NEURENTS · Intelligence

Rekam Jejak Kuantitatif IDX

peringkat sistematis · daily=h5 · weekly=h20 · benchmark: Rata-rata Pasar · untuk EDUKASI
Peringkat sistematis + rekam jejak transparan — untuk edukasi.
Ini hasil analisis kuantitatif yang dibandingkan dengan Rata-rata Pasar untuk membantu Anda memutuskan — bukan rekomendasi beli/jual. Setiap peringkat dibekukan & diberi tanggal, lalu dicocokkan dengan apa yang benar-benar terjadi (out-of-sample).

Grup Unggulan vs Rata-rata Pasar

DAILY · 83 periode matang
+1.22%
rata-rata selisih Grup Unggulan vs Rata-rata Pasar per periode · arah benar 0.69 dari periode
WEEKLY · 13 periode matang
+4.48%
rata-rata selisih Grup Unggulan vs Rata-rata Pasar per periode · arah benar 0.62 dari periode
Sejauh ini 96 periode sudah matang. Grup Unggulan mengungguli Rata-rata Pasar pada 0.68 dari periode (rata-rata selisih +1.66%). Sampel masih kecil — nilai tren-nya, bukan satu titik.

Peringkat terbaru (dibekukan & bertanggal)

daily · 2026-11-04 · 395 saham dinilai
Grup Unggulan (peringkat teratas)
1TMPO0.0163D10
2IDEA0.0105D10
3PRDA0.0101D10
4ARII0.0096D10
5AKPI0.0088D10
6DEWI0.0084D10
7PKPK0.0083D10
8AALI0.0082D10
9MPMX0.0082D10
10MTLA0.0080D10
Grup Dihindari (peringkat terbawah)
386FILM-0.0060D1
387VKTR-0.0066D1
388COIN-0.0066D1
389MLPT-0.0071D1
390UDNG-0.0072D1
391TRUE-0.0074D1
392FOLK-0.0077D1
393TRIN-0.0080D1
394LUCY-0.0083D1
395FORU-0.0263D1
weekly · 2026-11-02 · 393 saham dinilai
Grup Unggulan (peringkat teratas)
1PBID0.0393D10
2BOGA0.0378D10
3PRDA0.0377D10
4ARII0.0366D10
5IDEA0.0357D10
6MPMX0.0344D10
7MTLA0.0328D10
8LPPF0.0318D10
9ALKA0.0306D10
10AALI0.0303D10
Grup Dihindari (peringkat terbawah)
384TRUE-0.0197D1
385ENRG-0.0200D1
386FOLK-0.0200D1
387BUVA-0.0200D1
388VKTR-0.0201D1
389COIN-0.0204D1
390LUCY-0.0206D1
391TRIN-0.0210D1
392CUAN-0.0218D1
393FORU-0.0729D1
Penting — baca ini. Neurents menyajikan analisis kuantitatif untuk edukasi, bukan nasihat/rekomendasi investasi dan bukan ajakan membeli/menjual efek. Kinerja masa lalu & hasil backtest tidak menjamin hasil masa depan. Trading saham berisiko dan Anda dapat kehilangan modal. Semua keputusan investasi ada di tangan Anda; pertimbangkan konsultasi dengan pihak berizin.
rank-IC = korelasi peringkat vs realized h-day forward return · LS = top−bottom decile · realized dua cara: adjusted (match training) & raw (tanpa penyesuaian dividen). cost=25bps/side.

Summary by track (live, out-of-sample)

track#maturedmean IC adjmean IC rawIC hit% LS gross adjLS gross rawLS net adjLS net rawturnover
daily830.09040.08670.6630.03020.02880.02910.02770.210
weekly130.17690.17690.6920.11130.11150.10920.10950.439

Per signal date

tracksignal datetargetnIC adjIC rawLS g.adjLS g.rawLS n.adjLS n.rawturnover
daily2026-07-012026-07-08381-0.2480-0.2560-0.0636-0.0586-0.0636-0.0586—
daily2026-07-022026-07-09389-0.1731-0.1842-0.0257-0.0283-0.0271-0.02980.282
daily2026-07-032026-07-10388-0.0215-0.0511-0.0069-0.0191-0.0078-0.02000.179
daily2026-07-062026-07-13388-0.0759-0.0852-0.0017-0.0108-0.0022-0.01130.103
daily2026-07-072026-07-14388-0.0448-0.0453-0.0031-0.0125-0.0040-0.01340.179
daily2026-07-082026-07-15381-0.2398-0.2375-0.0369-0.0369-0.0382-0.03820.263
daily2026-07-092026-07-16388-0.2265-0.2281-0.0395-0.0395-0.0404-0.04040.179
daily2026-07-102026-07-17386-0.2308-0.2239-0.0276-0.0276-0.0285-0.02850.179
daily2026-07-132026-07-20387-0.2012-0.2026-0.0113-0.0113-0.0119-0.01190.128
daily2026-07-142026-07-21388-0.3451-0.3370-0.0684-0.0684-0.0693-0.06930.179
daily2026-07-152026-07-22388-0.2922-0.2897-0.0827-0.0827-0.0834-0.08340.154
daily2026-07-162026-07-23383-0.2082-0.2197-0.0603-0.0603-0.0613-0.06130.205
daily2026-07-172026-07-24388-0.0910-0.1056-0.0264-0.0639-0.0271-0.06460.154
daily2026-07-202026-07-273880.0043-0.00710.00620.00620.00570.00570.103
daily2026-07-212026-07-283850.21690.21690.05000.05000.04860.04860.289
daily2026-07-222026-07-293880.27500.27500.07290.07290.07130.07130.316
daily2026-07-232026-07-303540.30890.27400.09290.09280.09220.09210.139
daily2026-07-242026-07-313930.07090.07090.06670.06670.06480.06480.375
daily2026-07-272026-08-033930.09660.09210.06810.06810.06730.06730.158
daily2026-07-282026-08-043890.06490.06160.04340.04340.04260.04260.162
daily2026-07-292026-08-05390-0.1422-0.14450.01940.01940.01870.01870.158
daily2026-07-302026-08-06394-0.1515-0.15440.01690.01690.01620.01620.128
daily2026-07-312026-08-07395-0.0320-0.03480.01840.01840.01760.01760.154
daily2026-08-032026-08-10395-0.1323-0.13260.00930.00930.00820.00820.205
daily2026-08-042026-08-113970.01650.01500.00280.00280.00130.00130.300
daily2026-08-052026-08-123970.04550.0396-0.0099-0.0099-0.0109-0.01090.200
daily2026-08-062026-08-133970.09330.08630.01320.01320.01210.01210.225
daily2026-08-072026-08-143990.11490.10830.02100.02100.02020.02020.150
daily2026-08-112026-08-183980.05300.04880.01410.01360.01230.01190.350
daily2026-08-122026-08-193970.06890.06610.03250.03210.03160.03120.179
daily2026-08-132026-08-20389-0.0769-0.07930.00330.00290.00230.00180.211
daily2026-08-142026-08-21400-0.1270-0.12700.00410.00410.00340.00340.125
daily2026-08-182026-08-251000.03910.03910.08780.08780.08720.08720.125
daily2026-08-192026-08-263490.05990.0599-0.0010-0.0010-0.0020-0.00200.189
daily2026-08-202026-08-273880.13400.13400.01060.01060.00930.00930.256
daily2026-08-212026-08-283970.14280.14280.01800.01800.01700.01700.205
daily2026-08-242026-08-313980.10800.10810.04090.04090.03940.03940.300
daily2026-08-262026-09-02341-0.2391-0.2392-0.0798-0.0798-0.0813-0.08130.294
daily2026-08-272026-09-03396-0.1287-0.1287-0.0275-0.0275-0.0293-0.02930.350
daily2026-08-282026-09-04396-0.0736-0.0736-0.0304-0.0304-0.0313-0.03130.175
daily2026-08-312026-09-07395-0.0646-0.0648-0.0115-0.0115-0.0127-0.01270.231
daily2026-09-012026-09-083910.15910.15840.04740.04740.04620.04620.243
daily2026-09-022026-09-093950.16090.16090.05290.05290.05180.05180.205
daily2026-09-032026-09-103950.12600.12590.02590.02590.02480.02480.205
daily2026-09-042026-09-112940.16410.16410.05690.05690.05580.05580.207
daily2026-09-072026-09-142930.14540.14270.04570.04570.04470.04470.214
daily2026-09-082026-09-152920.17270.17030.05490.05490.05340.05340.300
daily2026-09-092026-09-162930.12520.12370.05390.05390.05290.05290.200
daily2026-09-102026-09-172940.28010.27770.08710.08710.08560.08560.300
daily2026-09-112026-09-182920.28180.28060.11330.11330.11230.11230.200
daily2026-09-142026-09-212890.20130.20130.03170.03170.03020.03020.286
daily2026-09-152026-09-222890.27640.27640.06900.06900.06790.06790.214
daily2026-09-162026-09-232900.14480.14480.03880.03880.03760.03760.241
daily2026-09-172026-09-242900.19040.19040.08650.08650.08540.08540.214
daily2026-09-182026-09-252900.23000.23000.06710.06710.06640.06640.143
daily2026-09-212026-09-282900.27020.27020.05730.05730.05600.05600.276
daily2026-09-222026-09-293900.20260.20370.02140.02140.01950.01950.385
daily2026-09-232026-09-303900.30660.29810.07410.07070.07280.06940.256
daily2026-09-242026-10-013900.33810.33280.08640.08450.08530.08340.211
daily2026-09-252026-10-023910.28670.28220.07180.06980.07040.06840.282
daily2026-09-282026-10-05389-0.0294-0.03510.02370.02170.02240.02040.256
daily2026-09-292026-10-06388-0.1106-0.11390.02460.02250.02390.02190.132
daily2026-09-302026-10-07389-0.0597-0.05660.05280.05320.05190.05230.179
daily2026-10-012026-10-083880.12170.11180.05930.05630.05820.05520.211
daily2026-10-022026-10-09389-0.0334-0.04900.02230.01760.02130.01660.205
daily2026-10-052026-10-123900.13350.11950.05140.04640.05040.04540.205
daily2026-10-062026-10-133890.22290.21270.04170.03650.04070.03550.205
daily2026-10-072026-10-143890.25610.24590.00900.00370.00850.00320.103
daily2026-10-082026-10-153870.29130.28570.04360.04190.04280.04110.154
daily2026-10-092026-10-163880.35350.35290.06730.06730.06650.06650.154
daily2026-10-122026-10-193900.38050.37950.07910.08070.07790.07950.231
daily2026-10-132026-10-203890.36770.36710.08430.08430.08350.08350.179
daily2026-10-142026-10-213890.40320.40320.10500.10500.10410.10410.179
daily2026-10-152026-10-223840.33930.33940.07680.07690.07570.07580.216
daily2026-10-162026-10-233910.00670.00680.00370.00390.00220.00240.308
daily2026-10-192026-10-26392-0.0226-0.02240.00920.00940.00830.00850.175
daily2026-10-202026-10-273930.20100.20160.04860.04870.04770.04790.175
daily2026-10-212026-10-283910.24900.24890.02660.02680.02610.02630.100
daily2026-10-222026-10-293870.40530.39710.06710.06340.06630.06260.154
daily2026-10-232026-10-303930.50800.50130.13500.13160.13360.13020.275
daily2026-10-262026-11-023910.37100.36130.06450.06130.06370.06040.175
daily2026-10-272026-11-033930.34210.33440.06640.06330.06540.06230.200
daily2026-10-282026-11-043920.39240.38440.10190.09890.10090.09790.200
weekly2026-07-012026-07-29385-0.1893-0.18890.02190.03930.02190.0393—
weekly2026-07-062026-08-03388-0.0611-0.06120.04240.04260.04110.04130.256
weekly2026-07-132026-08-10386-0.1077-0.09560.01280.01280.01060.01060.436
weekly2026-07-272026-08-243900.07790.07690.05450.05450.05210.05210.486
weekly2026-08-032026-08-313930.01910.0176-0.0055-0.0060-0.0080-0.00860.513
weekly2026-08-102026-09-07396-0.0008-0.0018-0.0372-0.0372-0.0393-0.03930.436
weekly2026-08-242026-09-213970.22880.22900.08520.08520.08250.08250.525
weekly2026-08-312026-09-283930.40210.40170.19640.19640.19450.19450.385
weekly2026-09-072026-10-052930.41450.41350.21780.21780.21580.21580.400
weekly2026-09-142026-10-122890.39770.39770.27370.27370.27090.27090.552
weekly2026-09-212026-10-192890.44200.44180.21750.21470.21560.21280.379
weekly2026-09-282026-10-263890.32930.32750.19560.19000.19290.18730.538
weekly2026-10-052026-11-023890.34740.34180.17120.16580.16940.16400.359
Honest caveats. Adjusted matches the training label but carries a small dividend/split retro-adjustment lookahead; raw is cleaner but ignores corporate actions — truth is bracketed by the two. Universe is survivorship-biased (tickers listed today) — mildly optimistic. Net LS subtracts turnover×2×25bps; real fills/slippage differ. Early on, small samples are noisy.
generated by forward_eval.py · neurents-idx Phase 2 · 96 periode matang