Out-of-Sample Evaluation

Out-of-Sample Evaluation Phase

During the Out-of-sample (OOS) phase, your submissions will undergo iterative scoring.

Leaderboard Update

The leaderboard will be regularly updated on a daily basis. The mean score will be calculated as the average F1 correlation across all Out-of-Sample dates released from the inception of the Out-of-Sample phase. This approach will progressively mitigate score volatility, leading the leaderboard to increasingly reflect the structure of the final ranking over time.

In-Depth Scoring Breakdown

Detailed performance metrics for your Out-of-sample submissions are available within the Out-of-Sample Performance section on your submission page. You will have access to the following information:

  • The performance of the selected submission, on a per-date basis.

  • A comprehensive breakdown of your performance on your Out-of-Sample run, presented on a per-date basis.

Final Leaderboard Consideration

It is important to note that the sole leaderboard considered for rewards determination will be the ultimate iteration. Given its finality, this leaderboard will encompass the complete array of your scores across all Out-of-Sample dates.​

Last updated