§ Sven by Tumezi

← Overview

FRT

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 0.0528 0 0.219
target_15d_10_perc_gain sector real_estate 0.0415 0 0.279
Mean (global + sector) 0.0471 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 0.12 0 0.307
Mean (global + sector) 0.2669 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 0.0 0 0.266
target_60d_20_perc_gain sector real_estate 0.0379 0 0.123
Mean (global + sector) 0.0189 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 0.0 0 0.323
target_60d_30_perc_gain sector real_estate 0.0 0 0.423
Mean (global + sector) 0.0 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 0.0471 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 0.2669 0.233
60d / 20% target_60d_20_perc_gain 0.0189 0.194
60d / 30% target_60d_30_perc_gain 0.0 0.373
Mean across models 0.0873 0.257

Inputs & features (prediction_snapshot)

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

1. open 119.28
2. high 120.2
3. low 119.0
4. close 119.75
5. adjusted close 119.75
6. volume 1122459.0
7. dividend amount 0.0
8. split coefficient 1.0
ADX_14_ADX 28.8933
adx_sma_buy 1
adx_strong_trend 1
adx_strong_trend_count_14 14.0
adx_strong_trend_count_30 22.0
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 1
bb_sell_count_14 3.0
bb_sell_count_30 4.0
bb_sell_count_7 2.0
BBANDS_20_Real Lower Band 110.1806
BBANDS_20_Real Middle Band 114.727
BBANDS_20_Real Upper Band 119.2734
cal_dow 4.0
cal_is_month_end 0.0
cal_month 5.0
corr_spy_60 0.4061602386152168
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 0.03332935456482389
excess_ret_vs_spy_60 0.029806431320670512
fib_buy_signal 0
gics_sector real_estate
gics_sub_industry retail_reits
ichimoku_buy 1
ichimoku_sell 0
macd_buy 1
macd_buy_count_14 8.0
macd_buy_count_30 23.0
macd_buy_count_7 2.0
MACD_MACD 1.9803
MACD_MACD_Hist 0.1939
MACD_MACD_Signal 1.7864
macd_sell 0
macd_sell_count_14 6.0
macd_sell_count_30 7.0
macd_sell_count_7 5.0
OBV_OBV 105024116.0
price_vs_roll7 0.033383877608876844
roc_30 0.09812012838147632
roc_7 0.049242092350828104
rolling_avg_30 113.41966666666667
rolling_avg_7 115.88142857142859
RSI_14_RSI 72.2894
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 1
rsi_sell_count_14 2.0
rsi_sell_count_30 5.0
rsi_sell_count_7 1.0
sma_200_gradient_14 0.1251428571428568
sma_200_gradient_30 0.11232333333333362
sma_200_gradient_7 0.13077142857142934
SMA_200_SMA 101.2171
sma_50_gradient_14 0.17228571428571474
sma_50_gradient_30 0.1661633333333337
sma_50_gradient_7 0.19138571428571538
SMA_50_SMA 109.9766
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 100.0
STOCHRSI_14_FastK 100.0
stochrsi_buy 0
stochrsi_buy_count_14 7.0
stochrsi_buy_count_30 12.0
stochrsi_buy_count_7 2.0
stochrsi_macd_buy 0
stochrsi_sell 1
stochrsi_sell_count_14 6.0
stochrsi_sell_count_30 12.0
stochrsi_sell_count_7 4.0
stock_daily_ret 0.009611331253688515
stock_ret_sum_20 0.07722039286103888
stock_ret_sum_60 0.11371605914236416
sven_beta_buy 0
volatility_30 2.7351927163250966
volatility_7 2.4524914445700206
volume_avg_30 837697.3333333334
volume_avg_7 852845.2857142857
volume_profile_buy 0
vwma_buy 1
vwma_buy_count_14 12.0
vwma_buy_count_30 27.0
vwma_buy_count_7 5.0
vwma_sell 0
vwma_sell_count_14 2.0
vwma_sell_count_30 3.0
vwma_sell_count_7 2.0
xs_z_price_vs_roll7 0.6753354983786383
xs_z_roc_30 0.2765909649974616
xs_z_volatility_30 -0.34592320380345126