NEWSTREND // ML BASELINE
BENCHMARKING

4-Model Baseline · 5-Day Forward Return

Time-ordered 70/30 split · regression target · advisory until n_train ≥ 100
Loading…
Model Comparison Test set: directional accuracy, MAE %, RMSE %, R²
Model Train MAE Test MAE Test RMSE Test R² Test Dir-Acc
RandomForest Top Feature Importance First 15 features ranked
FeatureImportance