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pythion

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Leakage-free ML trading signal on S&P 500 constituents: per-ticker feature engineering, custom temporal cross-validation (10 folds, date-based splits), out-of-fold signal generation, and a long/short stock-picking backtest vs the index. Honest result: the process matters more than the PnL.

  • Updated Aug 25, 2026
  • Python

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