MAE
Historical mean absolute error. It shows how far, on average, the model is from the observed price. Lower is better.
Historical mean absolute error. It shows how far, on average, the model is from the observed price. Lower is better.
Neural network designed to learn patterns in sequences and time series.
Combines several models and gives more weight to those with lower historical error.
Indicative 0–100 score: 60% skill (model historical error vs. the volatility-implied move) and 40% agreement between models on direction. It is not a guaranteed probability of profit.
Largest fall in capital from a peak to a later trough during the simulation.
Historical simulation based on predictions saved before the outcome was known. It does not represent guaranteed profit.
Share of verified predictions that got the direction (up/down) right. 50% is a coin flip.
Walk-forward test: the model is trained only on data before each date and compared with the real outcome. It is generated after the fact, so it never counts towards the live Track Record, Success Stories or What-If.
Compares stated confidence with realised accuracy. If confidence is useful, bars should rise to the right.
Average return per prediction if you had followed the predicted direction (long if up, short if down), before costs.