Sep. 4 at 7:41 AM
My model is BULLISH among BASIC MATERIALS for today:
$CNL /
$RIO #1
$MNTK
$MINE $LXU (CON_Y)
Peach: SSL
Convexity: MAKO
Statistical Test: Y
EXPANDED TOP 10 PORTFOLIO (UNIQUE)]
Sample Size : 10 targets
Tickers Evaluated : YMAT, GRML, INHD, RETO, TII, SSL, GGB, NXTS, MUX, SGML
Mean Actual Forward Excursion : +56.47% (p-val: 0.0277) <-- (Continuous Edge)
Mean Synthetic Jump : +47.29%
Empirical Hit Rate (> Hurdle) : 40.00% (p-val: 0.0290)
Brier Score (Calibration) : 0.2615 (0 is perfect)
Info. Coef. (ρ) : -0.8061 (p-val: 0.0049)