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.
Nvidia Corporation
eBay Inc. Common Stock
The Coca-Cola Company
Monster Beverage Corporation
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 .
Goodness of Probabilistic Prediction
For any date, the prediction plotted in graded colored bars are calculated 6m (24w) prior to that date. We test the hypothesis that it follow the uniform distribution between 0 and 1 on each sample of realised probability levels taken 6m (24w) apart (whitepaper). If the computed p-value for any sample is below a pre-set threshold, the hypothesis is rejected. Below is the sample producing the lowest p-value.
🟢
p-value: 0.038
> 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 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 |
21% |
0% |
79% |
with respect to the time point respectively,
|
Time |
Value |
| Nvidia Corporation |
Fri 2026-01-23 UTC |
187.67 |
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) |
1.25
|
1.08
|
Solvency II Value-at-Risk 99.5%
(the lower the better) |
0.19
|
-
|