Strategy Iteration Report

All Variants Ranked by Composite Score

#	Name	CV	n_test	Spearman	p-value	Q5-Q1 med	Composite	Detail
1	tech-only	kfold	61	+0.229	0.2209	+15.2%	1.542	5 folds
2	growth-only	walk_forward	40	+0.232	0.1489	+15.1%	1.223	1 folds
3	growth-only+long	walk_forward	40	+0.232	0.1489	+15.1%	1.223	1 folds
4	growth-only+long@pca150	walk_forward	40	+0.232	0.1489	+15.1%	1.223	1 folds
5	growth-only+long@pca200	walk_forward	40	+0.232	0.1489	+15.1%	1.223	1 folds
6	tech-only+hiq	kfold	59	+0.238	0.4783	+11.3%	1.154	5 folds
7	tech-only+hiq@pca50	kfold	59	+0.238	0.4783	+11.3%	1.154	5 folds
8	tech-only+hiq@pca150	kfold	59	+0.238	0.4783	+11.3%	1.154	5 folds
9	tech-only+hiq@pca200	kfold	59	+0.238	0.4783	+11.3%	1.154	5 folds
10	tech-only+hiq@auto-pca	kfold	59	+0.238	0.4783	+11.3%	1.154	5 folds
11	baseline-log+value	walk_forward	214	+0.215	0.0957 *	+10.4%	1.151	2 folds
12	baseline-log	walk_forward	433	+0.167	0.0199 **	+9.7%	1.132	2 folds
13	value-only	walk_forward	214	+0.206	0.0853 *	+9.5%	1.050	2 folds
14	short-only	walk_forward	21	+0.510	0.0181 **	+17.8%	0.963	1 folds
15	short-thesis	walk_forward	21	+0.488	0.0247 **	+17.8%	0.954	1 folds
16	baseline-log+long	walk_forward	371	+0.181	0.0373 **	+7.6%	0.945	2 folds
17	tech-only+hiq@log-flip	kfold	59	+0.234	0.4904	+8.8%	0.899	5 folds
18	baseline	walk_forward	433	+0.181	0.0222 **	+6.9%	0.874	2 folds
19	baseline-log+small	walk_forward	75	+0.115	0.3276	+8.3%	0.843	1 folds
20	long-only	walk_forward	371	+0.192	0.0702 *	+6.6%	0.759	2 folds
21	tech-only+long	kfold	49	+0.261	0.5186	+7.1%	0.726	5 folds
22	baseline-no-fund-log	walk_forward	482	+0.138	0.0346 **	+5.5%	0.690	2 folds
23	baseline-no-fund	walk_forward	482	+0.136	0.0381 **	+5.5%	0.687	2 folds
24	baseline-log+hiq	walk_forward	409	+0.174	0.0285 **	+5.0%	0.677	2 folds
25	growth-only+long@pca50	walk_forward	40	+0.261	0.1036	+5.5%	0.464	1 folds
26	tech-only+small	kfold	32	+0.345	0.3973	+6.5%	0.439	4 folds
27	growth-only+long@log-flip	walk_forward	40	+0.139	0.3929	+5.0%	0.410	1 folds
28	large-cap	walk_forward	54	+0.186	0.1774	+2.8%	0.299	1 folds
29	small-cap	walk_forward	75	+0.112	0.3402	+2.4%	0.248	1 folds
30	mid-cap	walk_forward	47	+0.184	0.2160	+1.5%	0.158	1 folds
31	financials-only	kfold	57	+0.195	0.5561	+0.8%	0.103	5 folds
32	special-sit	kfold	60	+0.029	0.7001	+1.0%	0.101	5 folds
33	growth-only+long@auto-pca	walk_forward	40	+0.249	0.1213	+0.9%	0.093	1 folds
34	growth-only+small	kfold	42	-0.031	0.3743	+0.5%	0.043	5 folds
35	growth-only+hiq	walk_forward	38	+0.150	0.3673	-1.4%	-0.095	1 folds
36	best@365d	kfold	57	-0.088	0.5215	-4.6%	-0.465	5 folds
37	best@90d	kfold	61	+0.004	0.4811	-21.3%	-2.131	5 folds

Name

n_test

Spearman

p-value

Q5-Q1 med

Composite

Detail

tech-only

kfold

+0.229

0.2209

+15.2%

1.542

5 folds

growth-only

walk_forward

+0.232

0.1489

+15.1%

1.223

1 folds

growth-only+long

walk_forward

+0.232

0.1489

+15.1%

1.223

1 folds

growth-only+long@pca150

walk_forward

+0.232

0.1489

+15.1%

1.223

1 folds

growth-only+long@pca200

walk_forward

+0.232

0.1489

+15.1%

1.223

1 folds

tech-only+hiq

kfold

+0.238

0.4783

+11.3%

1.154

5 folds

tech-only+hiq@pca50

kfold

+0.238

0.4783

+11.3%

1.154

5 folds

tech-only+hiq@pca150

kfold

+0.238

0.4783

+11.3%

1.154

5 folds

tech-only+hiq@pca200

kfold

+0.238

0.4783

+11.3%

1.154

5 folds

tech-only+hiq@auto-pca

kfold

+0.238

0.4783

+11.3%

1.154

5 folds

baseline-log+value

walk_forward

214

+0.215

0.0957 *

+10.4%

1.151

2 folds

baseline-log

walk_forward

433

+0.167

0.0199 **

+9.7%

1.132

2 folds

value-only

walk_forward

214

+0.206

0.0853 *

+9.5%

1.050

2 folds

short-only

walk_forward

+0.510

0.0181 **

+17.8%

0.963

1 folds

short-thesis

walk_forward

+0.488

0.0247 **

+17.8%

0.954

1 folds

baseline-log+long

walk_forward

371

+0.181

0.0373 **

+7.6%

0.945

2 folds

tech-only+hiq@log-flip

kfold

+0.234

0.4904

+8.8%

0.899

5 folds

baseline

walk_forward

433

+0.181

0.0222 **

+6.9%

0.874

2 folds

baseline-log+small

walk_forward

+0.115

0.3276

+8.3%

0.843

1 folds

long-only

walk_forward

371

+0.192

0.0702 *

+6.6%

0.759

2 folds

tech-only+long

kfold

+0.261

0.5186

+7.1%

0.726

5 folds

baseline-no-fund-log

walk_forward

482

+0.138

0.0346 **

+5.5%

0.690

2 folds

baseline-no-fund

walk_forward

482

+0.136

0.0381 **

+5.5%

0.687

2 folds

baseline-log+hiq

walk_forward

409

+0.174

0.0285 **

+5.0%

0.677

2 folds

growth-only+long@pca50

walk_forward

+0.261

0.1036

+5.5%

0.464

1 folds

tech-only+small

kfold

+0.345

0.3973

+6.5%

0.439

4 folds

growth-only+long@log-flip

walk_forward

+0.139

0.3929

+5.0%

0.410

1 folds

large-cap

walk_forward

+0.186

0.1774

+2.8%

0.299

1 folds

small-cap

walk_forward

+0.112

0.3402

+2.4%

0.248

1 folds

mid-cap

walk_forward

+0.184

0.2160

+1.5%

0.158

1 folds

financials-only

kfold

+0.195

0.5561

+0.8%

0.103

5 folds

special-sit

kfold

+0.029

0.7001

+1.0%

0.101

5 folds

growth-only+long@auto-pca

walk_forward

+0.249

0.1213

+0.9%

0.093

1 folds

growth-only+small

kfold

-0.031

0.3743

+0.5%

0.043

5 folds

growth-only+hiq

walk_forward

+0.150

0.3673

-1.4%

-0.095

1 folds

best@365d

kfold

-0.088

0.5215

-4.6%

-0.465

5 folds

best@90d

kfold

+0.004

0.4811

-21.3%

-2.131

5 folds

Name	Status	Reason	n_filtered
tech-only+value	skipped	Too few samples: 19 < 20	19

Name

Status

Reason

n_filtered

tech-only+value

skipped

Too few samples: 19 < 20

Rounds

Round 1: Baselines + Sweeps

15/15 variants evaluated successfully

Top 3: tech-only, growth-only, baseline-log

Round 2: Combinations

10/11 variants evaluated successfully

Top 3: growth-only+long, tech-only+hiq, baseline-log+value

Round 3: Parameter Tuning

10/10 variants evaluated successfully

Top 3: growth-only+long@pca150, growth-only+long@pca200, tech-only+hiq@pca50

Round 4: Horizon Check

2/2 variants evaluated successfully

Top 3: best@365d, best@90d

Best Variant: tech-only

Fold-by-Fold

Fold	n_train	n_test	Spearman	p-val	Q5-Q1 med	Ridge α	PCA dims	Bootstrap CI
fold_0	48	13	+0.775	0.0019	+13.8%	10.0	47	[+0.310, +0.966]
fold_1	49	12	+0.517	0.0849	+38.2%	1000.0	48	[-0.081, +0.826]
fold_2	49	12	+0.308	0.3306	+31.4%	0.1	48	[-0.365, +0.872]
fold_3	49	12	+0.147	0.6488	+10.4%	0.1	48	[-0.602, +0.821]
fold_4	49	12	-0.601	0.0386	-17.9%	0.1	48	[-0.849, -0.014]

Fold

n_train

n_test

Spearman

p-val

Q5-Q1 med

Ridge α

PCA dims

Bootstrap CI

fold_0

+0.775

0.0019

+13.8%

10.0

[+0.310, +0.966]

fold_1

+0.517

0.0849

+38.2%

1000.0

[-0.081, +0.826]

fold_2

+0.308

0.3306

+31.4%

0.1

[-0.365, +0.872]

fold_3

+0.147

0.6488

+10.4%

0.1

[-0.602, +0.821]

fold_4

-0.601

0.0386

-17.9%

0.1

[-0.849, -0.014]

Aggregate: Spearman = +0.229 ± 0.466, Q5-Q1 median spread = +15.2%, composite = 1.542

Horizon	30d
Direction	all
Cap filter	all
Thesis types	all
Industry	['Technology']
Fundamentals	yes
Log transform	no
PCA	100

All Variants Ranked by Composite Score

Skipped Variants

Rounds

Round 1: Baselines + Sweeps

Round 2: Combinations

Round 3: Parameter Tuning

Round 4: Horizon Check

Best Variant: tech-only

Fold-by-Fold

Key Findings