| Model | Predictions | Accuracy | Avg Error % | Total PnL | Win Rate | Sharpe | Max drawdown | Always-up | Persistence | Buy & hold PnL | vs best baseline |
|---|---|---|---|---|---|---|---|---|---|---|---|
| linear 93 versions, trained on data up to 2026-07-31 to 2026-11-01 ACTIVE 🏆 Best Return | 92 | 50.0% | 1.3% | $16,042.21 | 28.3% | 2.94 | -7.74% | 51.1% n=92 | 51.1% n=92 | $14,694.14 | ✗ Does not beat baseline -1.1 pts vs always-up, p=0.623, n=92 |
Baselines are scored on the same days as each model. Always-up predicts a rise every day; persistence repeats yesterday's direction. A model beats the baseline only when its accuracy is higher and the gap is statistically significant (one-sided binomial test, p < 0.05). Baselines are available for the daily timeframe only.