Label design using forward returns must specify:

Question

Accepted Answer

Horizon, return definition, corporate actions, and whether costs/borrow are included — aligned to the trading strategy. — Labels need horizon, return def, corp actions, and cost/borrow assumptions aligned to the strategy.

Answer

Nothing about horizon or costs.

Answer

Only calendar days ignoring trading sessions.

Answer

Labels equal to features.

Label design using forward returns must specify:

Short Explanation and Infographic

Full Explanation