I looked through the transcript/output of the model/run linked but didn't find anything that showed much, if any, alpha. Maybe I missed it?
My backgroud is in finance but do not look at things so quantitatively.
Here is another comment/output: "correlation −0.007 and directional accuracy 0.498". Wouldn't directional accuracy have to be greater than .50 to be profitable?
Forgive my ignorance I am interested in this though. I have asked Claude/ChatGPT to show me where the alpha is that the model found as well so I can learn.
"cumulative_after_cost_return": -0.004003033519454746"
https://hub.harborframework.com/jobs/af0299f9-a3bb-44ea-8ced...
¯\(ツ)/¯