Apple Inc.

6m (24w) ahead

Predictive Factors

Causally predictive factors for the value of the selected instrument at the time point 6m (24w) away.

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2025-02-19T02:10:54.875548 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

iShares 7-10 Year Treasury Bond ETF

2025-02-19T02:10:54.895199 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

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2025-02-19T02:10:54.915223 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

as of

Our Probabilistic Prediction

We train a group of models, each predicting a set of possible outcomes for the time point 6m (24w) away. Below are them pooled together.

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Goodness of Probabilistic Prediction

Test of hypothesis that a sample of the realised probability level is uniformly distributed between 0 and 1 (whitepaper), using significance level 0.001 for the p-value. The user is free to use another significance level e.g. 0.01, 0.05 for the test.

Apple Inc.

🟢 p-value: 0.743 > 0.001

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Trades

Next-Day Position

Each model casts a vote "up", "down" or "undecided" on the direction of change from the calculation time to the time point 6m (24w) away. The votes held over the recent 6m (24w) all concern the next day, so the next-day position is the average of the majority votes as calculated over the last 6m (24w).

% Up % Down % Un­de­cided
Apple Inc. 21% 0% 79%

with respect to the time point respectively,

Time Value
Apple Inc. Tue 2025-02-18 UTC 244.47

Performance of Past Trades

The Sharpe ratio is calculated on returns measured as the difference between values rather than in percentage, assuming zero trading cost.

Apple Inc.
Active Buy-and-Hold
Sharpe ratio
(the higher the better)
1.17 1.13
Solvency II Value-at-Risk 99.5%
(the lower the better)
2.51 0.24
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