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Nvidia Corporation

6m ahead

Predictive Factors

Causally predictive factors identified as the most influential for the value of the selected instrument at the time point 6m away:

Nvidia Corporation

2024-12-11T16:11:02.193584 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

Honeywell

2024-12-11T16:11:02.217041 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

Microsoft

2024-12-11T16:11:02.240338 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

Materials Sector SPDR ETF

2024-12-11T16:11:02.263220 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

NextEra Energy

2024-12-11T16:11:02.285767 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

as of

Our Probabilistic Prediction

We train models based on the identified causal predictors and run them, with each model predicting a set of possible outcomes for the time point 6m away. The sets of possible outcomes are then aggregated.

2024-12-11T16:11:03.297300 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/
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.

Nvidia Corporation

🟢 p-value: 0.014 > 0.001

2024-12-11T16:11:03.458973 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

Trades

Each model casts a single vote on the likely direction of change. If a trade is executed, the size, in terms of the number of shares or lots, is proportional to the majority vote, and the trade is kept open for the duration of the forecast horizon, which is 6m. This exercise is repeated every day.

The position for the next day, averaged over the sizes of currently opened trades, is as follows

% Up % Down % Un­de­cided
Nvidia Corporation 12% 0% 88%

with respect to the time point respectively,

Time Value
Nvidia Corporation Tue 2024-12-10 UTC 135.07

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.

Nvidia Corporation
Active Buy-and-Hold
Sharpe ratio
(the higher the better)
1.61 1.49
Solvency II Value-at-Risk 99.5%
(the lower the better)
- -
2024-12-11T16:11:04.052055 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/