Indices

Expected move is the weighted median take-profit distance over the DIRECTIONAL forecasts in the cell — it is a size, not a target, and it carries no sign. Conviction is each model's stated confidence z-scored against its own trailing 30-day mean before averaging, so it measures "more confident than usual for this model", not "states higher numbers". It is an index score centred on 50, not a percentage: with z clipped to ±3 it can legitimately read below 0 or above 100.

A row is a hit when the sign of the sentiment matched the realised direction. Rows with no direction to be right about — a dead-flat market, or a sentiment of exactly zero — are excluded and are not counted in n.

How this is calculated: Methodology · Programmatic access: API

Calibration is a daily rollup over a closed UTC day, and a forecast belongs to the window its horizon closes in — so the newest complete row is normally yesterday's. Today's forecasts resolve into tomorrow's row. Latest complete row: 30 Sept 2026.

A bucket with a handful of calls behind it is a data point, not a verdict — its n is printed beside it for exactly that reason. Calls stated below 50 confidence are excluded from the buckets by the published methodology; they are counted, separately, in the tile above.

Discrimination is a model's own top-confidence tercile minus its own bottom tercile, in percentage points — it asks whether confidence still ranks outcomes even when its level is wrong. It reads — below 30 window rows: with about ten forecasts per tercile the number would be noise wearing a skill metric's name.

Rows are keyed by the id the forecast was stored under, exactly as the endpoint returns them — so the table reproduces from /api/v1/indices/calibration/ field for field. Where a lineup slot changed model version inside the window, both ids appear until the trailing 30 days pass the handover date; the marker under the name says which is which. The benchmark leaderboard, a different product surface, merges the lineage instead.

How this is calculated: Methodology · Programmatic access: API

The rollup closes with the UTC day, so the newest complete row is about a day behind. Latest complete row: —.

Source says where a model's multipliers came from: own cell is this exact model × horizon × timeframe. Anything else is the published fallback ladder — doubled window, timeframe pool, model pool — used until the cell itself clears the sample gate.

The sandbox toggle reads the ALL-instruments scope of this index: TP at the 50% reachability rung, SL at the 85% survival rung, per model, from the latest closed day. A model with no row here simply trades uncalibrated — no number is invented for it.

How this is calculated: Methodology · Programmatic access: API

These four figures are unweighted means over the settled days above — one day counts once, however many forecasts it held. They are a reading of a 30-day window, not a result: at this sample size the spread can narrow, vanish or invert, and if it does, that is what gets published here.

Every model keeps a small floor weight even at or below coin flip, so a bad run cannot silence one outright and the weighting has no discontinuity at the 50% line. Equal weights across the panel mean no model has yet cleared coin flip by enough to be weighted above the floor in this cell — that is a real state, not a missing one.

The scorecard is scoped to the selected horizon on the wire, so only that horizon's row is populated — the others state their absence rather than borrowing a neighbour's number.

How this is calculated: Methodology · Programmatic access: API