§ Sven by Tumezi

← Overview

IVZ

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 0.1246 0 0.219
target_15d_10_perc_gain sector financials 0.0664 0 0.417
Mean (global + sector) 0.0955 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 0.2263 0 0.403
target_30d_10_perc_gain sector financials 0.1818 0 0.263
Mean (global + sector) 0.2041 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 0.0833 0 0.178
target_30d_20_perc_gain sector financials 0.0126 0 0.607
Mean (global + sector) 0.048 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 0.4928 1 0.297
Mean (global + sector) 0.534 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 0.0789 0 0.266
target_60d_20_perc_gain sector financials 0.0844 0 0.242
Mean (global + sector) 0.0817 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 0.023 0 0.323
target_60d_30_perc_gain sector financials 0.0187 0 0.41
Mean (global + sector) 0.0209 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 0.0955 0.318
30d / 10% target_30d_10_perc_gain 0.2041 0.333
30d / 20% target_30d_20_perc_gain 0.048 0.392
60d / 10% target_60d_10_perc_gain 0.534 0.228
60d / 20% target_60d_20_perc_gain 0.0817 0.254
60d / 30% target_60d_30_perc_gain 0.0209 0.367
Mean across models 0.164 0.315

Inputs & features (prediction_snapshot)

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

1. open 27.07
2. high 27.3
3. low 27.0
4. close 27.05
5. adjusted close 27.05
6. volume 2603912.0
7. dividend amount 0.0
8. split coefficient 1.0
ADX_14_ADX 12.8634
adx_sma_buy 0
adx_strong_trend 0
adx_strong_trend_count_14 0.0
adx_strong_trend_count_30 3.0
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 4.0
bb_sell_count_30 4.0
bb_sell_count_7 0.0
BBANDS_20_Real Lower Band 25.0831
BBANDS_20_Real Middle Band 26.7472
BBANDS_20_Real Upper Band 28.4113
cal_dow 4.0
cal_is_month_end 0.0
cal_month 5.0
corr_spy_60 0.6765184726769359
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 0.025568850311518454
excess_ret_vs_spy_60 -0.06305213889739458
fib_buy_signal 0
gics_sector financials
gics_sub_industry asset_management_&_custody_banks
ichimoku_buy 1
ichimoku_sell 0
macd_buy 0
macd_buy_count_14 10.0
macd_buy_count_30 26.0
macd_buy_count_7 3.0
MACD_MACD 0.5784
MACD_MACD_Hist -0.108
MACD_MACD_Signal 0.6864
macd_sell 1
macd_sell_count_14 4.0
macd_sell_count_30 4.0
macd_sell_count_7 4.0
OBV_OBV 766772644.0
price_vs_roll7 -0.0008015391018293405
roc_30 0.156252971119468
roc_7 -0.029389638341151714
rolling_avg_30 26.063185232607772
rolling_avg_7 27.071699025320754
RSI_14_RSI 56.9045
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 1.0
rsi_sell_count_30 1.0
rsi_sell_count_7 0.0
sma_200_gradient_14 0.034014285714285615
sma_200_gradient_30 0.039976666666666695
sma_200_gradient_7 0.03317142857142841
SMA_200_SMA 24.3187
sma_50_gradient_14 0.04646428571428553
sma_50_gradient_30 0.007546666666666605
sma_50_gradient_7 0.06418571428571392
SMA_50_SMA 25.0068
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 41.3641
STOCHRSI_14_FastK 48.3556
stochrsi_buy 0
stochrsi_buy_count_14 4.0
stochrsi_buy_count_30 5.0
stochrsi_buy_count_7 4.0
stochrsi_macd_buy 0
stochrsi_sell 0
stochrsi_sell_count_14 5.0
stochrsi_sell_count_30 14.0
stochrsi_sell_count_7 0.0
stock_daily_ret 0.0025945144551520194
stock_ret_sum_20 0.06945988860773344
stock_ret_sum_60 0.02085748892429906
sven_beta_buy 0
volatility_30 1.2337817862527005
volatility_7 0.33584455067071556
volume_avg_30 5543962.8
volume_avg_7 4169962.4285714286
volume_profile_buy 0
vwma_buy 0
vwma_buy_count_14 10.0
vwma_buy_count_30 26.0
vwma_buy_count_7 3.0
vwma_sell 1
vwma_sell_count_14 4.0
vwma_sell_count_30 4.0
vwma_sell_count_7 4.0
xs_z_price_vs_roll7 -0.5216438246673354
xs_z_roc_30 0.6103991736882652
xs_z_volatility_30 -0.40037249217253584