Research brief 026

51.26% in one year. Did combining two models create the edge?

Does the ensemble advantage survive a historical constituent universe and fully priced short positions?

The idea worth investigating

In a 2025 equity backtest, a hybrid model returned 51.26%, compared with 33.61% for XGBoost alone and 18.01% for the paper’s S&P 500 benchmark. The hybrid’s reported maximum drawdown was 7.76%. A stronger combined signal is one explanation; the universe and execution assumptions deserve just as much attention.

Authors’ single-year simulation with 2.2 bp per trading leg. Uses end-of-sample constituents and omits stock-borrow costs and market impact.

This is a source-based research review. We have not completed a house replication.

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See what changes the investment case.

The headline is the starting point. The subscriber analysis takes you through:

  • Why the ensemble differs from either individual model
  • How universe selection and shorting assumptions affect the comparison
  • What a faithful independent evaluation would require
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