ResearchBenchmarksMedian-relative Stock Return Prediction on CSI All-Share Index 2019Median-relative Stock Return Prediction on CSI All-Share Index 2019Follow0.558AUCXGBoost0.53010.544050.5580.57195Jun 11, 2026Evaluation resultsMethodMethodLinksAUCL-S (%/mo)Std Dev (%)Sharpe RatioXGBoostN mo=7N mo=72026.060.5581.874.921.32