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Model track record.

Out-of-sample hit rates per model and horizon, aggregated across all tracked tickers. Green = beats the always-up baseline.

ModelHorizon3 months12 monthsAll time
Trend follower
1 week
40%2179/5461base 48%
41%3632/8888base 48%
41%3468/8436base 48%
↳1 month———
Momentum
1 week
36%1969/5488base 48%
34%3003/8887base 48%
34%2759/8124base 49%
↳1 month———
Statistical trend
1 week———
↳1 month
34%336/994base 50%
36%736/2041base 49%
39%2162/5591base 54%
Multi-factor + newsAI
1 week
32%216/672base 53%
37%1479/4001base 48%
37%1356/3679base 48%
↳1 month———

Green = beats always-up baseline

Format: hit rate % · hits/total · baseline %

Accuracy reflects technical signals only for the Multi-factor + news model.

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