Live Track Record
Every prediction is scored against actual price data after the horizon elapses. No hypothetical numbers. No backtest-only claims. This is the real forward test, accumulating since March 2026.
Live AUC by Horizon
AUC measures ranking ability, not hit rate. An AUC of 0.75 means: take one hour where a spike did happen and one where it didn't — the model correctly assigns a higher score to the spike hour 75% of the time.
Spike probability is calibrated. A 30% score means a 30% chance the move exceeds the threshold — roughly 3x the baseline rate (~10%). In live scoring, signals in the 30–50% band produce threshold-exceeding moves 32.5% of the time, versus 6.1% for sub-15% signals.
Methodology
Two LightGBM models serve production: one optimized for sub-hourly horizons (15m-45m), one for hourly (1h-24h). Both are walk-forward validated on 18 years of M1 price data.
API Access
This track record is available programmatically via GET /rv/track-record. No authentication required. Export scored outcomes for independent verification.