Sharpe-ratio fitness · 25 indicators · DEAP + vectorbt
| # | Ticker | Name | Sector | Start Sharpe | Final Sharpe | Gain | Final Std | |
|---|---|---|---|---|---|---|---|---|
| Loading… | ||||||||
Score = Sharpe ratio on the in-sample 70% of training data (daily bars). Values above ~3 indicate the GA found a coherent signal. Very high values (>7) warrant an OOS check for overfitting.
Positive weight → pushes signal toward long entry. Negative → toward exit. Clamped to [−2, +2].
Re-fetches price data from yfinance, builds indicators, then runs the saved weights on both the in-sample (70%) and held-out (30%) windows. A sharp IS/OOS drop indicates overfitting.
Each indicator is z-scored before entering the GA — weights are scale-invariant.
Click Show code to see the exact expression from
indicators/pipeline.py.