TPR
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 | 0.1249 | 0 | 0.219 |
| target_15d_10_perc_gain | sector | consumer_discretionary | 0.2379 | 0 | 0.336 |
| — | Mean (global + sector) | — | 0.1814 | — | 0.277 |
Probabilities · 30d / 10% target_30d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_10_perc_gain | global | global | 0.2545 | 0 | 0.403 |
| target_30d_10_perc_gain | sector | consumer_discretionary | 0.244 | 1 | 0.219 |
| — | Mean (global + sector) | — | 0.2493 | — | 0.311 |
Probabilities · 30d / 20% target_30d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_30d_20_perc_gain | global | global | 0.1306 | 0 | 0.178 |
| target_30d_20_perc_gain | sector | consumer_discretionary | 0.099 | 0 | 0.412 |
| — | Mean (global + sector) | — | 0.1148 | — | 0.295 |
Probabilities · 60d / 10% target_60d_10_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_10_perc_gain | global | global | 0.5522 | 1 | 0.159 |
| target_60d_10_perc_gain | sector | consumer_discretionary | 0.4659 | 1 | 0.395 |
| — | Mean (global + sector) | — | 0.5091 | — | 0.277 |
Probabilities · 60d / 20% target_60d_20_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_20_perc_gain | global | global | 0.1224 | 0 | 0.266 |
| target_60d_20_perc_gain | sector | consumer_discretionary | 0.2062 | 0 | 0.354 |
| — | Mean (global + sector) | — | 0.1643 | — | 0.31 |
Probabilities · 60d / 30% target_60d_30_perc_gain
| Target | Scope | Model key | P(pos) | Pred | Threshold |
|---|---|---|---|---|---|
| target_60d_30_perc_gain | global | global | 0.0514 | 0 | 0.323 |
| target_60d_30_perc_gain | sector | consumer_discretionary | 0.109 | 0 | 0.265 |
| — | Mean (global + sector) | — | 0.0802 | — | 0.294 |
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 | 0.1814 | 0.277 |
| 30d / 10% target_30d_10_perc_gain | 0.2493 | 0.311 |
| 30d / 20% target_30d_20_perc_gain | 0.1148 | 0.295 |
| 60d / 10% target_60d_10_perc_gain | 0.5091 | 0.277 |
| 60d / 20% target_60d_20_perc_gain | 0.1643 | 0.31 |
| 60d / 30% target_60d_30_perc_gain | 0.0802 | 0.294 |
| Mean across models | 0.2165 | 0.294 |
Inputs & features (prediction_snapshot)
Same calendar row as inference (snapshot stored at prediction time, or live query).
1. open
140.51
2. high
140.72
3. low
138.09
4. close
138.49
5. adjusted close
138.49
6. volume
1322056.0
7. dividend amount
0.0
8. split coefficient
1.0
ADX_14_ADX
16.8706
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
1.0
bb_buy_count_30
1.0
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
125.4501
BBANDS_20_Real Middle Band
137.3585
BBANDS_20_Real Upper Band
149.2669
cal_dow
4.0
cal_is_month_end
0.0
cal_month
5.0
corr_spy_60
0.5968829376094066
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
-0.08389782311185934
excess_ret_vs_spy_60
-0.20617149120075007
fib_buy_signal
0
gics_sector
consumer_discretionary
gics_sub_industry
apparel,_accessories_&_luxury_goods
ichimoku_buy
0
ichimoku_sell
1
macd_buy
1
macd_buy_count_14
2.0
macd_buy_count_30
10.0
macd_buy_count_7
2.0
MACD_MACD
-2.671
MACD_MACD_Hist
0.5659
MACD_MACD_Signal
-3.2369
macd_sell
0
macd_sell_count_14
12.0
macd_sell_count_30
20.0
macd_sell_count_7
5.0
OBV_OBV
766794992.0
price_vs_roll7
0.03599251936948211
roc_30
-0.07857618097139052
roc_7
0.043632253202713134
rolling_avg_30
141.618
rolling_avg_7
133.67857142857142
RSI_14_RSI
49.8126
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
0.1374999999999998
sma_200_gradient_30
0.21141333333333326
sma_200_gradient_7
0.12710000000000068
SMA_200_SMA
125.8972
sma_50_gradient_14
-0.3315857142857145
sma_50_gradient_30
-0.12549000000000016
sma_50_gradient_7
-0.27405714285714566
SMA_50_SMA
142.3078
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
97.5919
STOCHRSI_14_FastK
92.7757
stochrsi_buy
0
stochrsi_buy_count_14
6.0
stochrsi_buy_count_30
14.0
stochrsi_buy_count_7
2.0
stochrsi_macd_buy
0
stochrsi_sell
1
stochrsi_sell_count_14
7.0
stochrsi_sell_count_30
9.0
stochrsi_sell_count_7
5.0
stock_daily_ret
-0.004456904607864298
stock_ret_sum_20
-0.04000678481564435
stock_ret_sum_60
-0.12226186337905642
sven_beta_buy
0
volatility_30
8.077740551277868
volatility_7
4.0500799521766435
volume_avg_30
2334810.2666666666
volume_avg_7
2467850.285714286
volume_profile_buy
0
vwma_buy
1
vwma_buy_count_14
4.0
vwma_buy_count_30
11.0
vwma_buy_count_7
3.0
vwma_sell
0
vwma_sell_count_14
10.0
vwma_sell_count_30
19.0
vwma_sell_count_7
4.0
xs_z_price_vs_roll7
0.7666753312407852
xs_z_roc_30
-0.7380278929378907
xs_z_volatility_30
-0.15217349686815837