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Forecast accuracy

Hit rate = share of realizations that landed inside the bull/bear cone around AFV at forecast time. Thin buckets show "insufficient data" instead of fake percentages.

Accuracy not published yet

We only show hit rates after a backtest run writes enough samples to forecast_accuracy_daily. Until then we will not display placeholder percentages.

Does the Buy/Sell label predict direction?

A different question from the table above — that one checks whether the fair-value forecast (AFV) itself was close to the truth. This checks whether the signal derived from it (STRONG BUY / BUY / HOLD / SELL / OVERPRICED) actually predicts which way the price moves next: mean/median forward price move over the following 30 days, grouped by the signal that was active at forecast time. Thin buckets show "insufficient data" instead of fake percentages — same rule as the table above.

Signal accuracy not published yet

We only show forward-return stats after a backtest run writes enough samples to signal_accuracy_daily. Until then we will not display placeholder percentages.

Run backend/scripts/eval_arbitrage_signal.py to populate this section.

Source: nightly eval_arbitrage_signal.py signal_accuracy_daily. Informational only — not financial advice.

Source: nightly / on-demand backtest_afv_hit_rate.py forecast_accuracy_daily. Informational only — not financial advice.