ResearchBenchmarksMedian-relative Stock Return Prediction on CSI All-Share Index 2015Median-relative Stock Return Prediction on CSI All-Share Index 2015Follow0.516AUCXGBoost0.49020.50310.5160.5289Jun 11, 2026Evaluation resultsMethodMethodLinksAUCL-S Return (%/mo)Std Dev (%)Sharpe RatioXGBoostN mo=12N mo=122026.060.516815.060.55