) | 47.6 | 22.9 | 39.4 | 12.0 | 54.2 | 29.8 | 0.989 | -0.161 | -0.025 | 83 | 231 |
| 2881 C(85f) | 46.3 | 20.7 | 35.0 | 16.1 | 58.5 | 23.7 | 0.867 | -0.207 | -0.006 | 82 | 231 |
| ΔB-A | +0.8 | +0.9 | +4.1 | -0.5 | -1.9 | -7.3 | |||||
| ΔC-A | -0.5 | -1.3 | -0.3 | +3.6 | +2.4 | -13.4 | |||||
| AGG A(40f) | 39.9 | 31.5 | 43.2 | 16.7 | 51.7 | -14.9 | 0.571 | -0.454 | 0.006 | ||
| AGG B(62f) | 39.0 | 31.1 | 39.6 | 14.7 | 51.0 | -5.2 | 0.687 | -0.430 | -0.044 | ||
| AGG C(85f) | 37.8 | 28.2 | 37.4 | 14.4 | 48.9 | -59.9 | -0.085 | -0.459 | -0.058 | ||