ResearchBenchmarksMedian-relative Stock Return Prediction on CSI All-Share Index OverallMedian-relative Stock Return Prediction on CSI All-Share Index OverallFollow54.7AUCXGBoost51.96553.332554.756.0675Jun 11, 2026Evaluation resultsMethodMethodLinksAUCL-S Return (%/mo)Std Dev (%)Sharpe RatioXGBoostN mo=55N mo=552026.0654.72.383.672.23