Nvidia Corporation

6m (24w) ahead

Top Predictive Factors

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

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2025-04-28T12:31:46.915633 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

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2025-04-28T12:31:46.934910 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

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2025-04-28T12:31:46.953917 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

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2025-04-28T12:31:46.975631 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 all predictions as of .

2025-04-28T12:31:48.395220 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/
Goodness of Probabilistic Prediction

For any date, the prediction plotted in graded colored bars are calculated 6m (24w) prior to that date.

2025-04-28T12:31:48.585969 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

On each date of the above sample, we read out the realised probability level then test the hypothesis that they follow the uniform distribution between 0 and 1, when the prediction is generally done well (whitepaper). The user is free to use any significance level e.g. 0.001, 0.01, 0.05 for the test.

Nvidia Corporation

🟢 p-value: 0.102 > 0.001

2025-04-28T12:31:48.710740 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/

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 signal is the net vote (percentage of "up" votes minus percentage of "down" votes). As each signal output over the recent 6m (24w) concerns the next day, the next-day position is the average of the signals calculated over the last 6m (24w).

% Up % Down % Un­de­cided
Nvidia Corporation 10% 0% 90%

with respect to the time point respectively,

Time Value
Nvidia Corporation Fri 2025-04-25 UTC 111.01

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)
1.23 0.79
Solvency II Value-at-Risk 99.5%
(the lower the better)
- -
2025-04-28T12:31:49.177832 image/svg+xml Matplotlib v3.7.3, https://matplotlib.org/