[OC] I built a Stacked LSTM predictive momentum model. Here is its 4-year backtest equity curve (55.4% accuracy) vs the S&P 500.

    by danielraz

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    1. Source: Historical price data via IBKR API.
      Tools used: Python, Pandas, Matplotlib for visualization.
      The model is a 2-layer Stacked LSTM trained on 77 large-cap equities, testing an out-of-sample investable universe of 57 stocks with monthly rebalancing. Transaction costs ($1/trade + 0.05% slippage) are included in the equity curve.

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