MktML

Local-first stock research pipeline with ensemble ML models

Audit Performance

+14.9% Total Excess vs SPY
59% Beat Rate (29 days)
1.97 Information Ratio
47.2% BUY Win Rate (1,060)
StrategySPY
Total Return-1.22%-14.03%
Max Drawdown-13.89%-14.15%
MonthStrategySPYExcess
2026-01+1.37%-4.54%+6.08%
2026-02+4.89%-3.66%+8.73%
2026-03-7.09%-6.51%-0.62%

30,637 total calls | Directional accuracy: 48.3% | SPY prediction: 56% (37 samples) | Audit: 2026-03-13 18:30

Interactive Performance Dashboard

Daily Report

BUY/SELL signals across 900+ tickers using multi-horizon ML confidence scoring, technical indicators, and macro regime analysis. Updated daily after market open.

Daily Market Report (2026-03-13)

About

MktML is an open-source, local-first market analysis tool. It uses ensemble ML (RandomForest + GradientBoosting + XGBoost) across 3 time horizons (5d, 10d, 30d) with 124 features including technicals, macro, dividends, news sentiment, and qualitative factors. Runs entirely on your machine with no cloud dependencies.

Not financial advice. Signals are for research and educational purposes only.

GitHub Repository