§ Sven by Tumezi

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FDS · FactSet

As-of 2026-07-21 · run #25 · Pred 60d max gain +19.3%

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 0.5949 1 0.376
target_60d_10_perc_gain sector financials 0.4051 1 0.343
Mean (global + sector) 0.5 0.36
target_within_60d_max_perc_gain global regression +19.3%

Inputs & features (prediction_snapshot)

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

1. open 247.01
2. high 253.54
3. low 242.55
4. close 246.95
5. adjusted close 246.95
6. volume 719871.0
7. dividend amount 0.0
8. split coefficient 1.0
ADX_14_ADX 15.6329
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 0.0
bb_sell_count_30 0.0
bb_sell_count_7 0.0
BBANDS_20_Real Lower Band 213.1722
BBANDS_20_Real Middle Band 243.6025
BBANDS_20_Real Upper Band 274.0328
cal_dow 1.0
cal_is_month_end 0.0
cal_month 7.0
corr_spy_60 -0.30021437973002096
econ_cpi_value 333.952
econ_fed_funds_value 3.63
econ_tsy_10y_value 4.47
econ_tsy_3m_value 3.81
econ_unemployment_value 4.2
excess_ret_vs_spy_20 0.13114977682724627
excess_ret_vs_spy_60 0.06106103659922035
gics_sector financials
gics_sub_industry financial_exchanges_&_data
macd_buy 1
macd_buy_count_14 14.0
macd_buy_count_30 17.0
macd_buy_count_7 7.0
macd_hist_slope_5 -0.32382999999936146
macd_hist_zero_cross 0
MACD_MACD 5.5735
MACD_MACD_Hist 0.3801
MACD_MACD_Signal 5.1934
macd_sell 0
macd_sell_count_14 0.0
macd_sell_count_30 13.0
macd_sell_count_7 0.0
OBV_OBV 50570895.0
price_vs_roll7 -0.03438163333706101
roc_30 -0.033917533839292746
roc_7 -0.000647484925741626
rolling_avg_30 241.1003333333333
rolling_avg_7 255.7428571428571
RSI_14_RSI 51.0722
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 -0.2478214285714273
sma_200_gradient_30 -0.4838833333333336
sma_200_gradient_7 -0.1388285714285717
SMA_200_SMA 246.5824
sma_50_gradient_14 0.507242857142856
sma_50_gradient_30 0.36724000000000007
sma_50_gradient_7 0.658457142857141
SMA_50_SMA 237.2035
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 1
sma_overlap_30 1
sma_overlap_7 0
spy_ret_vol_20 0.0075547228041357535
STOCHRSI_14_FastD 16.3221
STOCHRSI_14_FastK 0.0
stochrsi_buy 1
stochrsi_buy_count_14 4.0
stochrsi_buy_count_30 15.0
stochrsi_buy_count_7 2.0
stochrsi_macd_buy 1
stochrsi_sell 0
stochrsi_sell_count_14 5.0
stochrsi_sell_count_30 8.0
stochrsi_sell_count_7 1.0
stock_daily_ret -0.0345595996716056
stock_ret_sum_20 0.13690438612379718
stock_ret_sum_60 0.12033801136672018
sven_beta_buy 0
volatility_30 14.3755675110377
volatility_7 5.95488235063342
volume_avg_30 1005179.7
volume_avg_7 883370.5714285715
vwma_buy 0
vwma_buy_count_14 13.0
vwma_buy_count_30 18.0
vwma_buy_count_7 6.0
vwma_sell 1
vwma_sell_count_14 1.0
vwma_sell_count_30 12.0
vwma_sell_count_7 1.0
xs_z_price_vs_roll7 -1.3676291649483168
xs_z_roc_30 -0.5715571054011283
xs_z_volatility_30 0.16337697161453438