Model validation
Do the AI's scores predict actual stock returns? Each daily scoring run records the price at time of scoring. Forward returns are filled in automatically 5 and 20 trading days later.
5d observations
585
20d observations
360
Top-bucket 5d hit rate
39%
Top-bucket 20d hit rate
36%
Avg 5-day return by score bucket
Avg 20-day return by score bucket
| Score range | 5d obs | Avg 5d return | 5d hit rate | 20d obs | Avg 20d return | 20d hit rate |
|---|---|---|---|---|---|---|
| 75 – 100 | 41 | -2.45% | 39.0% | 22 | -7.50% | 36.4% |
| 50 – 74 | 195 | -0.80% | 46.2% | 109 | -4.19% | 37.6% |
| 25 – 49 | 248 | -0.10% | 49.6% | 165 | -3.13% | 31.5% |
| 0 – 24 | 101 | -0.64% | 42.6% | 64 | -0.26% | 50.0% |
Hit rate = % of observations where the stock produced a positive return over the period. 5d data appears ~5 trading days after scoring; 20d data appears ~20 trading days after scoring. Scores from before this feature was launched show no data.