What Happens When You Swap Out XGBoost? A 6‑Model Momentum Showdown
Comparing XGBoost, LightGBM, CatBoost, Random Forest, LASSO, and a Neural Net in the same momentum trading system using identical features and backtests. All three GBMs beat the S&P on default settings.
My Systematic Trading Update: The Good, the Honest, and 75% YTD
I'm up 75% YTD on a $5,000 account — and this is the honest version of how I got here. The wins, the 29% drawdown, the execution mistakes, and what I'm still doing manually that I shouldn't be.