Prediction Accuracy
How VEXA Scores compared with what prices did 1 day, 1 week and 1 month later. Every recorded call counts, including the misses.
Method
* A score of 55 or more counts as an "up" call and 45 or less as a "down" call; 46-54 is neutral and not scored. * The starting price is the close on the day the score was recorded; the outcome is the close 1, 5 or 21 trading days later. * A call is correct when the price moved in the called direction. Calls whose horizon hasn't passed yet are "pending". * The baseline is how often prices simply rose over the same horizons, so accuracy can be judged against "always say up". * Forecast error is the Brier score of VEXA's up-probability (0 is perfect, 0.25 is what a constant 50% guess scores). Results only cover days since recording began, with the stocks in VEXA's price data. Small samples mean little.