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 · 38 periode matang
-0.23%
rata-rata selisih Grup Unggulan vs Rata-rata Pasar per periode · arah benar 0.45 dari periode
WEEKLY · 5 periode matang
-2.42%
rata-rata selisih Grup Unggulan vs Rata-rata Pasar per periode · arah benar 0.20 dari periode
Sejauh ini 43 periode sudah matang. Grup Unggulan mengungguli Rata-rata Pasar pada 0.42 dari periode (rata-rata selisih -0.48%). Sampel masih kecil — nilai tren-nya, bukan satu titik.

Peringkat terbaru (dibekukan & bertanggal)

daily · 2026-09-03 · 396 saham dinilai
Grup Unggulan (peringkat teratas)
1GRPH0.0132D10
2SINI0.0125D10
3KOTA0.0115D10
4SRSN0.0109D10
5SQMI0.0103D10
6KKES0.0096D10
7ASLI0.0093D10
8ERAA0.0082D10
9FORU0.0082D10
10TAPG0.0075D10
Grup Dihindari (peringkat terbawah)
387DWGL-0.0054D1
388RISE-0.0057D1
389BAPA-0.0058D1
390FOLK-0.0061D1
391UDNG-0.0079D1
392FILM-0.0088D1
393TCPI-0.0107D1
394RAJA-0.0131D1
395RMKE-0.0131D1
396MLPT-0.0271D1
weekly · 2026-08-31 · 396 saham dinilai
Grup Unggulan (peringkat teratas)
1MGLV0.0459D10
2PPGL0.0451D10
3KICI0.0374D10
4ASGR0.0360D10
5AUTO0.0344D10
6BSSR0.0341D10
7DMAS0.0315D10
8SRSN0.0311D10
9VERN0.0306D10
10KOTA0.0294D10
Grup Dihindari (peringkat terbawah)
387RISE-0.0169D1
388MSIN-0.0187D1
389APIC-0.0190D1
390COCO-0.0247D1
391TPIA-0.0266D1
392FILM-0.0277D1
393TCPI-0.0328D1
394RMKE-0.0473D1
395RAJA-0.0474D1
396MLPT-0.0813D1
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
daily38-0.0409-0.04510.4470.0014-0.00040.0004-0.00140.208
weekly5-0.0522-0.05020.4000.02520.02860.02350.02690.423

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
daily2026-08-192026-08-263490.05990.0599-0.0010-0.0010-0.0020-0.00200.189
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
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
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 · 43 periode matang