AFL
As-of 2026-05-22 · run #10
Visualise data
Historical rows from the featured store. Choose up to three series; hover a point for the value at that date.
Probabilities · 15d / 10% target_15d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_15d_10_perc_gain | global | global | 0.0418 | 0 | 0.219 |
| target_15d_10_perc_gain | sector | financials | 0.0307 | 0 | 0.417 |
| — | Mean (global + sector) | — | 0.0363 | — | 0.318 |
Probabilities · 30d / 10% target_30d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_10_perc_gain | global | global | 0.1403 | 0 | 0.403 |
| target_30d_10_perc_gain | sector | financials | 0.0467 | 0 | 0.263 |
| — | Mean (global + sector) | — | 0.0935 | — | 0.333 |
Probabilities · 30d / 20% target_30d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_20_perc_gain | global | global | 0.0178 | 0 | 0.178 |
| target_30d_20_perc_gain | sector | financials | 0.0021 | 0 | 0.607 |
| — | Mean (global + sector) | — | 0.0099 | — | 0.392 |
Probabilities · 60d / 10% target_60d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_10_perc_gain | global | global | 0.4777 | 1 | 0.159 |
| target_60d_10_perc_gain | sector | financials | 0.4195 | 1 | 0.297 |
| — | Mean (global + sector) | — | 0.4486 | — | 0.228 |
Probabilities · 60d / 20% target_60d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_20_perc_gain | global | global | 0.0356 | 0 | 0.266 |
| target_60d_20_perc_gain | sector | financials | 0.0844 | 0 | 0.242 |
| — | Mean (global + sector) | — | 0.06 | — | 0.254 |
Probabilities · 60d / 30% target_60d_30_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_30_perc_gain | global | global | 0.0 | 0 | 0.323 |
| target_60d_30_perc_gain | sector | financials | 0.0 | 0 | 0.41 |
| — | Mean (global + sector) | — | 0.0 | — | 0.367 |
All models · summary
One row per trained target: mean P and mean threshold after combining global and sector. Bottom row averages those across models.
| Model | Mean P (global+sector) | Mean thresh (global+sector) |
|---|---|---|
| 15d / 10% target_15d_10_perc_gain | 0.0363 | 0.318 |
| 30d / 10% target_30d_10_perc_gain | 0.0935 | 0.333 |
| 30d / 20% target_30d_20_perc_gain | 0.0099 | 0.392 |
| 60d / 10% target_60d_10_perc_gain | 0.4486 | 0.228 |
| 60d / 20% target_60d_20_perc_gain | 0.06 | 0.254 |
| 60d / 30% target_60d_30_perc_gain | 0.0 | 0.367 |
| Mean across models | 0.1081 | 0.315 |
Inputs & features (prediction_snapshot)
Same calendar row as inference (snapshot stored at prediction time, or live query).
1. open
118.31
2. high
118.405
3. low
117.28
4. close
117.86
5. adjusted close
117.86
6. volume
2296174.0
7. dividend amount
0.0
8. split coefficient
1.0
ADX_14_ADX
15.8707
adx_sma_buy
0
adx_strong_trend
0
adx_strong_trend_count_14
0.0
adx_strong_trend_count_30
0.0
adx_strong_trend_count_7
0.0
bb_buy
0
bb_buy_count_14
0.0
bb_buy_count_30
0.0
bb_buy_count_7
0.0
bb_rsi_buy
0
bb_sell
0
bb_sell_count_14
1.0
bb_sell_count_30
1.0
bb_sell_count_7
1.0
BBANDS_20_Real Lower Band
111.2314
BBANDS_20_Real Middle Band
115.0884
BBANDS_20_Real Upper Band
118.9454
cal_dow
4.0
cal_is_month_end
0.0
cal_month
5.0
corr_spy_60
0.23556332886930711
econ_cpi_value
333.02
econ_fed_funds_value
3.64
econ_tsy_10y_value
4.32
econ_tsy_3m_value
3.7
econ_unemployment_value
4.3
excess_ret_vs_spy_20
-0.009906268788287376
excess_ret_vs_spy_60
-0.04246106454491583
fib_buy_signal
0
gics_sector
financials
gics_sub_industry
life_&_health_insurance
ichimoku_buy
1
ichimoku_sell
0
macd_buy
1
macd_buy_count_14
7.0
macd_buy_count_30
21.0
macd_buy_count_7
7.0
MACD_MACD
1.4655
MACD_MACD_Hist
0.2451
MACD_MACD_Signal
1.2204
macd_sell
0
macd_sell_count_14
7.0
macd_sell_count_30
9.0
macd_sell_count_7
0.0
OBV_OBV
689627329.0
price_vs_roll7
0.005220459670118194
roc_30
0.07021978762129666
roc_7
0.025920769740886085
rolling_avg_30
114.54281181928768
rolling_avg_7
117.24791200397668
RSI_14_RSI
64.7961
rsi_buy
0
rsi_buy_count_14
0.0
rsi_buy_count_30
0.0
rsi_buy_count_7
0.0
rsi_macd_buy
0
rsi_sell
0
rsi_sell_count_14
0.0
rsi_sell_count_30
0.0
rsi_sell_count_7
0.0
sma_200_gradient_14
0.08427857142857167
sma_200_gradient_30
0.07329333333333352
sma_200_gradient_7
0.09905714285714241
SMA_200_SMA
109.4135
sma_50_gradient_14
0.08883571428571356
sma_50_gradient_30
0.047936666666666385
sma_50_gradient_7
0.1442714285714268
SMA_50_SMA
112.0777
sma_death_cross
0
sma_death_cross_count_14
0.0
sma_death_cross_count_30
0.0
sma_death_cross_count_7
0.0
sma_golden_cross
1
sma_golden_cross_count_14
14.0
sma_golden_cross_count_30
30.0
sma_golden_cross_count_7
7.0
sma_overlap_14
0
sma_overlap_30
0
sma_overlap_7
0
spy_ret_vol_20
0.006491488605770184
STOCHRSI_14_FastD
42.2762
STOCHRSI_14_FastK
44.3815
stochrsi_buy
0
stochrsi_buy_count_14
1.0
stochrsi_buy_count_30
8.0
stochrsi_buy_count_7
0.0
stochrsi_macd_buy
0
stochrsi_sell
0
stochrsi_sell_count_14
6.0
stochrsi_sell_count_30
12.0
stochrsi_sell_count_7
4.0
stock_daily_ret
0.0004244121891181507
stock_ret_sum_20
0.033984769507927615
stock_ret_sum_60
0.04144856327677782
sven_beta_buy
0
volatility_30
1.9270590613132639
volatility_7
0.9004931072543456
volume_avg_30
2185979.4
volume_avg_7
2089037.5714285714
volume_profile_buy
0
vwma_buy
1
vwma_buy_count_14
10.0
vwma_buy_count_30
23.0
vwma_buy_count_7
7.0
vwma_sell
0
vwma_sell_count_14
4.0
vwma_sell_count_30
7.0
vwma_sell_count_7
0.0
xs_z_price_vs_roll7
-0.3107875968661988
xs_z_roc_30
0.11638268457679668
xs_z_volatility_30
-0.375230505050006