What is measured
We record the signal, confidence band, generation time, horizon, model version, and subsequent observed outcome.
METHODology
A model is useful only when it can be examined.
Our outputs are research signals, not personalised recommendations or automated trades.
The backtest result
In backtesting, KEPLYN BUY signals above 75% confidence returned an average of +3.2% over five trading days, versus +0.3% for the S&P 500 in the same periods.
What it does not mean
Past backtest performance is not indicative of future results. Market conditions, fees, execution and individual risk tolerance matter.