04 model internals

Inside the model

model_ids · hgb_v1

Holdings (champion)

TickerWeight
ABT10.0%
ACN10.0%
AMZN10.0%
AVGO10.0%
CAT10.0%
CRM10.0%
MCD10.0%
NVDA10.0%
PEP10.0%
UNH10.0%

Permutation importance (last retrain)

  • vol_60 0.0836
  • vol_20 0.0675
  • macd_sig 0.0481
  • rsi_14 0.0467
  • ret_20d 0.0404
  • ret_5d 0.0382
  • vol_z 0.0334
  • ret_1d 0.0234
  • abn_ret 0.0157

Retrain log (last 60 days)

DateTrain endTrain secondsFamily
2026-06-182026-06-104.67sklearn_hgb
2026-06-222026-06-116.92sklearn_hgb
2026-06-232026-06-1210.52sklearn_hgb
2026-06-242026-06-154.43sklearn_hgb
2026-06-252026-06-163.54sklearn_hgb
2026-06-262026-06-173.56sklearn_hgb
2026-06-292026-06-183.76sklearn_hgb
2026-06-302026-06-2211.94sklearn_hgb
2026-07-012026-06-235.57sklearn_hgb
2026-07-022026-06-248.49sklearn_hgb
2026-07-062026-06-259.13sklearn_hgb
2026-07-072026-06-266.26sklearn_hgb
2026-07-082026-06-298.38sklearn_hgb
2026-07-092026-06-306.97sklearn_hgb
2026-07-102026-07-0110.28sklearn_hgb
2026-07-132026-07-026.56sklearn_hgb
2026-07-142026-07-063.75sklearn_hgb
2026-07-152026-07-076.46sklearn_hgb
2026-07-162026-07-0811.24sklearn_hgb
2026-07-172026-07-0911.51sklearn_hgb
2026-07-202026-07-107.54sklearn_hgb
2026-07-212026-07-133.56sklearn_hgb
2026-07-222026-07-1411.05sklearn_hgb
2026-07-232026-07-156.64sklearn_hgb
2026-07-242026-07-166.54sklearn_hgb
2026-07-272026-07-177.07sklearn_hgb
2026-07-282026-07-207.09sklearn_hgb
2026-07-292026-07-216.55sklearn_hgb
2026-07-302026-07-224.56sklearn_hgb
2026-07-312026-07-237.89sklearn_hgb
2026-08-032026-07-246.93sklearn_hgb
2026-08-042026-07-277.85sklearn_hgb
2026-08-052026-07-284.67sklearn_hgb
2026-08-062026-07-2922.00sklearn_hgb
2026-08-072026-07-307.43sklearn_hgb
2026-08-102026-07-317.65sklearn_hgb
2026-08-112026-08-036.58sklearn_hgb
2026-08-122026-08-043.96sklearn_hgb
2026-08-132026-08-055.83sklearn_hgb
2026-08-142026-08-067.10sklearn_hgb
2026-08-172026-08-0731.41sklearn_hgb
2026-08-182026-08-1010.47sklearn_hgb
2026-08-192026-08-117.89sklearn_hgb
2026-08-202026-08-126.01sklearn_hgb
2026-08-212026-08-134.65sklearn_hgb
2026-08-242026-08-145.90sklearn_hgb
2026-08-252026-08-174.45sklearn_hgb
2026-08-262026-08-184.77sklearn_hgb
2026-08-272026-08-193.39sklearn_hgb
2026-08-282026-08-202.43sklearn_hgb
2026-08-312026-08-219.95sklearn_hgb
2026-09-012026-08-248.18sklearn_hgb
2026-09-022026-08-256.99sklearn_hgb
2026-09-032026-08-266.09sklearn_hgb
2026-09-042026-08-275.98sklearn_hgb
2026-09-082026-08-289.59sklearn_hgb
2026-09-092026-08-316.66sklearn_hgb
2026-09-102026-09-015.21sklearn_hgb
2026-09-112026-09-0210.72sklearn_hgb
2026-09-142026-09-039.01sklearn_hgb