iShares 20+ Year Treasury Bond ETF

6m (24w) ahead

Top Predictive Factors

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

iShares MSCI Germany ETF

Hong Kong / U.S. Foreign Exchange Rate USDHKD

CVS Health

AstraZeneca plc

as of Mon 2025-03-17 UTC

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 Mon 2025-03-17 UTC.

Goodness of Probabilistic Prediction

On each target 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.

iShares 20+ Year Treasury Bond ETF

🟢 p-value: 0.084 > 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 majority vote. 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
iShares 20+ Year Treasury Bond ETF	57%	29%	14%

with respect to the time point respectively,

	Time	Value
iShares 20+ Year Treasury Bond ETF	Tue 2025-03-18 UTC	90.71

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.

iShares 20+ Year Treasury Bond ETF

	Active	Buy-and-Hold
Sharpe ratio (the higher the better)	-	-
Solvency II Value-at-Risk 99.5% (the lower the better)	8.15	15.09