MARKET TREND CLASSIFIER
REGIME-AWARE · 1D-CNN + TRANSFORMER · ANCHORED WALK-FORWARD VALIDATION
[ BASE PRICE+TECH (7 FEATURES) ]
[ HORIZON = 5 DAYS ]
[ LOOKBACK = 60 DAYS ]
[ 3-CLASS: DOWN / NEUTRAL / UP ]
STOCK TICKER
TARGET DATE
←
→
ANALYZE ↵
FETCHING MARKET DATA & COMPUTING INFERENCE...
MODEL OUTLOOK (PREDICTION)
USING FROZEN FEATURE GROUP: BASE PRICE+TECH (7)
MARKET REALITY (ACTUAL)
RSI (14)
MOMENTUM
MACD
NORMALIZED
VOLATILITY
20D REALIZED
LOG RET
CLOSE (DAILY)
PRICE — LAST 90 DAYS
[ HISTORICAL CONTEXT: ACTUAL YAHOO FINANCE DATA ]
BASE PRICE+TECH (7) — FROZEN FEATURE SNAPSHOT
LIVE MODEL COMPARISON STACK
[ ★ PROPOSED (CNN+ATTN) ]
[ 1D-CNN (NO ATTN) ]
[ CNNPRED-2D (PAPER) ]
[ LSTM ]
[ XGBOOST ]
[ DUMMY ]
[ ENSEMBLE (PROP+LSTM+XGB) ]
