Tumezi Trading Sven by Tumezi

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C · Citigroup

As-of 2026-08-26 · run #34 · Pred 60d max gain +12.0%

Visualise data

Historical rows from the featured store. Choose up to three series; hover a point for the value at that date.

Model outputs · 60d / 10% target_60d_10_perc_gain

Target Scope Model key P(pos) Pred Threshold
target_60d_10_perc_gain global global 0.2891 0 0.383
target_60d_10_perc_gain sector financials 0.4457 0 0.454
Mean (global + sector) 0.3674 0.418
target_within_60d_max_perc_gain global regression +12.0%

Inputs & features (prediction_snapshot)

Same calendar row as inference (snapshot stored at prediction time, or live query).

1. open 133.54
2. high 133.82
3. low 132.25
4. close 133.56
5. adjusted close 133.56
6. volume 4545213.0
7. dividend amount 0.0
8. split coefficient 1.0
ADX_14_ADX 15.7656
adx_sma_buy 0
adx_strong_trend 0
adx_strong_trend_count_14 0.0
adx_strong_trend_count_30 13.0
adx_strong_trend_count_7 0.0
bb_buy 0
bb_buy_count_14 0.0
bb_buy_count_30 3.0
bb_buy_count_7 0.0
bb_rsi_buy 0
bb_sell 0
bb_sell_count_14 0.0
bb_sell_count_30 0.0
bb_sell_count_7 0.0
BBANDS_20_Real Lower Band 129.2477
BBANDS_20_Real Middle Band 134.7939
BBANDS_20_Real Upper Band 140.3402
cal_dow 2.0
cal_is_month_end 0.0
cal_month 8.0
corr_spy_60 0.5342332867079276
econ_cpi_value 333.918
econ_fed_funds_value 3.63
econ_tsy_10y_value 4.6
econ_tsy_3m_value 3.87
econ_unemployment_value 4.1
excess_ret_vs_spy_20 0.007713759075117621
excess_ret_vs_spy_60 0.03451803034293055
gics_sector financials
gics_sub_industry diversified_banks
macd_buy 0
macd_buy_count_14 9.0
macd_buy_count_30 12.0
macd_buy_count_7 2.0
macd_hist_slope_5 -0.01688999999942098
macd_hist_zero_cross 0
MACD_MACD -0.4257
MACD_MACD_Hist -0.3607
MACD_MACD_Signal -0.065
macd_sell 1
macd_sell_count_14 5.0
macd_sell_count_30 18.0
macd_sell_count_7 5.0
OBV_OBV 1260274390.0
price_vs_roll7 0.004868925934278012
roc_30 -0.004893247542177015
roc_7 -0.0357374918778427
rolling_avg_30 133.36606639849026
rolling_avg_7 132.91285714285715
RSI_14_RSI 48.2181
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_regime 2.0
rsi_regime_change_5 0.0
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 0.18555000000000024
sma_200_gradient_30 0.18151000000000012
sma_200_gradient_7 0.16918571428571536
SMA_200_SMA 120.9728
sma_50_gradient_14 0.06487857142857122
sma_50_gradient_30 0.10732999999999986
sma_50_gradient_7 -0.05092857142856896
SMA_50_SMA 136.2297
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 0.007361897985658766
STOCHRSI_14_FastD 76.4619
STOCHRSI_14_FastK 100.0
stochrsi_buy 0
stochrsi_buy_count_14 3.0
stochrsi_buy_count_30 7.0
stochrsi_buy_count_7 3.0
stochrsi_macd_buy 0
stochrsi_sell 1
stochrsi_sell_count_14 5.0
stochrsi_sell_count_30 15.0
stochrsi_sell_count_7 2.0
stock_daily_ret 0.002326454033771075
stock_ret_sum_20 0.05726767154161039
stock_ret_sum_60 0.04923990735289041
sven_beta_buy 0
volatility_30 3.283031706054421
volatility_7 2.4666895106436337
volume_avg_30 9688585.666666666
volume_avg_7 8163149.571428572
vwma_buy 0
vwma_buy_count_14 8.0
vwma_buy_count_30 13.0
vwma_buy_count_7 1.0
vwma_sell 1
vwma_sell_count_14 6.0
vwma_sell_count_30 17.0
vwma_sell_count_7 6.0
xs_z_price_vs_roll7 0.11860214093701985
xs_z_roc_30 -0.3839376046735982
xs_z_volatility_30 -0.48395722489034737