Yuxuan Yan 7033da131b change: rank allocator top_n=5 -> top_pct=0.2 (20% of universe)

2026-06-07 10:06:49 +08:00

..

ic.png

results: CSI500 reversal + reversal_vol multi-horizon IC

2026-06-07 10:04:14 +08:00

pnl.png

change: rank allocator top_n=5 -> top_pct=0.2 (20% of universe)

2026-06-07 10:06:49 +08:00

summary.txt

change: rank allocator top_n=5 -> top_pct=0.2 (20% of universe)

2026-06-07 10:06:49 +08:00