PFE
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 | 0.1259 | 0 | 0.219 |
| target_15d_10_perc_gain | sector | health_care | 0.1065 | 0 | 0.295 |
| — | Mean (global + sector) | — | 0.1162 | — | 0.257 |
Probabilities · 30d / 10% target_30d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_10_perc_gain | global | global | 0.1931 | 0 | 0.403 |
| target_30d_10_perc_gain | sector | health_care | 0.1516 | 0 | 0.254 |
| — | Mean (global + sector) | — | 0.1723 | — | 0.328 |
Probabilities · 30d / 20% target_30d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_20_perc_gain | global | global | 0.0549 | 0 | 0.178 |
| target_30d_20_perc_gain | sector | health_care | 0.0479 | 0 | 0.162 |
| — | Mean (global + sector) | — | 0.0514 | — | 0.17 |
Probabilities · 60d / 10% target_60d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_10_perc_gain | global | global | 0.3835 | 1 | 0.159 |
| target_60d_10_perc_gain | sector | health_care | 0.3253 | 1 | 0.302 |
| — | Mean (global + sector) | — | 0.3544 | — | 0.231 |
Probabilities · 60d / 20% target_60d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_20_perc_gain | global | global | 0.0966 | 0 | 0.266 |
| target_60d_20_perc_gain | sector | health_care | 0.1192 | 0 | 0.177 |
| — | Mean (global + sector) | — | 0.1079 | — | 0.221 |
Probabilities · 60d / 30% target_60d_30_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_30_perc_gain | global | global | 0.0104 | 0 | 0.323 |
| target_60d_30_perc_gain | sector | health_care | 0.0157 | 0 | 0.711 |
| — | Mean (global + sector) | — | 0.0131 | — | 0.517 |
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 | 0.1162 | 0.257 |
| 30d / 10% target_30d_10_perc_gain | 0.1723 | 0.328 |
| 30d / 20% target_30d_20_perc_gain | 0.0514 | 0.17 |
| 60d / 10% target_60d_10_perc_gain | 0.3544 | 0.231 |
| 60d / 20% target_60d_20_perc_gain | 0.1079 | 0.221 |
| 60d / 30% target_60d_30_perc_gain | 0.0131 | 0.517 |
| Mean across models | 0.1359 | 0.287 |
Inputs & features (prediction_snapshot)
Same calendar row as inference (snapshot stored at prediction time, or live query).
1. open
26.0
2. high
26.15
3. low
25.76
4. close
25.9
5. adjusted close
25.9
6. volume
22320030.0
7. dividend amount
0.0
8. split coefficient
1.0
ADX_14_ADX
13.0879
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
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
0.0
bb_sell_count_30
0.0
bb_sell_count_7
0.0
BBANDS_20_Real Lower Band
25.3776
BBANDS_20_Real Middle Band
25.8713
BBANDS_20_Real Upper Band
26.3649
cal_dow
4.0
cal_is_month_end
0.0
cal_month
5.0
corr_spy_60
0.24364691898157928
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
-0.06808214318575256
excess_ret_vs_spy_60
-0.10789563197644747
fib_buy_signal
0
gics_sector
health_care
gics_sub_industry
pharmaceuticals
ichimoku_buy
0
ichimoku_sell
1
macd_buy
1
macd_buy_count_14
2.0
macd_buy_count_30
2.0
macd_buy_count_7
2.0
MACD_MACD
-0.2038
MACD_MACD_Hist
0.0355
MACD_MACD_Signal
-0.2392
macd_sell
0
macd_sell_count_14
12.0
macd_sell_count_30
28.0
macd_sell_count_7
5.0
OBV_OBV
-2141092532.0
price_vs_roll7
0.008847587780273392
roc_30
-0.021779947970911873
roc_7
-0.0023112480739599928
rolling_avg_30
26.155675347887144
rolling_avg_7
25.672857142857143
RSI_14_RSI
47.4349
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
0.014021428571428629
sma_200_gradient_30
0.01488666666666667
sma_200_gradient_7
0.014914285714285467
SMA_200_SMA
25.0305
sma_50_gradient_14
-0.015535714285714366
sma_50_gradient_30
-0.00762333333333333
sma_50_gradient_7
-0.015985714285714585
SMA_50_SMA
26.4576
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
97.6403
STOCHRSI_14_FastK
92.921
stochrsi_buy
0
stochrsi_buy_count_14
3.0
stochrsi_buy_count_30
7.0
stochrsi_buy_count_7
2.0
stochrsi_macd_buy
0
stochrsi_sell
1
stochrsi_sell_count_14
6.0
stochrsi_sell_count_30
9.0
stochrsi_sell_count_7
3.0
stock_daily_ret
-0.0019267822736031004
stock_ret_sum_20
-0.024191104889537574
stock_ret_sum_60
-0.023986004154753826
sven_beta_buy
0
volatility_30
0.4839835147577739
volatility_7
0.25276565467905043
volume_avg_30
35229127.03333333
volume_avg_7
30620671.0
volume_profile_buy
0
vwma_buy
1
vwma_buy_count_14
2.0
vwma_buy_count_30
2.0
vwma_buy_count_7
2.0
vwma_sell
0
vwma_sell_count_14
12.0
vwma_sell_count_30
28.0
vwma_sell_count_7
5.0
xs_z_price_vs_roll7
-0.18378615099718035
xs_z_roc_30
-0.4118947140784827
xs_z_volatility_30
-0.4275642366080848