§ Sven by Tumezi

← Overview

IBKR

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 0.1549 0 0.219
target_15d_10_perc_gain sector financials 0.0864 0 0.417
Mean (global + sector) 0.1206 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 0.2788 0 0.403
target_30d_10_perc_gain sector financials 0.3008 1 0.263
Mean (global + sector) 0.2898 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 0.0323 0 0.178
target_30d_20_perc_gain sector financials 0.0434 0 0.607
Mean (global + sector) 0.0378 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 0.5752 1 0.159
target_60d_10_perc_gain sector financials 0.5696 1 0.297
Mean (global + sector) 0.5724 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 0.1697 0 0.266
target_60d_20_perc_gain sector financials 0.2871 1 0.242
Mean (global + sector) 0.2284 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 0.0249 0 0.323
target_60d_30_perc_gain sector financials 0.0711 0 0.41
Mean (global + sector) 0.048 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 0.1206 0.318
30d / 10% target_30d_10_perc_gain 0.2898 0.333
30d / 20% target_30d_20_perc_gain 0.0378 0.392
60d / 10% target_60d_10_perc_gain 0.5724 0.228
60d / 20% target_60d_20_perc_gain 0.2284 0.254
60d / 30% target_60d_30_perc_gain 0.048 0.367
Mean across models 0.2162 0.315

Inputs & features (prediction_snapshot)

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

1. open 84.152
2. high 84.86
3. low 81.1
4. close 81.35
5. adjusted close 81.35
6. volume 8387571.0
7. dividend amount 0.0
8. split coefficient 1.0
ADX_14_ADX 24.2562
adx_sma_buy 0
adx_strong_trend 0
adx_strong_trend_count_14 6.0
adx_strong_trend_count_30 6.0
adx_strong_trend_count_7 6.0
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 6.0
bb_sell_count_7 0.0
BBANDS_20_Real Lower Band 76.6873
BBANDS_20_Real Middle Band 83.0665
BBANDS_20_Real Upper Band 89.4457
cal_dow 4.0
cal_is_month_end 0.0
cal_month 5.0
corr_spy_60 0.7946357265153208
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 0.02043458807808307
excess_ret_vs_spy_60 0.022042015560823747
fib_buy_signal 1
gics_sector financials
gics_sub_industry investment_banking_&_brokerage
ichimoku_buy 1
ichimoku_sell 0
macd_buy 0
macd_buy_count_14 10.0
macd_buy_count_30 24.0
macd_buy_count_7 3.0
MACD_MACD 2.0846
MACD_MACD_Hist -0.6892
MACD_MACD_Signal 2.7739
macd_sell 1
macd_sell_count_14 4.0
macd_sell_count_30 6.0
macd_sell_count_7 4.0
OBV_OBV 179569294.0
price_vs_roll7 -0.04103937220034137
roc_30 0.14239573093666613
roc_7 -0.04429041353383467
rolling_avg_30 81.50849999999998
rolling_avg_7 84.83142857142857
RSI_14_RSI 49.628
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 3.0
rsi_sell_count_30 6.0
rsi_sell_count_7 1.0
sma_200_gradient_14 0.1037785714285714
sma_200_gradient_30 0.10604000000000013
sma_200_gradient_7 0.10175714285714273
SMA_200_SMA 69.8944
sma_50_gradient_14 0.2981642857142849
sma_50_gradient_30 0.18211999999999998
sma_50_gradient_7 0.33891428571428556
SMA_50_SMA 76.0319
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 4.1913
STOCHRSI_14_FastK 0.0
stochrsi_buy 1
stochrsi_buy_count_14 9.0
stochrsi_buy_count_30 13.0
stochrsi_buy_count_7 5.0
stochrsi_macd_buy 0
stochrsi_sell 0
stochrsi_sell_count_14 4.0
stochrsi_sell_count_30 12.0
stochrsi_sell_count_7 1.0
stock_daily_ret -0.02958368125969224
stock_ret_sum_20 0.06432562637429806
stock_ret_sum_60 0.10595164338251739
sven_beta_buy 0
volatility_30 3.706061472494457
volatility_7 2.393459341421246
volume_avg_30 4783019.6
volume_avg_7 5485424.428571428
volume_profile_buy 0
vwma_buy 0
vwma_buy_count_14 10.0
vwma_buy_count_30 24.0
vwma_buy_count_7 3.0
vwma_sell 1
vwma_sell_count_14 4.0
vwma_sell_count_30 6.0
vwma_sell_count_7 4.0
xs_z_price_vs_roll7 -1.9305444278303754
xs_z_roc_30 0.5308286537385105
xs_z_volatility_30 -0.31071424680548193