My latest signal performance

Signals
1

This is the second week received my signal performance, after numerai changed the duration rule from 1week to 4 weeks. Be honest, my return was dramatically reduced, even I have adjusted my prediction period in my model. I assume my old model only suitable for short term prediction rather than middle term.

I need to redesign my model, picking new indicators to start from scratch again.

Do you have similar experience ? Pls share your comments and suggestions.

1 Like
2

Yep same for me on one of my models which is a variation of Value Strategy that used to perform well on Corr4. That’s why I asked Liam to get the info on Corr4 after the change to Corr20.

If you are interested here is the query to compare Corr4 and Corr20:

query {
  signalsUserProfile(username:"YOUR_MODEL_NAME") {
    latestRoundPerformances {
      correlation
      corr20d
      date
      day
      roundNumber
    }
  }
}

You can use the GraphQL interface here https://api-tournament.numer.ai/ or directly through the numerapi.

Hope that helps.

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