Model registry

Every model, documented

One model card per market × horizon, generated directly from the training artifacts — not marketing numbers. Each shows the walk-forward cross-validateddirectional accuracy and error, the sample sizes it was trained and evaluated on, its ticker universe, and its most important features. Backtest numbers alone don't build trust; transparent methodology does.

Model cells

Markets

Last trained

2026-06-06

oldest 2026-06-02

XGBoost

3.2.0

pinned for reproducibility

cv_dir_acc = directional accuracy under walk-forward CV (each fold only sees data before it — no look-ahead). cv_dir_moves = directional accuracy on non-flat moves only. cv_mae = mean absolute error of the predicted return. These are cross-validation metrics from training, not live performance — for the live, resolved track record see the predictions log and the dataset.

AU

13 tickers · BHP.AX, CBA.AX, WTC.AX, CSL.AX, NAB.AX, ANZ.AX, WBC.AX, MQG.AX…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
1d	51.4%	54.5%	1.11%	9,230	650	✓	vix, vix_z, Vol_z
1mo	50.0%	49.2%	5.74%	6,097	208	✓	SMA_50, Close, SMA_20
3mo	54.8%	55.5%	10.85%	5,980	208	✓	SMA_50, ATR_14, Close
6mo	58.2%	57.9%	14.24%	5,811	208	✓	ATR_14, Close, SMA_20

CA

13 tickers · RY.TO, TD.TO, SHOP.TO, BNS.TO, ENB.TO, CNR.TO, CNQ.TO, SU.TO…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
3d	53.5%	55.2%	2.30%	9,113	650	✓	vix, ust10y, vix_z
7d	58.6%	58.9%	3.39%	9,061	650	✓	corr_qqq_30d, ATR_14, ust10y
1mo	48.6%	49.7%	6.08%	6,097	208	✓	SMA_50, ATR_14, SMA_20
3mo	50.5%	51.0%	11.87%	5,980	208	✓	ATR_14, SMA_50, corr_spy_30d
6mo	58.7%	58.8%	17.72%	5,811	208	✓	ATR_14, SMA_50, SMA_20

CN

13 tickers · 600519.SS, 600036.SS, 601398.SS, 601318.SS, 600276.SS, 600028.SS, 601288.SS, 600030.SS…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
1mo	51.4%	52.6%	4.75%	6,090	208	✓	ATR_14, SMA_20, SMA_50
3mo	51.4%	50.7%	9.93%	5,973	208	✓	SMA_20, SMA_50, ATR_14
6mo	48.6%	49.3%	15.21%	5,804	208	✓	SMA_50, SMA_20, ATR_14

HK

13 tickers · 0700.HK, 0005.HK, 9988.HK, 1299.HK, 0941.HK, 3690.HK, 0388.HK, 1810.HK…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
1d	49.1%	52.1%	1.37%	8,892	650	✓	asia_ret_5, reg_ret_5, RSI
3d	51.4%	54.0%	2.38%	8,866	650	✓	ust10y, vix, Ret_5
1mo	47.1%	47.3%	8.40%	5,688	208	✓	SMA_50, ATR_14, SMA_20
3mo	51.4%	51.2%	15.36%	5,571	208	✓	SMA_50, SMA_20, ATR_14
6mo	53.8%	54.4%	22.19%	5,402	208	✓	ATR_14, SMA_50, SMA_20

ID

13 tickers · BBCA.JK, BBRI.JK, BMRI.JK, BBNI.JK, TLKM.JK, ASII.JK, UNVR.JK, ICBP.JK…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
1mo	47.8%	47.9%	6.66%	5,791	203	✓	SMA_50, Close, Vol_ratio_5_20
3mo	47.5%	48.2%	12.97%	5,674	202	✓	SMA_50, ATR_14, Close
6mo	54.7%	55.3%	18.42%	5,505	201	✓	SMA_20, ATR_14, SMA_50

IN

13 tickers · RELIANCE.NS, TCS.NS, INFY.NS, HDFCBANK.NS, ICICIBANK.NS, HINDUNILVR.NS, ITC.NS, KOTAKBANK.NS…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
7d	53.4%	54.1%	2.75%	8,901	650	✓	vix, oil_ret_5, asia_ret_5
1mo	54.3%	54.4%	4.63%	6,097	208	✓	SMA_50, SMA_20, ATR_14
3mo	52.4%	52.4%	8.97%	5,980	208	✓	ATR_14, SMA_50, SMA_20
6mo	59.6%	60.3%	12.90%	5,811	208	✓	ATR_14, SMA_20, SMA_50

JP

13 tickers · 7203.T, 6758.T, 9984.T, 8306.T, 6098.T, 8035.T, 6594.T, 9433.T…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
3d	52.5%	52.6%	3.18%	8,827	650	✓	reg_ret_5, vix_z, vix
1mo	48.1%	47.5%	7.05%	6,097	208	✓	SMA_20, SMA_50, ATR_14
3mo	59.6%	59.9%	12.73%	5,980	208	✓	SMA_20, SMA_50, ATR_14
6mo	60.6%	61.1%	20.72%	5,811	208	✓	ATR_14, SMA_20, SMA_50

KR

13 tickers · 005930.KS, 000660.KS, 035420.KS, 207940.KS, 005380.KS, 005490.KS, 051910.KS, 006400.KS…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
7d	53.1%	54.1%	7.34%	8,736	650	✓	reg_ret_5, corr_reg_30d, ust10y
1mo	47.1%	48.0%	10.04%	6,075	208	✓	ATR_14, SMA_20, SMA_50
3mo	48.6%	49.0%	16.34%	5,958	208	✓	ATR_14, RSI, SMA_50
6mo	52.4%	52.2%	30.27%	5,789	208	✓	SMA_50, ATR_14, MACD

MY

13 tickers · 1155.KL, 5347.KL, 1023.KL, 1066.KL, 6033.KL, 5168.KL, 6888.KL, 4707.KL…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
7d	51.8%	53.4%	2.83%	8,840	650	✓	vix, SMA_20, SMA_50
1mo	47.6%	49.7%	4.56%	6,020	208	✓	SMA_50, ATR_14, SMA_20
3mo	42.8%	45.6%	9.74%	5,903	208	✓	SMA_50, SMA_20, Close
6mo	44.2%	43.8%	14.69%	5,734	208	✓	SMA_50, ATR_14, SMA_20

NZ

13 tickers · FPH.NZ, AIR.NZ, SPK.NZ, MFT.NZ, MEL.NZ, AIA.NZ, CEN.NZ, RYM.NZ…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
3d	49.1%	54.1%	2.15%	9,100	650	✓	MACD, ATR_14, vix
1mo	49.5%	49.5%	5.69%	5,628	192	✓	ATR_14, SMA_50, Ret_5
3mo	45.3%	44.7%	9.86%	5,520	192	✓	SMA_50, SMA_20, Close
6mo	55.2%	54.6%	15.32%	5,364	192	✓	ATR_14, SMA_20, SMA_50

SG

13 tickers · D05.SI, O39.SI, U11.SI, Z74.SI, C38U.SI, C09.SI, F34.SI, S58.SI…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
7d	51.7%	54.3%	2.57%	9,035	650	✓	vix, vix_z, oil_ret_5
1mo	48.6%	49.0%	4.46%	6,097	208	✓	SMA_50, ATR_14, Ret_5
3mo	49.0%	50.5%	8.28%	5,980	208	✓	ATR_14, SMA_50, SMA_20
6mo	47.6%	48.2%	11.91%	5,811	208	✓	SMA_50, ATR_14, SMA_20

TH

12 tickers · PTT.BK, AOT.BK, CPALL.BK, ADVANC.BK, KBANK.BK, SCB.BK, PTTEP.BK, BDMS.BK…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
1mo	51.9%	53.9%	4.43%	5,322	187	✓	SMA_50, SMA_20, ATR_14
3mo	51.6%	52.5%	8.32%	5,214	186	✓	Close, SMA_50, SMA_20
6mo	51.3%	51.4%	12.70%	5,058	185	✓	SMA_50, Close, SMA_20

TW

13 tickers · 2330.TW, 2317.TW, 2454.TW, 2603.TW, 2308.TW, 2412.TW, 1303.TW, 1301.TW…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
1mo	49.0%	50.2%	6.95%	6,097	208	✓	ATR_14, Ret_5, SMA_50
3mo	50.0%	50.0%	14.67%	5,980	208	✓	SMA_20, Ret_5, ATR_14
6mo	53.8%	54.0%	25.79%	5,811	208	✓	SMA_20, SMA_50, Ret_5

UK

13 tickers · HSBA.L, BARC.L, AZN.L, VOD.L, ULVR.L, GSK.L, SHEL.L, BP.L…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
7d	54.0%	54.4%	3.38%	9,131	650	✓	vix_z, vix, oil_ret_5
1mo	46.6%	46.0%	5.57%	6,097	208	✓	oil_ret_5, vix_z, SMA_50
3mo	56.3%	57.0%	9.58%	5,980	208	✓	gold_ret_5, SMA_50, ATR_14
6mo	63.9%	63.6%	14.53%	5,811	208	✓	gold_ret_5, dxy_ret_5, vix

US

13 tickers · NVDA, AAPL, MSFT, GOOGL, AMZN, META, TSLA, SPY…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
7d	54.5%	52.5%	4.12%	9,048	650	✓	vix, vix_z, ust10y
1mo	48.6%	47.4%	7.91%	6,097	208	✓	SMA_50, ATR_14, vix
3mo	55.3%	56.4%	16.53%	5,980	208	✓	SMA_20, SMA_50, ATR_14
6mo	61.5%	62.4%	24.28%	5,811	208	✓	SMA_50, SMA_20, ATR_14

VN

13 tickers · VIC.VN, VHM.VN, VCB.VN, FPT.VN, HPG.VN, MSN.VN, VNM.VN, GAS.VN…

Horizon	cv_dir_acc	cv_dir_moves	cv_mae	n_train	n_eval	bands	top features
1d	48.5%	57.6%	1.61%	9,338	650	✓	vix, Ret_1, vix_z
1mo	52.9%	52.6%	6.89%	5,996	208	✓	SMA_50, ATR_14, Vol_ratio_5_20
3mo	52.9%	53.7%	13.45%	5,879	208	✓	SMA_50, ATR_14, Vol_ratio_5_20
6mo	52.9%	53.5%	21.82%	5,710	208	✓	SMA_50, ATR_14, SMA_20

Known limitations

CV metrics are in-training estimates. Live performance can and does differ — always cross-reference the resolved track record.
Directional accuracy near 50% is the honest base rate for liquid equities at short horizons; we do not claim otherwise. Small edges, compounded and risk-managed, are the thesis — not magic.
Feature importances are gain-based and can be unstable across retrains; treat the top-3 as indicative, not definitive.
Ticker universes are curated per market and evolve; older cards reflect the universe at their training date.
This page documents the models. It is not investment advice and the figures here are not a promise of future returns.