Index A | B | C | D | E | F | H | I | L | M | N | P | R | S | T | V | W A Arm B benchmark C cell Clark-West test contender cross-validation selection D DataBundle DataSpec Diebold-Mariano test direct policy direct_average policy E EM-factor imputation embargo estimation window EvalSpec F factor feature families feature step FeatureSpec forecast origin ForecastResult H horizon I information-criterion selection L leak-free M Model Confidence Set model string ModelSpec N nesting P panel path_average policy PipelineReport PipelineSpec POOS PreprocessedData PreprocessSpec R R-squared out-of-sample relative MSE relative RMSE retrain and retune cadence RMSE S StagePolicy T t-code TargetSpec V validation design W WindowSpec