LightGBM ML Strategy

LightGBM 机器学习量化策略仪表盘

Backtest / 回测净值曲线

LightGBM walk-forward backtest. Rebalance every 21 trading days, 10bps cost + 5bps slippage + Almgren-Chriss market impact. Subject to survivorship bias. 模拟回测，非真实收益。

Current Holdings / 当前持仓推荐

Symbol Weight Target $ Shares Price ML Score

Input Factor Scores / 输入因子分数明细

Trade History / 交易记录

Most recent first / 最新交易在上方

Feature Importance / 特征重要性

LightGBM feature importance ranking (gain-based). Higher = more predictive.

Training Configuration / 训练配置