PEP
As-of 2026-06-08 · run #14
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 | 0.0219 | 0 | 0.587 |
| target_15d_10_perc_gain | sector | consumer_staples | 0.0249 | 0 | 0.157 |
| — | Mean (global + sector) | — | 0.0234 | — | 0.372 |
Probabilities · 30d / 10% target_30d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_10_perc_gain | global | global | 0.1076 | 0 | 0.381 |
| target_30d_10_perc_gain | sector | consumer_staples | 0.1472 | 0 | 0.383 |
| — | Mean (global + sector) | — | 0.1274 | — | 0.382 |
Probabilities · 30d / 20% target_30d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_20_perc_gain | global | global | 0.0033 | 0 | 0.661 |
| target_30d_20_perc_gain | sector | consumer_staples | 0.0163 | 0 | 0.274 |
| — | Mean (global + sector) | — | 0.0098 | — | 0.467 |
Probabilities · 60d / 10% target_60d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_10_perc_gain | global | global | 0.2772 | 0 | 0.321 |
| target_60d_10_perc_gain | sector | consumer_staples | 0.3173 | 1 | 0.279 |
| — | Mean (global + sector) | — | 0.2972 | — | 0.3 |
Probabilities · 60d / 20% target_60d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_20_perc_gain | global | global | 0.0039 | 0 | 0.509 |
| target_60d_20_perc_gain | sector | consumer_staples | 0.0763 | 0 | 0.162 |
| — | Mean (global + sector) | — | 0.0401 | — | 0.336 |
Probabilities · 60d / 30% target_60d_30_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_30_perc_gain | global | global | 0.0124 | 0 | 0.683 |
| target_60d_30_perc_gain | sector | consumer_staples | 0.0053 | 0 | 0.217 |
| — | Mean (global + sector) | — | 0.0089 | — | 0.45 |
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 | 0.0234 | 0.372 |
| 30d / 10% target_30d_10_perc_gain | 0.1274 | 0.382 |
| 30d / 20% target_30d_20_perc_gain | 0.0098 | 0.467 |
| 60d / 10% target_60d_10_perc_gain | 0.2972 | 0.3 |
| 60d / 20% target_60d_20_perc_gain | 0.0401 | 0.336 |
| 60d / 30% target_60d_30_perc_gain | 0.0089 | 0.45 |
| Mean across models | 0.0845 | 0.385 |
Inputs & features (prediction_snapshot)
Same calendar row as inference (snapshot stored at prediction time, or live query).
1. open
140.92
2. high
141.86
3. low
139.26
4. close
140.68
5. adjusted close
140.68
6. volume
8800466.0
7. dividend amount
0.0
8. split coefficient
1.0
ADX_14_ADX
27.7068
adx_sma_buy
1
adx_strong_trend
1
adx_strong_trend_count_14
5.0
adx_strong_trend_count_30
5.0
adx_strong_trend_count_7
5.0
bb_buy
0
bb_buy_count_14
1.0
bb_buy_count_30
4.0
bb_buy_count_7
1.0
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
138.5869
BBANDS_20_Real Middle Band
145.1917
BBANDS_20_Real Upper Band
151.7966
cal_dow
0.0
cal_is_month_end
0.0
cal_month
6.0
corr_spy_60
-0.07563132146459853
econ_cpi_value
333.02
econ_fed_funds_value
3.63
econ_tsy_10y_value
4.48
econ_tsy_3m_value
3.69
econ_unemployment_value
4.3
excess_ret_vs_spy_20
-0.08483675509928368
excess_ret_vs_spy_60
-0.21599145362168537
fib_buy_signal
1
gics_sector
consumer_staples
gics_sub_industry
soft_drinks_&_non_alcoholic_beverages
ichimoku_buy
0
ichimoku_sell
1
macd_buy
0
macd_buy_count_14
0.0
macd_buy_count_30
8.0
macd_buy_count_7
0.0
MACD_MACD
-3.0402
MACD_MACD_Hist
-0.3186
MACD_MACD_Signal
-2.7216
macd_sell
1
macd_sell_count_14
14.0
macd_sell_count_30
22.0
macd_sell_count_7
7.0
OBV_OBV
884464742.0
price_vs_roll7
-0.002923589300951157
roc_30
-0.08551808562056962
roc_7
-0.028319989260108924
rolling_avg_30
148.19446954904697
rolling_avg_7
141.09249651324964
RSI_14_RSI
35.3032
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
0.01870714285714265
sma_200_gradient_30
0.05260333333333354
sma_200_gradient_7
-0.014485714285711992
SMA_200_SMA
147.413
sma_50_gradient_14
-0.19657142857142723
sma_50_gradient_30
-0.2052733333333331
sma_50_gradient_7
-0.1764571428571417
SMA_50_SMA
150.5824
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
0.008076868200159373
STOCHRSI_14_FastD
72.5995
STOCHRSI_14_FastK
54.0881
stochrsi_buy
0
stochrsi_buy_count_14
5.0
stochrsi_buy_count_30
11.0
stochrsi_buy_count_7
3.0
stochrsi_macd_buy
0
stochrsi_sell
0
stochrsi_sell_count_14
3.0
stochrsi_sell_count_30
5.0
stochrsi_sell_count_7
1.0
stock_daily_ret
-0.008737316798196004
stock_ret_sum_20
-0.0820441763250147
stock_ret_sum_60
-0.10634870245100725
sven_beta_buy
0
volatility_30
5.171794221390928
volatility_7
0.9121356321431267
volume_avg_30
7045500.4
volume_avg_7
9295043.0
volume_profile_buy
0
vwma_buy
0
vwma_buy_count_14
0.0
vwma_buy_count_30
5.0
vwma_buy_count_7
0.0
vwma_sell
1
vwma_sell_count_14
14.0
vwma_sell_count_30
25.0
vwma_sell_count_7
7.0
xs_z_price_vs_roll7
0.13056364668151377
xs_z_roc_30
-0.7259299386928728
xs_z_volatility_30
-0.2627882381658