Forecast Accuracy
Calibration of the published record
Realized performance of every anchored forecast, measured against SPY from its frozen date. As of 2026-07-24 over 874 anchored names.
Realized adjusted-close return from each name's frozen anchor date to 2026-07-24. Anchors are recent — sample is thin and windows short; not annualized. Calibration strengthens as anchors age.
| Rating tier | N | Hit rate | Avg alpha vs SPY | Avg holding (days) |
|---|---|---|---|---|
| BUY | 61 | 65.6% | +0.7% | 7 |
| HOLD | 764 | 82.7% | +0.1% | 11 |
| SELL | 47 | 42.6% | +0.9% | 5 |
| All | 874 | 79.2% | +0.2% | 10 |
Directional hit rate (predicted vs realized sign): 51.7%. Brier score (target-implied probability): 0.264 (lower is better; 0.25 = coin flip).
Sources: frozen anchors output/performance/anchor_reg004.json, output/performance/anchor_regmid.json. Model output — not advice.