Live Trading Signals

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Signal Distribution & Confidence

Timeframe Breakdown

Trading Signals --

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Ticker Date Signal Price Confidence Probability Horizon Expected % TP1 TP3 SL1 SL3 Timeframe
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REGIME
BULL
NEXT REFRESH
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UNIVERSE
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PREDICTIONS
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ENGINE
v0.8.4

Model Performance Matrix

Live metrics from all ML models · Updated every 5min

Model Accuracy Precision Recall F1 Sharpe Max DD Win Rate Avg Return Volatility Last Update
XGBoost 0.847 0.823 0.801 0.812 1.84 -12.4% 68.2% +2.3% 14.2% 2m ago
LightGBM 0.839 0.815 0.794 0.804 1.72 -14.1% 66.8% +2.1% 15.3% 2m ago
RandomForest 0.821 0.798 0.783 0.790 1.58 -16.2% 64.3% +1.8% 16.1% 2m ago
CatBoost 0.852 0.831 0.809 0.820 1.91 -11.8% 69.1% +2.5% 13.8% 2m ago
Ensemble (Voting) 0.863 0.841 0.819 0.830 2.03 -10.2% 71.4% +2.8% 12.9% 2m ago
FinRL-PPO 1.84 -15.3% +3.2% 18.4% 5m ago
FinRL-SAC 1.92 -13.7% +3.5% 17.2% 5m ago
Qlib-LGB 1.67 -18.1% +2.2% 19.3% 10m ago
Top Features (by Importance)
XGBoost
FeatureImportanceGainCover
RSI_14
0.234
0.1820.091
MACD_Signal
0.189
0.1560.084
BB_Width
0.167
0.1420.078
Volume_MA_Ratio
0.143
0.1280.071
ATR_Norm
0.124
0.1090.064
Close_SMA_30_Ratio
0.108
0.0950.058
Momentum_20
0.092
0.0810.052
ADX_14
0.078
0.0670.046
Monte Carlo Risk Analysis
1000 sims
VaR (95%)
-2.42%
Daily, 1000 sims
CVaR (95%)
-3.18%
Tail risk
Max Drawdown
-18.7%
Worst scenario
Sharpe (mean)
1.84 ± 0.32
252-day rolling
Win Probability
68.3%
P(return > 0)
Kelly Fraction
0.23
Optimal sizing
PercentileReturnSharpeMaxDD
99th+8.4%2.81-5.2%
95th+5.2%2.34-8.1%
75th+3.1%1.92-12.4%
50th+1.8%1.67-15.8%
25th-0.2%1.34-19.3%
5th-2.8%0.89-24.7%
Live Hedge Weights
Real-time from Supabase
Algorithm: Multiplicative Weights Update (MWU)
Method: --
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Live Probabilities
From ML Pipeline
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Lopez de Prado Analysis
Triple Barrier + Purged CV
Fractional Diff (d)
0.42
Sample Uniqueness
0.78
Label Entropy
1.42 bits
Avg Barrier Hit
3.2 days
Vertical Hits
23.4%
Meta-Label Acc
0.712
LabelCountPctAvg ReturnAvg DurationHit RateSample Weight
ACCEPT (1)1,24742.3%+3.2%4.1d71.2%1.18
REJECT (-1)98233.4%-2.8%3.8d68.4%1.24
BREAK (0)71324.3%-0.4%5.2d0.89