ResearchBenchmarksMedian-relative Stock Return Prediction on CSI All-Share Index 2017Median-relative Stock Return Prediction on CSI All-Share Index 2017Follow0.543AUCXGBoost0.515850.5294250.5430.556575Jun 11, 2026Evaluation resultsMethodMethodLinksAUCL-S (%/mo)Std Dev (%)Sharpe RatioXGBoostN mo=12N mo=122026.060.5432.531.824.83