🔬 Methodology — Vnstock AI

Vnstock.io.vn cam kết transparency 100% về cách AI algorithm hoạt động. Không black-box. Mỗi signal có explanation chi tiết. Đây là tài liệu kỹ thuật chính thức.

AI Score là weighted average của 25+ technical indicators, mỗi indicator có weight được calibrated qua backtest 5 năm VN30 data.

Indicators bao gồm:

• Trend: MA20/50/200, EMA, MACD, Parabolic SAR, ADX
• Momentum: RSI(14), Stochastic, CCI, Williams %R, ROC
• Volatility: Bollinger Bands, ATR, Keltner Channel, Squeeze
• Volume: OBV, MFI, VWAP, Volume profile
• Patterns: Heikin Ashi, Candlestick patterns, Donchian Channel
• Advanced: Ichimoku, Fibonacci retracement, SuperTrend

Signal thresholds:

• STRONG_BUY: Score ≥ 8.5 + ADX > 25 + Volume confirm
• BUY: Score 7.0-8.5
• HOLD: Score 4.0-7.0
• SELL: Score 2.5-4.0
• STRONG_SELL: Score < 2.5 + downtrend confirm

Confidence multiplier: ADX > 25 (trend mạnh) → boost signal strength. Volume spike → confirm signal.

Period: 2020-2025 (5 năm). Universe: VN30 stocks. Frequency: Daily signals.

⚠️ Past performance ≠ future results. Backtest có inherent limitations (look-ahead bias, survivor bias, slippage assumptions). Live trading thường underperform backtest 20-30%.

1) Look-ahead bias: Mitigated bằng out-of-sample testing (30% data reserved cho final validation).

2) Survivor bias: Universe chỉ VN30 hiện tại — không tính companies bị delisted. Real-world impact: limited (VN30 ít delisting).

3) Slippage: Assume 0.15% slippage round-trip. Reality: 0.20-0.35% với mid-cap, lower với VN30 blue-chips.

4) Market regime change: Model trained 2020-2025 (mostly bull market). Performance bear market có thể degrade. Cần periodic re-calibration.

5) Black swan events: COVID 2020 crash, Trump tariff 2018 — AI struggle với unprecedented events. Always combine with fundamental + macro awareness.

Vnstock track sector momentum qua relative strength vs VN-Index. Top sectors có RS > 1.0 trong 3-month rolling window được flagged. Use case: Allocate more to leading sectors, reduce lagging.

Methodology: Sector RS = Avg(stock returns trong sector) / VN-Index return. Smoothed bằng EMA(20).

Daily foreign net buy/sell aggregated qua TCBS data. Signal: Net buy ≥ $30M/day cho 5 ngày liên tục = institutional bullish signal. Backtest correlation với 30-day forward returns: +0.35 (statistically significant).

Vnstock không open-source full algorithm (competitive moat) nhưng các indicators công thức đều chuẩn — public domain. Methodology document này được updated quarterly. Last update: 2026-05-25.

Questions về methodology: methodology@vnstock.io.vn.