## Nvidia Corporation

6m ahead

### Predictive Factors

The engine identifies what we call the causally predictive factors: a small set of assets judged to be the most important driving forces behind your selected item's forecast.

Nvidia Corporation

Colgate-Palmolive

American Express

Honeywell

1-Year Treasury Constant Maturity Rate

as of

### Our Probabilistic Prediction

Based on the predictive features above, we run many models repeatedly, each predicting a set of possible outcomes for the date in 6m and aggregate them.

## 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: 0.011 > 0.001

Each model casts a single vote on the likely direction of change. If one actually makes trades, a trade will be opened every day with the size in number of shares/lots proportional to the majority vote and kept open for 6m. The currently open trades result in the position for the next end-of-day time point (when the market is open),

% Up | % Down | % Undecided | |
---|---|---|---|

Nvidia Corporation | 22% | 0% | 78% |

with respect to the following time points,

Time | Value | |
---|---|---|

Nvidia Corporation | Tue 2024-09-10 UTC | 108.1 |

#### Performance of Past Trades

The overall profit and loss of the trades opened in the above manner, in contrast to the buy-and-hold strategy of one constant share, would have been as plotted below. 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) |
1.5 | 1.38 |

Solvency II Value-at-Risk 99.5% (the lower the better) |
- | - |