| Model | Predictions | Accuracy | Avg Error % | Total PnL | Win Rate | Sharpe | Max drawdown | Always-up | Persistence | Buy & hold PnL | vs best baseline |
|---|---|---|---|---|---|---|---|---|---|---|---|
| linear 32 versions, trained on data up to 2026-10-01 to 2026-11-01 ACTIVE 🏆 Best Return | 31 | 64.5% | 1.1% | $-330.64 | 32.3% | -0.14 | -7.74% | 45.2% n=31 | 45.2% n=31 | $-6,041.58 | ✓ Beats baseline +19.4 pts vs always-up, p=0.024, n=31 |
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.