Taunusstar

Core Capabilities

• Three independent CatBoost gradient-boosting models trained on 100+ macro features
• Daily probability-based LONG or CASH signals for the S&P 500 (3, 6, and 12-month horizons)
• Multi-model consensus engine to reduce false signals and manage downside risk
• Transparent out-of-sample backtest results including Sharpe ratios and drawdown analysis
• Quarterly model retraining using strict walk-forward cross-validation