Apple Inc.
6m (24w)
ahead
Predictive Factors
Causally predictive factors for the value of the selected instrument at the time point 6m (24w) away.
Nvidia Corporation
iShares MSCI France ETF
iShares 7-10 Year Treasury Bond ETF
U.S. Bancorp
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.
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
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
|