4-Model Baseline · 5-Day Forward Return
Time-ordered 70/30 split · regression target · advisory until n_train ≥ 100
Model Comparison
| Model | Train MAE | Test MAE | Test RMSE | Test R² | Test Dir-Acc |
|---|---|---|---|---|---|
| — | |||||
RandomForest Top Feature Importance
| Feature | Importance |
|---|---|
| — | |