ML Model Backtest Results

🔬 ML Model Backtest Results

Walk-forward validation across 5 XGBoost regime classifiers. Each fold trains to year N, validates on year N+1.

What does this page tell me?

AUC: 1.0 = perfect, 0.5 = coin flip. Above 0.60 is meaningful for stock prediction.
Precision@55: Of signals scored above 0.55 confidence, what % actually resulted in gains?
Walk-forward: Each year is a genuine out-of-sample test. Consistent AUC > 0.5 = real edge.
Status: ✅ Strong ≥0.65 · ✅ Good ≥0.60 · ⚠️ Weak ≥0.55 · ❌ Near-random <0.55

📅 Validation: 2010–2026 🕐 Model run: 2026-06-13

Regime	Status	AUC (mean±std)	Prec@55 (mean±std)	Folds	Avg Signals/Fold
UNIFIED	❌ Near-random	0.521 ± 0.051	0.276 ± 0.235	18	20,710

Each point = one walk-forward fold. Grey dashed = 0.5 (random baseline).

Green intensity = number of signals per regime model per validation year.

Regime	2010	2011	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023	2024	2025	2026
UNIFIED	66492	0	0	0	21138	0	3499	0	7888	7532	36402	28550	0	27527	14096	30924	0

regime	val_year	roc_auc	prec_at_55	n_signals	n_total	base_rate
UNIFIED	2,010	0.494	0.414	66,492	67,962	0.413
UNIFIED	2,011	0.394	0.000	0	70,178	0.314
UNIFIED	2,012	0.530	0.000	0	74,114	0.448
UNIFIED	2,013	0.550	0.000	0	75,831	0.363
UNIFIED	2,014	0.493	0.447	21,138	75,022	0.490
UNIFIED	2,015	0.482	0.000	0	76,984	0.360
UNIFIED	2,016	0.525	0.424	3,499	77,554	0.422
UNIFIED	2,017	0.456	0.000	0	80,083	0.477
UNIFIED	2,018	0.551	0.432	7,888	82,923	0.295
UNIFIED	2,019	0.521	0.392	7,532	87,398	0.360
UNIFIED	2,020	0.606	0.560	36,402	93,423	0.475
UNIFIED	2,021	0.552	0.501	28,550	94,075	0.450
UNIFIED	2,022	0.536	0.000	0	97,859	0.380
UNIFIED	2,023	0.609	0.632	27,527	103,166	0.501
UNIFIED	2,023	0.511	0.408	128,733	323,680	0.394
UNIFIED	2,024	0.516	0.397	14,096	107,819	0.382
UNIFIED	2,025	0.492	0.353	30,924	112,944	0.350
UNIFIED	2,026	0.555	0.000	0	31,695	0.235

Static snapshot · Generated 30 Jun 2026, 08:03 · Source: Nifty 500 PostgreSQL ML Pipeline · ← Back