Quantile ranges
Every forecast includes 5th, 25th, median, 75th and 95th percentile prices, so you see the downside and upside together.
Product
Forecasts that show the full range, not one number
The forecast engine produces a full return distribution for each covered security at horizons from one week to six months, built only from data available at the time.
Calibrated probability
Upside probabilities are calibrated against measured out-of-sample results. When direction is close to a coin flip, probabilities are pulled toward 50%.
Ensemble of models
Trend-following, momentum, mean-reversion and volatility models are combined, and their disagreement lowers the confidence score.
- Horizons from 1 week to 6 months
- Regime detection on point-in-time features
- Ranked driver attribution per forecast
- Pinned to a versioned production model
Informational research tool. Not investment advice.