Scorecard

Two checks, not one number to trust blindly. First: how reliable has the model been on years of out-of-sample data it never saw during fitting. Second: a live, append-only record of this site's own daily predictions, scored after the fact.

Descriptive statistics, not signals — touching a level is not earning money on it. Every number on this page ships with its sample size (n) and confidence interval. See methodology.

When we say X%, how often does it happen?

Every grid probability is bucketed by what we predicted (10-point-percentage bins) and compared against the realized rate on out-of-sample data — 2018–2026, data the fitting process never touched (fitting period: 2010–2017). If the model is honest, the realized bar should sit right on top of the predicted bar in every bucket.

Futures (index, energy, metals)

MAE: 0.84 pp · n = 164,920,140

predictedrealized (out-of-sample)

0-10%

predicted 3.4% · realized 3.5% · n = 56,042,860

10-20%

predicted 15.1% · realized 15.0% · n = 20,652,607

20-30%

predicted 24.8% · realized 24.8% · n = 16,450,897

30-40%

predicted 34.3% · realized 34.3% · n = 11,760,851

40-50%

predicted 45.2% · realized 45.1% · n = 12,768,405

50-60%

predicted 53.8% · realized 53.7% · n = 7,300,159

60-70%

predicted 65.9% · realized 65.8% · n = 9,908,539

70-80%

predicted 74.0% · realized 73.6% · n = 12,967,003

80-90%

predicted 86.1% · realized 86.2% · n = 16,535,975

90-100%

predicted 90.3% · realized 89.9% · n = 532,844

FX majors (mid-price)

MAE: 0.49 pp · n = 776,797,176

predictedrealized (out-of-sample)

0-10%

predicted 2.4% · realized 2.4% · n = 410,478,455

10-20%

predicted 14.7% · realized 15.2% · n = 85,032,162

20-30%

predicted 24.5% · realized 25.3% · n = 46,212,284

30-40%

predicted 35.0% · realized 35.6% · n = 48,007,249

40-50%

predicted 45.2% · realized 46.3% · n = 27,125,949

50-60%

predicted 55.3% · realized 56.2% · n = 38,443,925

60-70%

predicted 64.0% · realized 64.9% · n = 42,457,281

70-80%

predicted 75.8% · realized 76.4% · n = 36,150,469

80-90%

predicted 83.5% · realized 83.9% · n = 42,889,402

90-100%

no held-out observations in this bucket

Buckets are ranked honestly — including the ones with the largest gap, not just the flattering ones. Weight is n_held (held-out sample size) per grid point, so thinly-sampled corners of the grid don't get equal say with the well-sampled center.

Month by month since 2018

Same check as the reliability tables above, but every single month instead of a pooled bucket: 09:30 ET, +0.5 ATR, on CL, ES, GC, NQ, RTY, YM. Predicted is the number fixed during the fitting period (data through 2017 only) — nothing after that touched the numbers.

overall gap

0.13 pp

|mean predicted − realized| over all 103 months

worst month

15.77 pp

2018-01 — including the months it fit worse

Brier score

0.239

over 13,278 market-sessions

20267 months · avg gap 2.49 pp · n = 900

month	n	predicted	realized	Brier
2026-07	132	39.3%	34.8%	0.230
2026-06	132	39.3%	40.9%	0.241
2026-05	126	39.3%	42.9%	0.246
2026-04	126	39.3%	35.7%	0.231
2026-03	138	39.3%	40.6%	0.241
2026-02	120	39.3%	38.3%	0.236
2026-01	126	39.3%	41.3%	0.242

202512 months · avg gap 5.21 pp · n = 1,544

month	n	predicted	realized	Brier
2025-12	126	39.3%	29.4%	0.217
2025-11	126	39.3%	44.4%	0.249
2025-10	132	39.3%	35.6%	0.231
2025-09	132	39.3%	49.2%	0.260
2025-08	126	39.3%	39.7%	0.240
2025-07	138	39.3%	36.2%	0.232
2025-06	132	39.3%	50.8%	0.263
2025-05	126	39.3%	38.1%	0.235
2025-04	126	39.3%	29.4%	0.218
2025-03	132	39.3%	44.7%	0.250
2025-02	120	39.3%	38.3%	0.236
2025-01	128	39.3%	38.3%	0.237

202412 months · avg gap 4.06 pp · n = 1,554

month	n	predicted	realized	Brier
2024-12	126	39.3%	31.8%	0.223
2024-11	120	39.3%	35.8%	0.231
2024-10	138	39.3%	41.3%	0.243
2024-09	132	39.3%	36.4%	0.233
2024-08	126	39.3%	36.5%	0.233
2024-07	138	39.3%	47.8%	0.257
2024-06	126	39.3%	44.4%	0.248
2024-05	132	39.3%	29.5%	0.218
2024-04	132	39.3%	40.9%	0.243
2024-03	120	39.3%	42.5%	0.246
2024-02	126	39.3%	39.7%	0.239
2024-01	138	39.3%	40.6%	0.241

202312 months · avg gap 5.34 pp · n = 1,542

month	n	predicted	realized	Brier
2023-12	114	39.3%	44.7%	0.249
2023-11	132	39.3%	40.2%	0.240
2023-10	138	39.3%	40.6%	0.242
2023-09	120	39.3%	36.7%	0.233
2023-08	138	39.3%	44.2%	0.249
2023-07	132	39.3%	48.5%	0.258
2023-06	126	39.3%	49.2%	0.259
2023-05	138	39.3%	34.1%	0.227
2023-04	120	39.3%	35.0%	0.229
2023-03	132	39.3%	47.0%	0.255
2023-02	120	39.3%	34.2%	0.227
2023-01	132	39.3%	47.0%	0.254

202212 months · avg gap 3.47 pp · n = 1,548

month	n	predicted	realized	Brier
2022-12	120	39.3%	35.8%	0.231
2022-11	132	39.3%	35.6%	0.231
2022-10	132	39.3%	42.4%	0.244
2022-09	126	39.3%	37.3%	0.234
2022-08	138	39.3%	47.8%	0.257
2022-07	126	39.3%	46.8%	0.253
2022-06	132	39.3%	39.4%	0.238
2022-05	138	39.3%	34.1%	0.227
2022-04	114	39.3%	39.5%	0.238
2022-03	138	39.3%	37.7%	0.235
2022-02	120	39.3%	40.8%	0.244
2022-01	132	39.3%	43.2%	0.247

202112 months · avg gap 2.08 pp · n = 1,548

month	n	predicted	realized	Brier
2021-12	126	39.3%	42.1%	0.244
2021-11	132	39.3%	37.1%	0.233
2021-10	126	39.3%	41.3%	0.243
2021-09	132	39.3%	39.4%	0.239
2021-08	138	39.3%	39.1%	0.238
2021-07	126	39.3%	36.5%	0.232
2021-06	132	39.3%	34.8%	0.229
2021-05	132	39.3%	37.9%	0.236
2021-04	120	39.3%	33.3%	0.226
2021-03	138	39.3%	39.1%	0.238
2021-02	120	39.3%	42.5%	0.245
2021-01	126	39.3%	38.9%	0.238

202012 months · avg gap 4.19 pp · n = 1,550

month	n	predicted	realized	Brier
2020-12	126	39.3%	44.4%	0.250
2020-11	132	39.3%	31.1%	0.221
2020-10	126	39.3%	39.7%	0.239
2020-09	132	39.3%	34.8%	0.229
2020-08	132	39.3%	39.4%	0.238
2020-07	132	39.3%	38.6%	0.237
2020-06	132	39.3%	37.1%	0.234
2020-05	126	39.3%	37.3%	0.234
2020-04	126	39.3%	33.3%	0.226
2020-03	137	39.3%	42.3%	0.244
2020-02	117	39.3%	48.7%	0.258
2020-01	132	39.3%	48.5%	0.257

201912 months · avg gap 4.38 pp · n = 1,548

month	n	predicted	realized	Brier
2019-12	126	39.3%	46.0%	0.253
2019-11	120	39.3%	35.0%	0.229
2019-10	138	39.3%	42.0%	0.244
2019-09	132	39.3%	30.3%	0.220
2019-08	126	39.3%	31.8%	0.223
2019-07	138	39.3%	42.8%	0.245
2019-06	126	39.3%	38.9%	0.238
2019-05	132	39.3%	42.4%	0.245
2019-04	126	39.3%	29.4%	0.218
2019-03	126	39.3%	36.5%	0.232
2019-02	120	39.3%	40.8%	0.242
2019-01	138	39.3%	40.6%	0.242

201812 months · avg gap 5.49 pp · n = 1,544

month	n	predicted	realized	Brier
2018-12	116	39.3%	27.6%	0.213
2018-11	126	39.3%	31.8%	0.222
2018-10	138	39.3%	40.6%	0.241
2018-09	126	39.3%	42.1%	0.244
2018-08	132	39.3%	44.7%	0.249
2018-07	138	39.3%	38.4%	0.237
2018-06	120	39.3%	44.2%	0.249
2018-05	138	39.3%	39.1%	0.239
2018-04	132	39.3%	29.5%	0.219
2018-03	120	39.3%	37.5%	0.235
2018-02	120	39.3%	35.0%	0.229
2018-01	138	39.3%	55.1%	0.272

Live track record

Accumulates from launch day. Every morning's map is frozen with a timestamp before the session opens (09:30 ET) and scored after the close (16:00 ET) — no cherry-picking possible. Frozen columns are never edited; only the outcome is filled in afterward.

No predictions recorded yet — this section fills in automatically starting the first trading day after launch. Here's the schema every row will follow:

date	symbol	level (ATR)	predicted p	outcome	freeze → realized
(empty — accumulates from launch)