Prediction vs Realized Return

5-day forward return on archived predictions

Loading…

By Action—

By Confidence Band—

By Pillar Tertile High-vs-Low average return; positive = pillar predictive

Pillar	N	Low Acc	High Acc	Low Ret	High Ret	Lift
—

By Sector—

Sector	N	Accuracy	Avg Ret
—

By Day-of-Week—

DOW	N	Accuracy	Avg Ret
—