Apples: P123 AI with one-month forward return relative to a benchmark. P123 k-fold with 52 week gap ABOUT 25 STOCKS IN THE UPPER BUCKET. Return 30.34:
Very nice to be sure.
Oranges: One-week forward return relative to the universe. k-fold with an embargo. 25 socks included in the output. Return 43.26
I want to take a closer look at oranges.
Jim