Combined StrategiesExtended setexperimental liveNew

learned stacked-ensemble family blend

Updated dailyData needs: highlong short

In plain terms

A machine-learning model studies how all our best strategies for a stock have behaved and learns the smartest way to combine them into one buy-or-sell call.

How it works

A learned meta-family: for each ticker it assembles the per-family position matrix from the best passing champion of each family, then trains a gradient-boosted regressor to predict the ticker's next-day return from those family signals. Unlike fixed risk-balanced weighting/equal/consensus weights, it learns a non-linear combination of the families (a stacked-generalization-style meta-learner).

Live results

0 times picked on its own · 18 times inside a blend (16 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 18 such blended picks (16 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

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Data dependencies

Strategy experiments
A data feed this strategy reads, refreshed on its normal schedule.
Alpha family xs validation
A data feed this strategy reads, refreshed on its normal schedule.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Learns when each family is right and combines them non-linearly, capturing interactions a fixed-weight blend misses.

Related families

cross-family hierarchical risk-parity blendCombined Strategies

It spreads the bet across many of our best strategies for a stock, weighting each one so the overall mix stays balanced and steadier than any single strategy.

Explore learned stacked-ensemble family blend on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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