Accuracy Metrics

Every evening after the USDCAD market closes, the model publishes a directional forecast for the next trading day. The next day's actual close is compared to the forecast and the result is recorded in real time. All predictions are strictly out-of-sample: the model has never seen this data during training.

Overall Accuracy

7d

0.0%

95% CI: 0.0% – 43.4%

0 / 5 correct

30d

28.6%

95% CI: 13.8% – 50.0%

6 / 21 correct

90d

28.6%

95% CI: 13.8% – 50.0%

6 / 21 correct

All time

28.6%

95% CI: 13.8% – 50.0%

6 / 21 correct

How accuracy is calculated — All predictions with a known actual outcome are counted — Bull, Bear, and Uncertain. A prediction is correct when the model's signal matches the actual outcome for that day.
What the confidence range means — The range is a 95% Wilson confidence interval. It shows the plausible range for the model's true long-run accuracy given the available data. A wide range means too few predictions to draw firm conclusions — it narrows naturally as more forecasts accumulate.

Confusion Matrix

↓ / →BullBearUncertain
Bull000
Bear0013
Uncertain206

Precision & Recall

SignalPrecisionRecall
Bull0.0%
Bear0.0%
Uncertain31.6%75.0%
Rows show what actually happened. Columns show what the model predicted. Green numbers on the diagonal = correct calls. Off-diagonal = mistakes.

Precision — Of all days the model called Bull, what share were actually bullish? High precision means few false alarms.

Recall — Of all days that were actually bullish, what share did the model catch? High recall means few missed moves.

Last updated: 2026-08-18T03:09:33Z