Rolling out-of-sample scoring · walk-forward calibration
Aggregate · 96 scored checkpoints
MAE
$1.99
Mean absolute error
MAPE
3.0%
Mean abs % error
Dir. Accuracy
58.3%
Correct direction
80% Coverage
97.9%
Target: 80%
95% Coverage
100.0%
Target: 95%
CRPS
2.35
Probabilistic score
Performance over time (last 30 scores)
MAE over time
Directional accuracy (rolling)
95% interval coverage
CRPS over time
By horizon bucket
| Horizon | N | MAE | Dir. Acc | 95% Cov | CRPS |
|---|---|---|---|---|---|
| Medium (≤180d) | 96 | $1.99 | 58.3% | 100.0% | 2.35 |
By market regime
MAE
$1.99
Dir. Acc
58.3%
95% Coverage
100.0%
Individual scored entries
| Generated | Forecast Days | Checkpoint | Spot | Predicted | Realized | MAE | MAPE | Dir | In 95% |
|---|---|---|---|---|---|---|---|---|---|
Aug 17, 26v1.1.0 | 130d | +30d | $65.91 | $67.21 | $64.29 | $2.92 | 4.5% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $65.91 | $66.53 | $66.22 | $0.31 | 0.5% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +30d | $65.91 | $67.21 | $64.29 | $2.92 | 4.5% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $65.91 | $66.53 | $66.22 | $0.31 | 0.5% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $65.91 | $66.24 | $68.54 | $2.30 | 3.4% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $65.91 | $66.07 | $68.03 | $1.96 | 2.9% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $65.91 | $65.99 | $63.94 | $2.05 | 3.2% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +30d | $65.91 | $65.80 | $64.29 | $1.51 | 2.4% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $65.91 | $65.85 | $66.22 | $0.37 | 0.6% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +30d | $65.69 | $66.94 | $64.29 | $2.65 | 4.1% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $65.69 | $66.27 | $66.22 | $0.05 | 0.1% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $65.69 | $65.98 | $68.54 | $2.56 | 3.7% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $65.69 | $65.81 | $68.03 | $2.22 | 3.3% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $65.69 | $65.73 | $63.94 | $1.79 | 2.8% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +30d | $65.69 | $66.85 | $64.29 | $2.56 | 4.0% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $65.69 | $66.23 | $66.22 | $0.01 | 0.0% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $65.69 | $65.96 | $68.54 | $2.58 | 3.8% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $65.69 | $65.80 | $68.03 | $2.23 | 3.3% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $65.69 | $65.72 | $63.94 | $1.78 | 2.8% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +30d | $65.91 | $65.81 | $64.29 | $1.52 | 2.4% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $65.91 | $65.86 | $66.22 | $0.36 | 0.6% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $65.91 | $65.89 | $68.54 | $2.65 | 3.9% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $65.91 | $65.90 | $68.03 | $2.13 | 3.1% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $65.91 | $65.91 | $63.94 | $1.97 | 3.1% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +30d | $66.13 | $67.40 | $64.29 | $3.11 | 4.8% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $66.13 | $66.72 | $66.22 | $0.50 | 0.8% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $66.13 | $66.42 | $68.54 | $2.12 | 3.1% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $66.13 | $66.26 | $68.03 | $1.77 | 2.6% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $66.13 | $66.17 | $63.94 | $2.23 | 3.5% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +30d | $66.16 | $66.41 | $64.29 | $2.12 | 3.3% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $66.16 | $66.28 | $66.22 | $0.06 | 0.1% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $66.16 | $66.22 | $68.54 | $2.32 | 3.4% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $66.16 | $66.19 | $68.03 | $1.84 | 2.7% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $66.16 | $66.17 | $63.94 | $2.23 | 3.5% | ✗ | ✓ |
Aug 16, 26v1.1.0 | 130d | +30d | $65.09 | $66.38 | $63.24 | $3.14 | 5.0% | ✗ | ✓ |
Aug 16, 26v1.1.0 | 130d | +14d | $65.09 | $65.71 | $66.22 | $0.51 | 0.8% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +7d | $65.09 | $65.42 | $68.54 | $3.12 | 4.5% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +3d | $65.09 | $65.26 | $65.73 | $0.47 | 0.7% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +1d | $65.09 | $65.18 | $66.12 | $0.94 | 1.4% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +30d | $65.11 | $66.39 | $63.24 | $3.15 | 5.0% | ✗ | ✓ |
Aug 16, 26v1.1.0 | 130d | +14d | $65.11 | $65.73 | $66.22 | $0.49 | 0.7% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +7d | $65.11 | $65.44 | $68.54 | $3.10 | 4.5% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +3d | $65.11 | $65.27 | $65.73 | $0.46 | 0.7% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +1d | $65.11 | $65.19 | $66.12 | $0.93 | 1.4% | ✓ | ✓ |
Aug 24, 26v1.1.0 | 130d | +3d | $69.33 | $69.46 | $69.43 | $0.03 | 0.0% | ✓ | ✓ |
Aug 24, 26v1.1.0 | 130d | +1d | $69.33 | $69.37 | $68.64 | $0.73 | 1.1% | ✗ | ✓ |
Aug 22, 26v1.1.0 | 130d | +30d | $69.53 | $70.92 | $65.82 | $5.10 | 7.7% | ✗ | ✓ |
Aug 22, 26v1.1.0 | 130d | +14d | $69.53 | $70.20 | $66.05 | $4.15 | 6.3% | ✗ | ✓ |
Aug 22, 26v1.1.0 | 130d | +7d | $69.53 | $69.89 | $67.00 | $2.89 | 4.3% | ✗ | ✓ |
Aug 22, 26v1.1.0 | 130d | +3d | $69.53 | $69.71 | $68.64 | $1.07 | 1.6% | ✗ | ✓ |
Aug 22, 26v1.1.0 | 130d | +1d | $69.53 | $69.62 | $68.54 | $1.08 | 1.6% | ✗ | ✓ |
Aug 20, 26v1.1.0 | 130d | +30d | $68.13 | $69.49 | $66.56 | $2.93 | 4.4% | ✗ | ✓ |
Aug 20, 26v1.1.0 | 130d | +14d | $68.13 | $68.78 | $66.97 | $1.81 | 2.7% | ✗ | ✓ |
Aug 20, 26v1.1.0 | 130d | +7d | $68.13 | $68.48 | $69.43 | $0.95 | 1.4% | ✓ | ✓ |
Aug 20, 26v1.1.0 | 130d | +3d | $68.13 | $68.30 | $68.54 | $0.24 | 0.3% | ✓ | ✓ |
Aug 20, 26v1.1.0 | 130d | +1d | $68.13 | $68.22 | $69.47 | $1.25 | 1.8% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $65.91 | $66.24 | $68.54 | $2.30 | 3.4% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $65.91 | $66.07 | $68.03 | $1.96 | 2.9% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $65.91 | $65.99 | $63.94 | $2.05 | 3.2% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $65.91 | $65.88 | $68.54 | $2.66 | 3.9% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $65.91 | $65.89 | $68.03 | $2.14 | 3.1% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $65.91 | $65.90 | $63.94 | $1.96 | 3.1% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +30d | $65.91 | $67.21 | $64.29 | $2.92 | 4.5% | ✗ | ✓ |
Aug 17, 26v1.1.0 | 130d | +14d | $65.91 | $66.53 | $66.22 | $0.31 | 0.5% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +7d | $65.91 | $66.24 | $68.54 | $2.30 | 3.4% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +3d | $65.91 | $66.07 | $68.03 | $1.96 | 2.9% | ✓ | ✓ |
Aug 17, 26v1.1.0 | 130d | +1d | $65.91 | $65.99 | $63.94 | $2.05 | 3.2% | ✗ | ✓ |
Aug 16, 26v1.1.0 | 130d | +30d | $65.11 | $66.35 | $63.24 | $3.11 | 4.9% | ✗ | ✓ |
Aug 16, 26v1.1.0 | 130d | +14d | $65.11 | $65.69 | $66.22 | $0.53 | 0.8% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +7d | $65.11 | $65.40 | $68.54 | $3.14 | 4.6% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +3d | $65.11 | $65.23 | $65.73 | $0.50 | 0.8% | ✓ | ✓ |
Aug 16, 26v1.1.0 | 130d | +1d | $65.11 | $65.15 | $66.12 | $0.97 | 1.5% | ✓ | ✓ |
Aug 16, 26v1.0.0 | 130d | +30d | $65.11 | $72.18 | $63.24 | $8.94 | 14.1% | ✗ | ✓ |
Aug 16, 26v1.0.0 | 130d | +14d | $65.11 | $68.32 | $66.22 | $2.10 | 3.2% | ✓ | ✓ |
Aug 16, 26v1.0.0 | 130d | +7d | $65.11 | $66.69 | $68.54 | $1.85 | 2.7% | ✓ | ✓ |
Aug 16, 26v1.0.0 | 130d | +3d | $65.11 | $65.78 | $65.73 | $0.05 | 0.1% | ✓ | ✓ |
Aug 16, 26v1.0.0 | 130d | +1d | $65.11 | $65.33 | $66.12 | $0.79 | 1.2% | ✓ | ✓ |
Aug 15, 26v1.0.0 | 130d | +30d | $64.99 | $72.30 | $63.51 | $8.79 | 13.8% | ✗ | ✓ |
Aug 15, 26v1.0.0 | 130d | +14d | $64.99 | $68.43 | $67.00 | $1.43 | 2.1% | ✓ | ✓ |
Aug 15, 26v1.0.0 | 130d | +7d | $64.99 | $66.80 | $69.47 | $2.67 | 3.8% | ✓ | ✓ |
Aug 15, 26v1.0.0 | 130d | +3d | $64.99 | $65.89 | $63.94 | $1.95 | 3.0% | ✗ | ✓ |
Aug 15, 26v1.0.0 | 130d | +1d | $64.99 | $65.44 | $66.12 | $0.68 | 1.0% | ✓ | ✓ |
Aug 13, 26v1.0.0 | 130d | +30d | $64.58 | $66.38 | $64.55 | $1.83 | 2.8% | ✗ | ✓ |
Aug 13, 26v1.0.0 | 130d | +14d | $64.58 | $65.45 | $69.43 | $3.98 | 5.7% | ✓ | ✓ |
Aug 13, 26v1.0.0 | 130d | +7d | $64.58 | $65.04 | $68.03 | $2.99 | 4.4% | ✓ | ✓ |
Aug 13, 26v1.0.0 | 130d | +3d | $64.58 | $64.81 | $66.12 | $1.31 | 2.0% | ✓ | ✓ |
Aug 13, 26v1.0.0 | 130d | +30d | $64.58 | $66.38 | $64.55 | $1.83 | 2.8% | ✗ | ✓ |
Aug 13, 26v1.0.0 | 130d | +14d | $64.58 | $65.45 | $69.43 | $3.98 | 5.7% | ✓ | ✓ |
Aug 13, 26v1.0.0 | 130d | +7d | $64.58 | $65.04 | $68.03 | $2.99 | 4.4% | ✓ | ✓ |
Aug 13, 26v1.0.0 | 130d | +3d | $64.58 | $64.81 | $66.12 | $1.31 | 2.0% | ✓ | ✓ |
Aug 12, 26v1.0.0 | 130d | +30d | $65.50 | $67.28 | $64.55 | $2.73 | 4.2% | ✗ | ✓ |
Aug 12, 26v1.0.0 | 130d | +14d | $65.50 | $66.32 | $67.99 | $1.67 | 2.5% | ✓ | ✓ |
Aug 12, 26v1.0.0 | 130d | +7d | $65.50 | $65.91 | $65.73 | $0.18 | 0.3% | ✓ | ✓ |
Aug 11, 26v1.0.0 | 130d | +30d | $66.04 | $67.84 | $64.28 | $3.56 | 5.5% | ✗ | ✓ |
Aug 11, 26v1.0.0 | 130d | +14d | $66.04 | $66.87 | $68.64 | $1.77 | 2.6% | ✓ | ✓ |
Aug 11, 26v1.0.0 | 130d | +7d | $66.04 | $66.45 | $63.94 | $2.51 | 3.9% | ✗ | ✓ |