LSTM, GRU and LightGBM against a 2-line trend rule: the rule came first
Every model in our "zoo" gets the same features, the same label (stock minus S&P 500 over the next 20 trading days) and the same walk-forward schedule: refit every 63 trading days on the trailing 756, with a 20-day gap so no label leaks into training. The leaderboard (development period, mean daily…
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- 2026-11-14 11:19 · DEV Community — Machine Learning
LSTM, GRU and LightGBM against a 2-line trend rule: the rule came first