CBOE
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 | 0.1246 | 0 | 0.219 |
| target_15d_10_perc_gain | sector | financials | 0.0307 | 0 | 0.417 |
| — | Mean (global + sector) | — | 0.0776 | — | 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 | 0.2696 | 0 | 0.403 |
| target_30d_10_perc_gain | sector | financials | 0.1361 | 0 | 0.263 |
| — | Mean (global + sector) | — | 0.2029 | — | 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 | 0.0308 | 0 | 0.178 |
| target_30d_20_perc_gain | sector | financials | 0.0 | 0 | 0.607 |
| — | Mean (global + sector) | — | 0.0154 | — | 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 | 0.5149 | 1 | 0.159 |
| target_60d_10_perc_gain | sector | financials | 0.5185 | 1 | 0.297 |
| — | Mean (global + sector) | — | 0.5167 | — | 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 | 0.0997 | 0 | 0.266 |
| target_60d_20_perc_gain | sector | financials | 0.0844 | 0 | 0.242 |
| — | Mean (global + sector) | — | 0.0921 | — | 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 | 0.0076 | 0 | 0.323 |
| target_60d_30_perc_gain | sector | financials | 0.0 | 0 | 0.41 |
| — | Mean (global + sector) | — | 0.0038 | — | 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 | 0.0776 | 0.318 |
| 30d / 10% target_30d_10_perc_gain | 0.2029 | 0.333 |
| 30d / 20% target_30d_20_perc_gain | 0.0154 | 0.392 |
| 60d / 10% target_60d_10_perc_gain | 0.5167 | 0.228 |
| 60d / 20% target_60d_20_perc_gain | 0.0921 | 0.254 |
| 60d / 30% target_60d_30_perc_gain | 0.0038 | 0.367 |
| Mean across models | 0.1514 | 0.315 |
Inputs & features (prediction_snapshot)
Same calendar row as inference (snapshot stored at prediction time, or live query).
1. open
351.69
2. high
361.28
3. low
350.231
4. close
357.35
5. adjusted close
357.35
6. volume
492877.0
7. dividend amount
0.0
8. split coefficient
1.0
ADX_14_ADX
38.4582
adx_sma_buy
1
adx_strong_trend
1
adx_strong_trend_count_14
10.0
adx_strong_trend_count_30
10.0
adx_strong_trend_count_7
7.0
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
2.0
bb_sell_count_30
4.0
bb_sell_count_7
0.0
BBANDS_20_Real Lower Band
297.364
BBANDS_20_Real Middle Band
342.248
BBANDS_20_Real Upper Band
387.132
cal_dow
4.0
cal_is_month_end
0.0
cal_month
5.0
corr_spy_60
-0.0569996566428201
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
0.12556306629647573
excess_ret_vs_spy_60
0.13237168900739826
fib_buy_signal
0
gics_sector
financials
gics_sub_industry
financial_exchanges_&_data
ichimoku_buy
1
ichimoku_sell
0
macd_buy
0
macd_buy_count_14
13.0
macd_buy_count_30
26.0
macd_buy_count_7
6.0
MACD_MACD
15.0038
MACD_MACD_Hist
-0.5687
MACD_MACD_Signal
15.5724
macd_sell
1
macd_sell_count_14
1.0
macd_sell_count_30
4.0
macd_sell_count_7
1.0
OBV_OBV
141890174.0
price_vs_roll7
-0.007813894452931014
roc_30
0.20746747761446205
roc_7
-0.025497682028906343
rolling_avg_30
328.845
rolling_avg_7
360.1642857142857
RSI_14_RSI
63.5865
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
10.0
rsi_sell_count_30
11.0
rsi_sell_count_7
4.0
sma_200_gradient_14
0.5680214285714312
sma_200_gradient_30
0.4645766666666674
sma_200_gradient_7
0.5837142857142875
SMA_200_SMA
269.1258
sma_50_gradient_14
1.21072142857143
sma_50_gradient_30
0.9035433333333345
sma_50_gradient_7
1.3222857142857183
SMA_50_SMA
312.0364
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
6.9998
STOCHRSI_14_FastK
20.9993
stochrsi_buy
0
stochrsi_buy_count_14
5.0
stochrsi_buy_count_30
10.0
stochrsi_buy_count_7
4.0
stochrsi_macd_buy
0
stochrsi_sell
0
stochrsi_sell_count_14
4.0
stochrsi_sell_count_30
11.0
stochrsi_sell_count_7
0.0
stock_daily_ret
0.015371938398590634
stock_ret_sum_20
0.16945410459269072
stock_ret_sum_60
0.2162813168290919
sven_beta_buy
0
volatility_30
26.886885888082702
volatility_7
4.686721871924916
volume_avg_30
925711.7
volume_avg_7
850355.8571428572
volume_profile_buy
0
vwma_buy
1
vwma_buy_count_14
13.0
vwma_buy_count_30
26.0
vwma_buy_count_7
6.0
vwma_sell
0
vwma_sell_count_14
1.0
vwma_sell_count_30
4.0
vwma_sell_count_7
1.0
xs_z_price_vs_roll7
-0.7671767205261352
xs_z_roc_30
0.9044811739291517
xs_z_volatility_30
0.5299479383143649