How to Interpret Our Models

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Prediction vs Actual Correlation: This is the Pearson Correlation between model predicted % change and actual % change calculated over the last 150 days. Higher (closer to 1) means a more accurate model and lower (closer to -1) means a less accurate model.

Daily price correlation with S&P500: This is the Pearson Correlation between daily stock closing price % and the S&P500. It can be used to approximately gauge how sensitive a stock's movement is to the American equity market.

Helium Score: This is the average Pearson Correlation for same-day -> (up to) 10-day predictions. This serves as a quick indicator for how good a model is, where closer to +1 is best and -1 is worst.

Market IV: This is the Implied Volatility calculated using options prices (from options expiring closests to 50 days in the future)

Helium IV: This is Helium's estimate of the expected future volatility (for options expiring closests to 50 days in the future)

Proton Score: Proton score represents the magnitude of the difference in estimated uncertainty between Helium's models and the market as reflected in options prices. Models with high Proton Scores indicated potentially profitable trades for selling options when the Helium expected uncertainty is less than the market expected risk. When the Helium expected uncertainty is greater than the market uncertainty, it might be potentially profitable to buy options..

Percent Correct (up or down): This is the percent of the time our models predicted the correct direction of the price (either up or down) over the last 150 days.

Chance of False Correlation: We run simulations to estimate the % chance that a random model (just guessing) would outperform our given model over the last 150 days. Smaller means better.

Expected Forecast Error: Our models predict how much prediction error (absolute difference between predicted price and actual price) they expect to have in the future based on past model performance.

90% Confidence (IV): This is the expected 90% confidence interval based on Implied Volatility as reflected in the current option prices.

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Easily evaluate model performance over multiple days. Same-day means that predictions were made before market open trying to predict closing price the same day. 1 day means trying to predict the closing price the next day. Tip: Click and drag charts to zoom in. right click to zoom back out.

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Feedback: [email protected]

* Nothing on this website constitutes investment advice, performance data or any recommendation that any particular security, portfolio of securities, transaction or investment strategy is suitable for any specific person. Helium Trades is not responsible in any way for the accuracy of any model predictions or price data. Any mention of a particular security and related prediction data is not a recommendation to buy or sell that security. Investments in securities involve the risk of loss. Past performance is no guarantee of future results. Helium Trades is not responsible for any of your investment decisions, you should consult a financial expert before engaging in any transaction.