China Selection Strategy
ML-powered stock selection for China/HK equities using weekly Transformer model
+17.75%
Out-of-Sample Excess Return
0.770
Test Sharpe Ratio
Weekly
Rebalancing (Friday)
📊 Performance Comparison
Training Period
Oct 2018 - Oct 2023 (261 weeks)
| Metric | Strategy | Benchmark |
|---|---|---|
| Total Return | +70.04% | -11.41% |
| Annualized Return | +11.16% | -2.38% |
| Sharpe Ratio | 0.411 | -0.087 |
| Excess Return | +81.45% | |
Testing Period Out-of-Sample
Oct 2023 - Dec 2025 (112 weeks)
| Metric | Strategy | Benchmark |
|---|---|---|
| Total Return | +51.17% | +33.42% |
| Annualized Return | +21.15% | +14.32% |
| Sharpe Ratio | 0.770 | 0.514 |
| Excess Return | +17.75% | |
📈 Equity Curve
📅 Current Portfolio
Last Updated: Loading...
Next Rebalance: Friday
✅ Current Holdings (9 stocks)
❌ Current Exclusions (3 stocks)
🎯 Strategy Overview
Universe
12 China/HK stocks including Tencent, Alibaba, BYD, Xiaomi
Model
Transformer encoder (18K params) trained on weekly MACD & momentum
Strategy
Hold EW portfolio of 9 stocks, excluding 3 worst predicted
Rebalancing
Weekly (every Friday close)
🏢 Stock Universe
| Ticker | Company | Sector |
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