04 model internals

Inside the model

model_ids · hgb_v1

Holdings (champion)

TickerWeight
ADBE10.0%
AMGN10.0%
BRK-B10.0%
CAT10.0%
COST10.0%
INTU10.0%
NVDA10.0%
PEP10.0%
PG10.0%
WMT10.0%

Permutation importance (last retrain)

  • vol_60 0.0508
  • vol_20 0.0413
  • ret_5d 0.0275
  • macd_sig 0.0239
  • rsi_14 0.0221
  • ret_20d 0.0215
  • vol_z 0.0204
  • abn_ret 0.0116
  • ret_1d 0.0106

Retrain log (last 60 days)

DateTrain endTrain secondsFamily
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
2026-09-152026-09-047.30sklearn_hgb
2026-09-162026-09-084.50sklearn_hgb
2026-09-172026-09-095.18sklearn_hgb
2026-09-182026-09-1015.49sklearn_hgb
2026-09-212026-09-118.38sklearn_hgb
2026-09-222026-09-147.09sklearn_hgb
2026-09-232026-09-154.50sklearn_hgb
2026-09-242026-09-162.29sklearn_hgb
2026-09-252026-09-175.43sklearn_hgb
2026-09-282026-09-185.89sklearn_hgb
2026-09-292026-09-216.16sklearn_hgb
2026-09-302026-09-226.38sklearn_hgb
2026-10-012026-09-235.74sklearn_hgb
2026-10-022026-09-246.22sklearn_hgb
2026-10-052026-09-255.14sklearn_hgb
2026-10-062026-09-286.15sklearn_hgb
2026-10-072026-09-2912.43sklearn_hgb
2026-10-082026-09-306.01sklearn_hgb
2026-10-092026-10-013.86sklearn_hgb
2026-10-122026-10-023.28sklearn_hgb
2026-10-132026-10-057.93sklearn_hgb
2026-10-142026-10-069.23sklearn_hgb
2026-10-152026-10-079.06sklearn_hgb
2026-10-162026-10-087.10sklearn_hgb
2026-10-192026-10-094.94sklearn_hgb
2026-10-202026-10-126.08sklearn_hgb
2026-10-212026-10-134.26sklearn_hgb
2026-10-222026-10-147.12sklearn_hgb
2026-10-232026-10-156.12sklearn_hgb
2026-10-262026-10-1610.60sklearn_hgb
2026-10-272026-10-194.25sklearn_hgb
2026-10-282026-10-207.56sklearn_hgb
2026-10-292026-10-216.58sklearn_hgb
2026-10-302026-10-229.28sklearn_hgb
2026-11-022026-10-236.48sklearn_hgb
2026-11-032026-10-265.05sklearn_hgb
2026-11-042026-10-278.79sklearn_hgb
2026-11-052026-10-288.70sklearn_hgb
2026-11-062026-10-295.79sklearn_hgb
2026-11-092026-10-305.89sklearn_hgb
2026-11-102026-11-022.26sklearn_hgb
2026-11-112026-11-037.01sklearn_hgb
2026-11-122026-11-045.96sklearn_hgb