MODEL COMPARISON

Compare accuracy across all model components to identify the most reliable signals

Total Evaluated
228
88 cone + 140 direction
Cone Dir. Accuracy
22.7%
88 predictions
Direction Hit Rate
57.1%
140 predictions
Composite Records
156
6 sub-methods

Model Directional Accuracy Rankings

#ModelCategoryEvaluatedHit RateConfidence
1Direction ForecastDIRECTION140
57%
9.1%
2GARCH ConeCONE79
24%
3HESTON ConeCONE5
20%
4MERTON ConeCONE4
0%

Accuracy by Asset Type

GARCH Cone

crypto
7%
futures
29%
stock
22%

HESTON Cone

crypto
0%
stock
100%
futures
0%

MERTON Cone

crypto
0%
futures
0%

Direction Forecast

crypto
57%
stock
29%
futures
59%

Direction Forecast by Regime

low vol
57%
80/140 correct
Avg confidence: 9.1%
Model accuracy is tracked automatically as predictions mature. Cone models are evaluated at 30/60/90-day horizons. Direction forecasts are evaluated at their respective timeframe (daily/weekly/monthly).