← Ideas Team 1 Execution

SmartXGB Performance Analysis

Evaluated model performance for 1h, 3h, 6h, 12h, 24h return targets with 6-fold CV.

Spearman Mean Spearman Std Sign Accuracy Range
0.016 0.019 0.499 - 0.508
0.005 0.009 0.499 - 0.508
0.011 0.010 0.499 - 0.508
0.005 0.009 0.499 - 0.508
0.005 0.009 0.499 - 0.508

Decision

Given:

  • Poor results across all horizons
  • Lack of clear research directions
  • Complexity of well-performing models (from research papers)

Decision: Abandon ML path, focus on simpler, more interpretable and stable prediction techniques.