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Evaluating Multi-Horizon Trading Models in Python: Forward Returns, Signal Decay, and Overlapping Labels

Disclosure: AI assistance was used in preparing this article. Code examples are illustrative and have not been tested against a live trading system. A machine learning model can perform well on a 24-hour return prediction task while providing little useful information for a 30-minute trading decisi…

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  1. 2026-11-09 13:55 · DEV Community — Machine Learning
    Evaluating Multi-Horizon Trading Models in Python: Forward Returns, Signal Decay, and Overlapping Labels

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