Get your (unofficial) Signals target22 here to start building your models

The Signals target22 calculation (22day_2day target) notebook calculates the unofficial 22day_2day Signals target as proposed in Longer Signals Target - A Proposal For Higher Payouts. The goal is to start building models and receive corr20 feedback ahead of the official target22 release.

The output is historical_targets_22.csv, which adds a target22 column to the official historical target file. Dates/tickers where target22 cannot be computed are dropped, resulting in a reduction of target rows from approx 4.3m to 2.7m (this is with yfinance data, your mileage may vary with other data sources).

For reference, see Decoding the signals target that demonstrates the official 6day_2day target is primarily (but maybe not exclusively) the binned ranked 2day to 6day return. We use the same method for the 22day_2day target.

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You can download the Round 268 historical_targets_22.zip file generated by the above script. It contains both the official target and the computed target22 columns.