Quant validation

Batch signal evaluation — 2026-05-29

Directional hit rate compares BUY/OVERWEIGHT vs positive forward returns and SELL/UNDERWEIGHT vs negative returns over the configured horizon. HOLD signals are not scored. Market facts and optional Qlib fields are attached per note in report_meta.json.

Tickers

101

Directional hit rate

0 scored (full horizon)

Mean forward return

Horizon

5d

Bench: SPY

SignalCountScoredHit ratePartial hitMean fwd return
HOLD560
OVERWEIGHT30
SELL10
UNDERWEIGHT410
SymbolSignalFwd returnHitPartial hitWindowNote
AAPLUNDERWEIGHT2026-05-28pendingOpen
ABBVHOLD2026-05-28pendingOpen
ABTHOLD2026-05-28pendingOpen
ACNUNDERWEIGHT2026-05-28pendingOpen
ADBEHOLD2026-05-28pendingOpen
AMATOVERWEIGHT2026-05-28pendingOpen
AMDUNDERWEIGHT2026-05-28pendingOpen
AMGNUNDERWEIGHT2026-05-28pendingOpen
AMTHOLD2026-05-28pendingOpen
AMZNUNDERWEIGHT2026-05-28pendingOpen
AVGOHOLD2026-05-28pendingOpen
AXPHOLD2026-05-28pendingOpen
BAHOLD2026-05-28pendingOpen
BACUNDERWEIGHT2026-05-28pendingOpen
BKUNDERWEIGHT2026-05-28pendingOpen
BKNGUNDERWEIGHT2026-05-28pendingOpen
BLKHOLD2026-05-28pendingOpen
BMYHOLD2026-05-28pendingOpen
BRK.BHOLD2026-05-28pendingOpen
CHOLD2026-05-28pendingOpen
CATUNDERWEIGHT2026-05-28pendingOpen
CLUNDERWEIGHT2026-05-28pendingOpen
CMCSAUNDERWEIGHT2026-05-28pendingOpen
COFOVERWEIGHT2026-05-28pendingOpen
COPUNDERWEIGHT2026-05-28pendingOpen
COSTUNDERWEIGHT2026-05-28pendingOpen
CRMHOLD2026-05-28pendingOpen
CSCOHOLD2026-05-28pendingOpen
CVSHOLD2026-05-28pendingOpen
CVXUNDERWEIGHT2026-05-28pendingOpen
DEUNDERWEIGHT2026-05-28pendingOpen
DHRHOLD2026-05-28pendingOpen
DISUNDERWEIGHT2026-05-28pendingOpen
DUKUNDERWEIGHT2026-05-28pendingOpen
EMRHOLD2026-05-28pendingOpen
FDXHOLD2026-05-28pendingOpen
GDHOLD2026-05-28pendingOpen
GEHOLD2026-05-28pendingOpen
GEVHOLD2026-05-28pendingOpen
GILDHOLD2026-05-28pendingOpen
GMUNDERWEIGHT2026-05-28pendingOpen
GOOGUNDERWEIGHT2026-05-28pendingOpen
GOOGLHOLD2026-05-28pendingOpen
GSHOLD2026-05-28pendingOpen
HDOVERWEIGHT2026-05-28pendingOpen
HONHOLD2026-05-28pendingOpen
IBMHOLD2026-05-28pendingOpen
INTCUNDERWEIGHT2026-05-28pendingOpen
INTUUNDERWEIGHT2026-05-28pendingOpen
ISRGUNDERWEIGHT2026-05-28pendingOpen
JNJHOLD2026-05-28pendingOpen
JPMHOLD2026-05-28pendingOpen
KOHOLD2026-05-28pendingOpen
LINUNDERWEIGHT2026-05-28pendingOpen
LLYHOLD2026-05-28pendingOpen
LMTHOLD2026-05-28pendingOpen
LOWHOLD2026-05-28pendingOpen
LRCXHOLD2026-05-28pendingOpen
MAHOLD2026-05-28pendingOpen
MCDUNDERWEIGHT2026-05-28pendingOpen
MDLZHOLD2026-05-28pendingOpen
MDTHOLD2026-05-28pendingOpen
METAHOLD2026-05-28pendingOpen
MMMHOLD2026-05-28pendingOpen
MOUNDERWEIGHT2026-05-28pendingOpen
MRKHOLD2026-05-28pendingOpen
MSUNDERWEIGHT2026-05-28pendingOpen
MSFTUNDERWEIGHT2026-05-28pendingOpen
MUUNDERWEIGHT2026-05-28pendingOpen
NEEUNDERWEIGHT2026-05-28pendingOpen
NFLXUNDERWEIGHT2026-05-28pendingOpen
NKEUNDERWEIGHT2026-05-28pendingOpen
NOWHOLD2026-05-28pendingOpen
NVDAUNDERWEIGHT2026-05-28pendingOpen
ORCLHOLD2026-05-28pendingOpen
PEPHOLD2026-05-28pendingOpen
PFEHOLDpendingOpen
PGHOLD2026-05-28pendingOpen
PLTRHOLD2026-05-28pendingOpen
PMHOLD2026-05-28pendingOpen
QCOMUNDERWEIGHT2026-05-28pendingOpen
RTXHOLD2026-05-28pendingOpen
SBUXUNDERWEIGHT2026-05-28pendingOpen
SCHWUNDERWEIGHT2026-05-28pendingOpen
SOUNDERWEIGHT2026-05-28pendingOpen
SPGHOLD2026-05-28pendingOpen
THOLD2026-05-28pendingOpen
TMOHOLD2026-05-28pendingOpen
TMUSHOLD2026-05-28pendingOpen
TSLAUNDERWEIGHT2026-05-28pendingOpen
TXNUNDERWEIGHT2026-05-28pendingOpen
UBERHOLD2026-05-28pendingOpen
UNHHOLD2026-05-28pendingOpen
UNPUNDERWEIGHT2026-05-28pendingOpen
UPSUNDERWEIGHT2026-05-28pendingOpen
USBHOLD2026-05-28pendingOpen
VHOLD2026-05-28pendingOpen
VZHOLD2026-05-28pendingOpen
WFCHOLD2026-05-28pendingOpen
WMTSELL2026-05-28pendingOpen
XOMUNDERWEIGHT2026-05-28pendingOpen

Download eval_summary.json