Latest Changes:
Added new Macros to my model - CPI, PPI, VIX (last change I made was to add a beats/meets/misses surprise score a few weeks ago)
I added some interactive features based on these (5 in total). I have learned that these interactives move the model predictability like nothing else - which is why I added more.
R-squared score came back up to approaching .3 now with these.
My correlation is still inverted from 1 yr fwd return - even more so. So I flip the score.
One major change was that I added a "graph_score" which was a nightmare to produce. LLMs can NOT seem to handle this task AT ALL. So I finally had to do it mostly myself, and got something working fairly well - it recognizes good graphs vs bad graphs and downscores bad graph patterns.
I forked the stockdex github project, and am making some changes that I will re-submit back with a git pull. The macrotrends datasource could not handle quarterly data. Once I realized it could be done, I decided to enhance the code to do this so I could run the model and get more quarterly statements alongside the pack of annual statements.
Once I get the model run with annual+quarterly, I will probably retire this project and move onto more recent and LLM-based stuff.
