CPT
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 | 0.034 | 0 | 0.219 |
| target_15d_10_perc_gain | sector | real_estate | 0.0415 | 0 | 0.279 |
| — | Mean (global + sector) | — | 0.0377 | — | 0.249 |
Probabilities · 30d / 10% target_30d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_10_perc_gain | global | global | 0.2031 | 0 | 0.403 |
| target_30d_10_perc_gain | sector | real_estate | 0.1571 | 0 | 0.285 |
| — | Mean (global + sector) | — | 0.1801 | — | 0.344 |
Probabilities · 30d / 20% target_30d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_20_perc_gain | global | global | 0.0087 | 0 | 0.178 |
| target_30d_20_perc_gain | sector | real_estate | 0.013 | 0 | 0.12 |
| — | Mean (global + sector) | — | 0.0109 | — | 0.149 |
Probabilities · 60d / 10% target_60d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_10_perc_gain | global | global | 0.4137 | 1 | 0.159 |
| target_60d_10_perc_gain | sector | real_estate | 0.3216 | 1 | 0.307 |
| — | Mean (global + sector) | — | 0.3677 | — | 0.233 |
Probabilities · 60d / 20% target_60d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_20_perc_gain | global | global | 0.0924 | 0 | 0.266 |
| target_60d_20_perc_gain | sector | real_estate | 0.1035 | 0 | 0.123 |
| — | Mean (global + sector) | — | 0.098 | — | 0.194 |
Probabilities · 60d / 30% target_60d_30_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_30_perc_gain | global | global | 0.0089 | 0 | 0.323 |
| target_60d_30_perc_gain | sector | real_estate | 0.0 | 0 | 0.423 |
| — | Mean (global + sector) | — | 0.0045 | — | 0.373 |
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 | 0.0377 | 0.249 |
| 30d / 10% target_30d_10_perc_gain | 0.1801 | 0.344 |
| 30d / 20% target_30d_20_perc_gain | 0.0109 | 0.149 |
| 60d / 10% target_60d_10_perc_gain | 0.3677 | 0.233 |
| 60d / 20% target_60d_20_perc_gain | 0.098 | 0.194 |
| 60d / 30% target_60d_30_perc_gain | 0.0045 | 0.373 |
| Mean across models | 0.1165 | 0.257 |
Inputs & features (prediction_snapshot)
Same calendar row as inference (snapshot stored at prediction time, or live query).
1. open
106.46
2. high
108.0
3. low
105.95
4. close
107.47
5. adjusted close
107.47
6. volume
1251785.0
7. dividend amount
0.0
8. split coefficient
1.0
ADX_14_ADX
12.1284
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
1
bb_sell_count_14
1.0
bb_sell_count_30
2.0
bb_sell_count_7
1.0
BBANDS_20_Real Lower Band
102.2939
BBANDS_20_Real Middle Band
104.788
BBANDS_20_Real Upper Band
107.2821
cal_dow
4.0
cal_is_month_end
0.0
cal_month
5.0
corr_spy_60
0.2969873147590155
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
0.012341958077541348
excess_ret_vs_spy_60
-0.09382159058019712
fib_buy_signal
0
gics_sector
real_estate
gics_sub_industry
multi_family_residential_reits
ichimoku_buy
1
ichimoku_sell
0
macd_buy
1
macd_buy_count_14
10.0
macd_buy_count_30
26.0
macd_buy_count_7
3.0
MACD_MACD
0.971
MACD_MACD_Hist
0.1729
MACD_MACD_Signal
0.7981
macd_sell
0
macd_sell_count_14
4.0
macd_sell_count_30
4.0
macd_sell_count_7
4.0
OBV_OBV
215660179.0
price_vs_roll7
0.021883235078367758
roc_30
0.054144188327611475
roc_7
0.020123398196487896
rolling_avg_30
103.87400000000001
rolling_avg_7
105.16857142857144
RSI_14_RSI
63.4587
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
-0.015978571428572
sma_200_gradient_30
-0.026043333333333387
sma_200_gradient_7
-0.0028285714285719416
SMA_200_SMA
103.7084
sma_50_gradient_14
-0.01844999999999938
sma_50_gradient_30
-0.05275333333333331
sma_50_gradient_7
0.022471428571429492
SMA_50_SMA
101.8722
sma_death_cross
1
sma_death_cross_count_14
14.0
sma_death_cross_count_30
30.0
sma_death_cross_count_7
7.0
sma_golden_cross
0
sma_golden_cross_count_14
0.0
sma_golden_cross_count_30
0.0
sma_golden_cross_count_7
0.0
sma_overlap_14
0
sma_overlap_30
0
sma_overlap_7
0
spy_ret_vol_20
0.006491488605770184
STOCHRSI_14_FastD
98.591
STOCHRSI_14_FastK
100.0
stochrsi_buy
0
stochrsi_buy_count_14
4.0
stochrsi_buy_count_30
9.0
stochrsi_buy_count_7
2.0
stochrsi_macd_buy
0
stochrsi_sell
1
stochrsi_sell_count_14
6.0
stochrsi_sell_count_30
10.0
stochrsi_sell_count_7
3.0
stock_daily_ret
0.012244513516059152
stock_ret_sum_20
0.05623299637375634
stock_ret_sum_60
-0.009911962758503479
sven_beta_buy
0
volatility_30
1.8257555828395773
volatility_7
1.6288485562109887
volume_avg_30
1152097.4666666666
volume_avg_7
1200608.0
volume_profile_buy
0
vwma_buy
1
vwma_buy_count_14
11.0
vwma_buy_count_30
24.0
vwma_buy_count_7
5.0
vwma_sell
0
vwma_sell_count_14
3.0
vwma_sell_count_30
6.0
vwma_sell_count_7
2.0
xs_z_price_vs_roll7
0.2726482523152824
xs_z_roc_30
0.024073986926453923
xs_z_volatility_30
-0.378904317596408