PEG
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 | 0.0962 | 0 | 0.219 |
| target_15d_10_perc_gain | sector | utilities | 0.037 | 0 | 0.212 |
| — | Mean (global + sector) | — | 0.0666 | — | 0.216 |
Probabilities · 30d / 10% target_30d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_10_perc_gain | global | global | 0.2732 | 0 | 0.403 |
| target_30d_10_perc_gain | sector | utilities | 0.3014 | 0 | 0.389 |
| — | Mean (global + sector) | — | 0.2873 | — | 0.396 |
Probabilities · 30d / 20% target_30d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_20_perc_gain | global | global | 0.005 | 0 | 0.178 |
| target_30d_20_perc_gain | sector | utilities | 0.0045 | 0 | 0.148 |
| — | Mean (global + sector) | — | 0.0048 | — | 0.163 |
Probabilities · 60d / 10% target_60d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_10_perc_gain | global | global | 0.5096 | 1 | 0.159 |
| target_60d_10_perc_gain | sector | utilities | 0.5 | 1 | 0.113 |
| — | Mean (global + sector) | — | 0.5048 | — | 0.136 |
Probabilities · 60d / 20% target_60d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_20_perc_gain | global | global | 0.0731 | 0 | 0.266 |
| target_60d_20_perc_gain | sector | utilities | 0.072 | 0 | 0.339 |
| — | Mean (global + sector) | — | 0.0726 | — | 0.303 |
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 | utilities | 0.0 | 0 | 0.345 |
| — | Mean (global + sector) | — | 0.0 | — | 0.334 |
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 | 0.0666 | 0.216 |
| 30d / 10% target_30d_10_perc_gain | 0.2873 | 0.396 |
| 30d / 20% target_30d_20_perc_gain | 0.0048 | 0.163 |
| 60d / 10% target_60d_10_perc_gain | 0.5048 | 0.136 |
| 60d / 20% target_60d_20_perc_gain | 0.0726 | 0.303 |
| 60d / 30% target_60d_30_perc_gain | 0.0 | 0.334 |
| Mean across models | 0.156 | 0.258 |
Inputs & features (prediction_snapshot)
Same calendar row as inference (snapshot stored at prediction time, or live query).
1. open
78.77
2. high
79.79
3. low
78.48
4. close
79.51
5. adjusted close
79.51
6. volume
2008966.0
7. dividend amount
0.0
8. split coefficient
1.0
ADX_14_ADX
17.2187
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
2.0
bb_buy_count_30
4.0
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
75.8633
BBANDS_20_Real Middle Band
78.7345
BBANDS_20_Real Upper Band
81.6057
cal_dow
4.0
cal_is_month_end
0.0
cal_month
5.0
corr_spy_60
0.23757825667383145
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
-0.057722125857489814
excess_ret_vs_spy_60
-0.1478863038469489
fib_buy_signal
0
gics_sector
utilities
gics_sub_industry
electric_utilities
ichimoku_buy
0
ichimoku_sell
1
macd_buy
1
macd_buy_count_14
3.0
macd_buy_count_30
11.0
macd_buy_count_7
2.0
MACD_MACD
-0.7195
MACD_MACD_Hist
0.1863
MACD_MACD_Signal
-0.9058
macd_sell
0
macd_sell_count_14
11.0
macd_sell_count_30
19.0
macd_sell_count_7
5.0
OBV_OBV
1001119955.0
price_vs_roll7
0.02233610697818378
roc_30
-0.04354625285697089
roc_7
0.029655529655529644
rolling_avg_30
79.37566666666666
rolling_avg_7
77.77285714285713
RSI_14_RSI
52.1077
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
0.0
rsi_sell_count_30
0.0
rsi_sell_count_7
0.0
sma_200_gradient_14
-0.03652857142857207
sma_200_gradient_30
-0.01676666666666667
sma_200_gradient_7
-0.043857142857143164
SMA_200_SMA
80.8565
sma_50_gradient_14
-0.1182071428571427
sma_50_gradient_30
-0.07443333333333348
sma_50_gradient_7
-0.1033857142857134
SMA_50_SMA
80.423
sma_death_cross
1
sma_death_cross_count_14
8.0
sma_death_cross_count_30
8.0
sma_death_cross_count_7
7.0
sma_golden_cross
0
sma_golden_cross_count_14
6.0
sma_golden_cross_count_30
22.0
sma_golden_cross_count_7
0.0
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
5.0
stochrsi_buy_count_30
11.0
stochrsi_buy_count_7
1.0
stochrsi_macd_buy
0
stochrsi_sell
1
stochrsi_sell_count_14
5.0
stochrsi_sell_count_30
9.0
stochrsi_sell_count_7
4.0
stock_daily_ret
0.01312436289500507
stock_ret_sum_20
-0.013831087561274824
stock_ret_sum_60
-0.06397667602525525
sven_beta_buy
0
volatility_30
1.6640409546850152
volatility_7
1.036302952580134
volume_avg_30
2789819.2333333334
volume_avg_7
2721556.5714285714
volume_profile_buy
0
vwma_buy
1
vwma_buy_count_14
2.0
vwma_buy_count_30
6.0
vwma_buy_count_7
2.0
vwma_sell
0
vwma_sell_count_14
12.0
vwma_sell_count_30
24.0
vwma_sell_count_7
5.0
xs_z_price_vs_roll7
0.28850525662374693
xs_z_roc_30
-0.5368803659341906
xs_z_volatility_30
-0.38476896547229794