ResearchBenchmarksMedian-relative Stock Return Prediction on CSI All-Share Index 2016Median-relative Stock Return Prediction on CSI All-Share Index 2016Follow54.9AUCXGBoost52.15553.527554.956.2725Jun 11, 2026Evaluation resultsMethodMethodLinksAUCMonthly Return (L-S)Std Dev (%)Sharpe RatioXGBoostN mo=12N mo=122026.0654.92.953.912.61