FDS · FactSet
As-of 2026-08-26 · run #34 · Pred 60d max gain +14.5%
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 | 0.3841 | 1 | 0.383 |
| target_60d_10_perc_gain | sector | financials | 0.2944 | 0 | 0.454 |
| — | Mean (global + sector) | — | 0.3393 | — | 0.418 |
| target_within_60d_max_perc_gain | global | regression | +14.5% | — | — |
Inputs & features (prediction_snapshot)
Same calendar row as inference (snapshot stored at prediction time, or live query).
1. open
291.47
2. high
298.0
3. low
290.44
4. close
295.45
5. adjusted close
295.45
6. volume
831731.0
7. dividend amount
0.0
8. split coefficient
1.0
ADX_14_ADX
26.1433
adx_sma_buy
1
adx_strong_trend
1
adx_strong_trend_count_14
3.0
adx_strong_trend_count_30
3.0
adx_strong_trend_count_7
3.0
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
3.0
bb_sell_count_7
1.0
BBANDS_20_Real Lower Band
260.2466
BBANDS_20_Real Middle Band
284.0695
BBANDS_20_Real Upper Band
307.8924
cal_dow
2.0
cal_is_month_end
0.0
cal_month
8.0
corr_spy_60
-0.18008824776098833
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
0.003841983379316849
excess_ret_vs_spy_60
0.10382397120517695
gics_sector
financials
gics_sub_industry
financial_exchanges_&_data
macd_buy
1
macd_buy_count_14
12.0
macd_buy_count_30
25.0
macd_buy_count_7
6.0
macd_hist_slope_5
-0.15758999999980006
macd_hist_zero_cross
0
MACD_MACD
10.6453
MACD_MACD_Hist
0.3672
MACD_MACD_Signal
10.2781
macd_sell
0
macd_sell_count_14
2.0
macd_sell_count_30
5.0
macd_sell_count_7
1.0
OBV_OBV
50955665.0
price_vs_roll7
-0.005850061528999029
roc_30
0.17620128189816464
roc_7
0.06753143517849391
rolling_avg_30
276.0006666666667
rolling_avg_7
297.18857142857144
RSI_14_RSI
60.1281
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
0.08544285714285747
sma_200_gradient_30
-0.0025000000000005686
sma_200_gradient_7
0.18491428571428514
SMA_200_SMA
247.0802
sma_50_gradient_14
0.8493857142857125
sma_50_gradient_30
0.8814499999999991
sma_50_gradient_7
1.055742857142852
SMA_50_SMA
260.691
sma_death_cross
0
sma_death_cross_count_14
0.0
sma_death_cross_count_30
12.0
sma_death_cross_count_7
0.0
sma_golden_cross
1
sma_golden_cross_count_14
14.0
sma_golden_cross_count_30
18.0
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
33.3333
STOCHRSI_14_FastK
0.0
stochrsi_buy
1
stochrsi_buy_count_14
4.0
stochrsi_buy_count_30
10.0
stochrsi_buy_count_7
2.0
stochrsi_macd_buy
1
stochrsi_sell
0
stochrsi_sell_count_14
5.0
stochrsi_sell_count_30
10.0
stochrsi_sell_count_7
4.0
stock_daily_ret
-0.002127803296406383
stock_ret_sum_20
0.053395895845809616
stock_ret_sum_60
0.1185458482151368
sven_beta_buy
0
volatility_30
17.1602363003883
volatility_7
6.129517187566707
volume_avg_30
880734.3333333334
volume_avg_7
903977.5714285715
vwma_buy
1
vwma_buy_count_14
13.0
vwma_buy_count_30
26.0
vwma_buy_count_7
7.0
vwma_sell
0
vwma_sell_count_14
1.0
vwma_sell_count_30
4.0
vwma_sell_count_7
0.0
xs_z_price_vs_roll7
-0.4853808489078376
xs_z_roc_30
1.0626988743478498
xs_z_volatility_30
0.43022561506689777