BlueX Model Comparison

XGBoost · LightGBM (tuned) · Stacking Ensemble · Dashboard MLP · Winner = highest Alpha per row

Wins by Alpha: XGB 11/54 · LGBM 24/54 · ENS 19/54 · MLP 0/54

TickerTFXGB αLGBM αENS αMLP αWinnerBest α
AAPL3d-15.5%-15.2%-21.3%-37.9%LGBM-15.2%
AAPLdaily+38.4%+58.5%+68.8%+24.9%ENS+68.8%
AAPLweekly-24.3%-17.4%-50.3%-33.1%LGBM-17.4%
AMD3d-97.4%-95.3%-206.0%-135.6%LGBM-95.3%
AMDdaily+265.5%+229.5%+230.6%+40.4%XGB+265.5%
AMDweekly-138.0%-113.9%-238.0%-171.0%LGBM-113.9%
AMZN3d+43.9%+47.2%+1.5%-6.0%LGBM+47.2%
AMZNdaily+168.3%+166.5%+191.3%+118.7%ENS+191.3%
AMZNweekly+17.3%+8.7%-66.1%-14.7%XGB+17.3%
BA3d+68.8%+76.1%+72.2%+64.3%LGBM+76.1%
BAdaily+189.8%+193.8%+199.8%+177.9%ENS+199.8%
BAweekly+45.6%+48.9%-10.9%+29.0%LGBM+48.9%
BRK-B3d-9.8%-7.3%-23.0%-24.8%LGBM-7.3%
BRK-Bdaily+8.4%+10.4%+18.4%+4.7%ENS+18.4%
BRK-Bweekly-8.2%-6.5%-31.9%-38.9%LGBM-6.5%
CL=F3d+156.9%+148.5%+138.9%+124.2%XGB+156.9%
CL=Fdaily+338.4%+339.8%+356.4%+287.2%ENS+356.4%
CL=Fweekly+69.3%+63.7%+94.9%+41.3%ENS+94.9%
FDX3d-23.5%-22.2%-36.8%-35.4%LGBM-22.2%
FDXdaily+67.7%+84.7%+71.7%+61.1%LGBM+84.7%
FDXweekly-42.6%-30.3%-47.6%-44.1%LGBM-30.3%
GLD3d-69.1%-70.3%-85.2%-87.4%XGB-69.1%
GLDdaily-47.9%-46.4%-32.6%-61.6%ENS-32.6%
GLDweekly-91.9%-93.0%-103.3%-104.4%XGB-91.9%
GOOGL3d-79.9%-77.9%-84.3%-116.5%LGBM-77.9%
GOOGLdaily+45.5%+50.7%+72.9%+21.0%ENS+72.9%
GOOGLweekly-122.2%-120.5%-162.2%-146.5%LGBM-120.5%
INTC3d+50.9%+74.7%+63.0%-13.1%LGBM+74.7%
INTCdaily+318.6%+325.2%+423.4%+204.0%ENS+423.4%
INTCweekly+12.4%+30.6%-33.7%-18.7%LGBM+30.6%
KO3d-8.0%-11.8%-11.7%-21.0%XGB-8.0%
KOdaily+0.4%-2.1%-8.6%-9.9%XGB+0.4%
KOweekly-15.0%-12.6%-18.9%-22.8%LGBM-12.6%
MU3d-672.2%-611.7%-871.1%-760.6%LGBM-611.7%
MUdaily-177.9%-73.9%+9.8%-420.3%ENS+9.8%
MUweekly-864.4%-849.8%-971.9%-929.8%LGBM-849.8%
NFLX3d+10.3%-0.3%-189.4%-55.5%XGB+10.3%
NFLXdaily+153.9%+161.0%+185.5%+155.8%ENS+185.5%
NFLXweekly-48.7%-67.1%-213.3%-75.6%XGB-48.7%
NVDA3d-573.7%-595.8%-837.6%-736.1%XGB-573.7%
NVDAdaily-212.4%-164.6%-84.4%-417.1%ENS-84.4%
NVDAweekly-474.6%-494.4%-944.1%-541.7%XGB-474.6%
QCOM3d+79.5%+96.3%+74.4%+28.3%LGBM+96.3%
QCOMdaily+183.5%+208.1%+253.3%+197.9%ENS+253.3%
QCOMweekly+37.8%+50.3%+65.2%+15.1%ENS+65.2%
QQQ3d-54.9%-48.7%-58.9%-59.0%LGBM-48.7%
QQQdaily+23.4%+28.7%+24.2%+17.4%LGBM+28.7%
QQQweekly-67.2%-62.7%-98.1%-71.5%LGBM-62.7%
WDC3d-969.1%-976.7%-842.8%-1086.6%ENS-842.8%
WDCdaily-567.6%-532.9%-412.0%-702.0%ENS-412.0%
WDCweekly-1124.2%-1133.4%-746.8%-1174.8%ENS-746.8%
WMT3d-122.1%-121.6%-82.3%-126.0%ENS-82.3%
WMTdaily-80.2%-76.5%-55.4%-99.1%ENS-55.4%
WMTweekly-110.8%-109.0%-139.3%-120.3%LGBM-109.0%