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Model accuracy & calibration

Every v4.1 forecast horizon and every consensus market is graded against the official PSX close. Nothing is hidden — including the misses. Trading guide · Scanner

Graded forecasts0
Direction hit-rate—coin flip = 50%
80% band hit-rate—target = 80%
Brier score—lower is better

No forecast horizon has matured yet. Scores appear automatically once forecasts reach their resolution dates — one session for the 1d horizon, about a week for 1w — and every result is published here, misses included.

Scanner data-integrity log

RunWatchlistScanned RejectedSignalsAvg quality
51m agobreakouts 250 22 70
51m agovalue 251 14 68
51m agooversold 250 14 68
51m agokse30 300 25 70
51m agomomentum 300 19 70
52m agoliquid 400 32 70
1h agoliquid 300 25 70
1h agobreakouts 250 22 70
1h agovalue 251 14 68
1h agooversold 250 14 68

How to read these numbers

  • MAPE — mean absolute percentage error between the projected median and the actual close. Lower is better, but it says nothing about direction.
  • Band hit-rate — how often the close landed inside the published 80% band. It should sit near 80%. Much higher means the bands are uselessly wide; much lower means the model is overconfident.
  • Direction hit-rate — how often the sign of the move was right. Anything durably above 55% on a large sample is genuinely useful; 50% is a coin flip.
  • Brier score — calibration of the stated probabilities. 0.25 is the score for always saying 50%. Below 0.20 across hundreds of resolutions is a real edge.

Track-record statistics are computed from this platform's own stored forecasts and are not audited by a third party. Past accuracy does not imply future accuracy. Not investment advice.