The Flat-Bar Illusion: How 7% zero-return bars produce 53.8% fake accuracy in 1m financial time series (and how to fix it)
Over the past several months, our research team pre-trained and empirically audited a 1,189,135,740-parameter Financial Conformer Foundation Model across 14 calendar years (2010–2023; 15,030 steps) of 1-minute US equity bars across 15 liquid assets (AAPL, NVDA, SPY, QQQ, etc.). Instead of cherry-pi…
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- 2026-10-27 10:04 · r/datascience
The Flat-Bar Illusion: How 7% zero-return bars produce 53.8% fake accuracy in 1m financial time series (and how to fix it)