v05/25/2026 14:10:48 · UPDATED 2026-07-22 14:30 ET
Market Hours
Alert 2 high-conviction signals this run. 2026-07-22 14:30 ET
AMD $554.42 +2.26% · 2026-07-22 SIGNAL TIME · 2026-07-22 14:30

Model issues a high-conviction SELL on AMD for the next session. Probability sits 34 points below the coin-flip line and clears the model's calibrated decision threshold. Volatility is elevated (ATR 6.76%) and the volatility filter has triggered. Rolling accuracy on the last 8 calls is 25%, under breakeven — size accordingly.

How to read this signal

Probability is the model's estimated chance the stock closes up on the next bar. 50% is a coin flip; values above lean UP, below lean DOWN.

Confidence is HIGH when the probability sits far enough from 50% — in either direction — to clear the model's calibrated threshold. LOW means it's in the coin-flip zone.

Direction is BUY when prob ≥ 50%, SELL otherwise. The arrow color matches the call.

A 42% probability with HIGH confidence means the model is confidently predicting DOWN — it sees a 58% chance of falling, decisive enough to clear the threshold.

ATR % (Average True Range, 14-day) measures recent daily volatility as a percentage of price. A 2% ATR means the stock typically moves ~2% intraday. Higher values signal choppier conditions and wider expected swings on the predicted bar.

Shadow (no-MC) is a sibling model trained without Monte Carlo features. It's shown as a single line in the Latest Signal panel so you can sanity-check whether the MC simulation features are actually changing the call. A Δ badge appears on the ticker tile when the two variants disagree on direction or differ by ≥10 probability points.

Price · last 100 sessions +176.9%

Latest Signal

SELL 16%
Confidence
HIGH
Vol Filter
Triggered
Win Rate (n=8)
2W-6L · 25%
Previous
ATR
6.76%
Model
v05/25/2026 14:10:48
Shadow (no-MC) ▼ SELL 16% Agrees

Decision Path · Top features

VWAP deviation value 3.87 · contribution 31%
Distance from volume-weighted avg price
RSI (14) value 56.2 · contribution 25%
Momentum: >70 overbought, <30 oversold
Is Thursday value 0 · contribution 23%
ATR % value 6.76 · contribution 21%
Volatility as % of price
Contributions are weighted impurity reductions along the decision tree's path for this feature vector — what mattered for this prediction, not the model's global feature importance.

Monte Carlo Outlook · 1-day, 1000 paths

Expected
-0.00%
Median (P50)
+0.01%
90% range
-0.45%  /  +0.44%
P(close ≥ flat)
51%
Bootstrap simulation over the last 252 trading days, 1,000 paths. The 90% range brackets where the next-bar close lands in 90% of simulated outcomes — not a guarantee.

Recent Runs · Last 15

TimeDirectionProbConfATR%Model
07-22 14:30 DOWN ⬇ 16% HIGH 6.76 v05/25/2026 14:10:48
07-22 09:01 DOWN ⬇ 16% HIGH 6.96 v05/25/2026 14:10:48
07-21 14:30 DOWN ⬇ 16% HIGH 6.96 v05/25/2026 14:10:48
07-21 09:01 DOWN ⬇ 16% HIGH 7.54 v05/25/2026 14:10:48
07-20 14:30 DOWN ⬇ 16% HIGH 7.54 v05/25/2026 14:10:48
07-20 09:01 DOWN ⬇ 16% HIGH 8.13 v05/25/2026 14:10:48
07-17 14:30 DOWN ⬇ 16% HIGH 8.13 v05/25/2026 14:10:48
07-17 09:01 DOWN ⬇ 13% HIGH 7.79 v05/25/2026 14:10:48
07-16 14:30 DOWN ⬇ 13% HIGH 7.79 v05/25/2026 14:10:48
07-16 09:01 DOWN ⬇ 16% HIGH 7.33 v05/25/2026 14:10:48
07-15 14:30 DOWN ⬇ 16% HIGH 7.33 v05/25/2026 14:10:48
07-15 09:01 DOWN ⬇ 16% HIGH 6.62 v05/25/2026 14:10:48
07-14 14:30 DOWN ⬇ 16% HIGH 6.62 v05/25/2026 14:10:48
07-14 09:01 DOWN ⬇ 16% HIGH 6.85 v05/25/2026 14:10:48
07-13 14:30 DOWN ⬇ 16% HIGH 6.85 v05/25/2026 14:10:48
UPRO $141.89 +0.07% · 2026-07-22 SIGNAL TIME · 2026-07-22 14:30

Model issues a high-conviction SELL on UPRO for the next session. Probability sits 26 points below the coin-flip line and clears the model's calibrated decision threshold. Volatility is running hot (ATR 2.52%). Rolling accuracy on the last 8 calls sits at 88%, comfortably above breakeven.

How to read this signal

Probability is the model's estimated chance the stock closes up on the next bar. 50% is a coin flip; values above lean UP, below lean DOWN.

Confidence is HIGH when the probability sits far enough from 50% — in either direction — to clear the model's calibrated threshold. LOW means it's in the coin-flip zone.

Direction is BUY when prob ≥ 50%, SELL otherwise. The arrow color matches the call.

A 42% probability with HIGH confidence means the model is confidently predicting DOWN — it sees a 58% chance of falling, decisive enough to clear the threshold.

ATR % (Average True Range, 14-day) measures recent daily volatility as a percentage of price. A 2% ATR means the stock typically moves ~2% intraday. Higher values signal choppier conditions and wider expected swings on the predicted bar.

Shadow (no-MC) is a sibling model trained without Monte Carlo features. It's shown as a single line in the Latest Signal panel so you can sanity-check whether the MC simulation features are actually changing the call. A Δ badge appears on the ticker tile when the two variants disagree on direction or differ by ≥10 probability points.

Price · last 100 sessions +23.1%

Latest Signal

SELL 24%
Confidence
HIGH
Vol Filter
Not triggered
Win Rate (n=8)
7W-1L · 88%
Previous
ATR
2.52%
Model
v05/25/2026 14:10:35
Shadow (no-MC) ▼ SELL 24% Agrees

Decision Path · Top features

Volume Ratio value 0.28 · contribution 41%
Is Mar value 0 · contribution 34%
RSI (14) value 50.8 · contribution 15%
Momentum: >70 overbought, <30 oversold
Day Of Month value 22 · contribution 10%
Contributions are weighted impurity reductions along the decision tree's path for this feature vector — what mattered for this prediction, not the model's global feature importance.

Monte Carlo Outlook · 1-day, 1000 paths

Expected
-0.00%
Median (P50)
+0.00%
90% range
-0.24%  /  +0.24%
P(close ≥ flat)
51%
Bootstrap simulation over the last 252 trading days, 1,000 paths. The 90% range brackets where the next-bar close lands in 90% of simulated outcomes — not a guarantee.

Recent Runs · Last 15

TimeDirectionProbConfATR%Model
07-22 14:30 DOWN ⬇ 24% HIGH 2.52 v05/25/2026 14:10:35
07-22 09:00 UP ⬆ 92% HIGH 2.62 v05/25/2026 14:10:35
07-21 14:30 UP ⬆ 92% HIGH 2.62 v05/25/2026 14:10:35
07-21 09:00 UP ⬆ 54% LOW 2.71 v05/25/2026 14:10:35
07-20 14:30 UP ⬆ 54% LOW 2.71 v05/25/2026 14:10:35
07-20 09:00 UP ⬆ 54% LOW 2.79 v05/25/2026 14:10:35
07-17 14:30 UP ⬆ 54% LOW 2.79 v05/25/2026 14:10:35
07-17 09:00 UP ⬆ 54% LOW 2.68 v05/25/2026 14:10:35
07-16 14:30 UP ⬆ 54% LOW 2.68 v05/25/2026 14:10:35
07-16 09:00 DOWN ⬇ 13% HIGH 2.78 v05/25/2026 14:10:35
07-15 14:30 DOWN ⬇ 13% HIGH 2.78 v05/25/2026 14:10:35
07-15 09:00 UP ⬆ 54% LOW 2.90 v05/25/2026 14:10:35
07-14 14:30 UP ⬆ 54% LOW 2.90 v05/25/2026 14:10:35
07-14 09:00 UP ⬆ 54% LOW 3.19 v05/25/2026 14:10:35
07-13 14:30 UP ⬆ 54% LOW 3.19 v05/25/2026 14:10:35
AAPL $323.93 -1.02% · 2026-07-22 SIGNAL TIME · 2026-07-22 14:30

Model leans LONG on AAPL but conviction is low. Probability is only 15 points above 50% — inside the coin-flip zone the calibrated threshold treats as noise. Volatility is contained (ATR 2.39%). Rolling accuracy on the last 8 calls is 50%, near coin-flip.

How to read this signal

Probability is the model's estimated chance the stock closes up on the next bar. 50% is a coin flip; values above lean UP, below lean DOWN.

Confidence is HIGH when the probability sits far enough from 50% — in either direction — to clear the model's calibrated threshold. LOW means it's in the coin-flip zone.

Direction is BUY when prob ≥ 50%, SELL otherwise. The arrow color matches the call.

A 42% probability with HIGH confidence means the model is confidently predicting DOWN — it sees a 58% chance of falling, decisive enough to clear the threshold.

ATR % (Average True Range, 14-day) measures recent daily volatility as a percentage of price. A 2% ATR means the stock typically moves ~2% intraday. Higher values signal choppier conditions and wider expected swings on the predicted bar.

Shadow (no-MC) is a sibling model trained without Monte Carlo features. It's shown as a single line in the Latest Signal panel so you can sanity-check whether the MC simulation features are actually changing the call. A Δ badge appears on the ticker tile when the two variants disagree on direction or differ by ≥10 probability points.

Price · last 100 sessions +22.6%

Latest Signal

BUY 65%
Confidence
LOW
Vol Filter
Not triggered
Win Rate (n=8)
4W-4L · 50%
Previous
ATR
2.39%
Model
v05/25/2026 14:10:42
Shadow (no-MC) ▲ BUY 65% Agrees

Decision Path · Top features

Month value 7 · contribution 41%
Seasonality
Close Position value 0.102 · contribution 30%
Vol regime value 0.573 · contribution 20%
Short vs long volatility ratio
Volume Ratio value 0.696 · contribution 9%
Contributions are weighted impurity reductions along the decision tree's path for this feature vector — what mattered for this prediction, not the model's global feature importance.

Monte Carlo Outlook · 1-day, 1000 paths

Expected
-0.00%
Median (P50)
+0.00%
90% range
-0.16%  /  +0.16%
P(close ≥ flat)
51%
Bootstrap simulation over the last 252 trading days, 1,000 paths. The 90% range brackets where the next-bar close lands in 90% of simulated outcomes — not a guarantee.

Recent Runs · Last 15

TimeDirectionProbConfATR%Model
07-22 14:30 UP ⬆ 65% LOW 2.39 v05/25/2026 14:10:42
07-22 09:01 UP ⬆ 52% LOW 2.43 v05/25/2026 14:10:42
07-21 14:30 UP ⬆ 52% LOW 2.43 v05/25/2026 14:10:42
07-21 09:01 DOWN ⬇ 31% LOW 2.47 v05/25/2026 14:10:42
07-20 14:30 DOWN ⬇ 31% LOW 2.47 v05/25/2026 14:10:42
07-20 09:01 UP ⬆ 80% HIGH 2.39 v05/25/2026 14:10:42
07-17 14:30 UP ⬆ 80% HIGH 2.39 v05/25/2026 14:10:42
07-17 09:01 UP ⬆ 52% LOW 2.42 v05/25/2026 14:10:42
07-16 14:30 UP ⬆ 52% LOW 2.42 v05/25/2026 14:10:42
07-16 09:01 UP ⬆ 52% LOW 2.79 v05/25/2026 14:10:42
07-15 14:30 UP ⬆ 52% LOW 2.79 v05/25/2026 14:10:42
07-15 09:01 UP ⬆ 52% LOW 2.74 v05/25/2026 14:10:42
07-14 14:30 UP ⬆ 52% LOW 2.74 v05/25/2026 14:10:42
07-14 09:01 UP ⬆ 65% LOW 2.76 v05/25/2026 14:10:42
07-13 14:30 UP ⬆ 65% LOW 2.76 v05/25/2026 14:10:42
GOOGL $346.48 -0.66% · 2026-07-22 SIGNAL TIME · 2026-07-22 14:30

Model leans LONG on GOOGL but conviction is low. Probability is only 12 points above 50% — inside the coin-flip zone the calibrated threshold treats as noise. Volatility is running hot (ATR 2.85%). Rolling accuracy on the last 8 calls is 25%, under breakeven — size accordingly.

How to read this signal

Probability is the model's estimated chance the stock closes up on the next bar. 50% is a coin flip; values above lean UP, below lean DOWN.

Confidence is HIGH when the probability sits far enough from 50% — in either direction — to clear the model's calibrated threshold. LOW means it's in the coin-flip zone.

Direction is BUY when prob ≥ 50%, SELL otherwise. The arrow color matches the call.

A 42% probability with HIGH confidence means the model is confidently predicting DOWN — it sees a 58% chance of falling, decisive enough to clear the threshold.

ATR % (Average True Range, 14-day) measures recent daily volatility as a percentage of price. A 2% ATR means the stock typically moves ~2% intraday. Higher values signal choppier conditions and wider expected swings on the predicted bar.

Shadow (no-MC) is a sibling model trained without Monte Carlo features. It's shown as a single line in the Latest Signal panel so you can sanity-check whether the MC simulation features are actually changing the call. A Δ badge appears on the ticker tile when the two variants disagree on direction or differ by ≥10 probability points.

Price · last 100 sessions +11.1%

Latest Signal

BUY 62%
Confidence
LOW
Vol Filter
Not triggered
Win Rate (n=8)
2W-6L · 25%
Previous
ATR
2.85%
Model
v05/25/2026 14:10:45
Shadow (no-MC) ▲ BUY 62% Agrees

Decision Path · Top features

Day Of Month value 22 · contribution 42%
ATR % value 2.85 · contribution 30%
Volatility as % of price
Is Mar value 0 · contribution 28%
Contributions are weighted impurity reductions along the decision tree's path for this feature vector — what mattered for this prediction, not the model's global feature importance.

Monte Carlo Outlook · 1-day, 1000 paths

Expected
-0.00%
Median (P50)
+0.00%
90% range
-0.20%  /  +0.20%
P(close ≥ flat)
51%
Bootstrap simulation over the last 252 trading days, 1,000 paths. The 90% range brackets where the next-bar close lands in 90% of simulated outcomes — not a guarantee.

Recent Runs · Last 15

TimeDirectionProbConfATR%Model
07-22 14:30 UP ⬆ 62% LOW 2.85 v05/25/2026 14:10:45
07-22 09:01 UP ⬆ 62% LOW 2.89 v05/25/2026 14:10:45
07-21 14:30 UP ⬆ 62% LOW 2.89 v05/25/2026 14:10:45
07-21 09:01 UP ⬆ 62% LOW 2.93 v05/25/2026 14:10:45
07-20 14:30 UP ⬆ 62% LOW 2.93 v05/25/2026 14:10:45
07-20 09:01 UP ⬆ 62% LOW 2.95 v05/25/2026 14:10:45
07-17 14:30 UP ⬆ 62% LOW 2.95 v05/25/2026 14:10:45
07-17 09:01 UP ⬆ 62% LOW 2.61 v05/25/2026 14:10:45
07-16 14:30 UP ⬆ 62% LOW 2.61 v05/25/2026 14:10:45
07-16 09:01 UP ⬆ 62% LOW 2.41 v05/25/2026 14:10:45
07-15 14:30 UP ⬆ 62% LOW 2.41 v05/25/2026 14:10:45
07-15 09:01 UP ⬆ 62% LOW 2.38 v05/25/2026 14:10:45
07-14 14:30 UP ⬆ 62% LOW 2.38 v05/25/2026 14:10:45
07-14 09:01 UP ⬆ 62% LOW 2.41 v05/25/2026 14:10:45
07-13 14:30 UP ⬆ 62% LOW 2.41 v05/25/2026 14:10:45
SPY $748.46 +0.03% · 2026-07-22 SIGNAL TIME · 2026-07-22 14:30

Model leans SHORT on SPY but conviction is low. Probability is only 12 points below 50% — inside the coin-flip zone the calibrated threshold treats as noise. Volatility is contained (ATR 0.88%). Rolling accuracy on the last 8 calls is 25%, under breakeven — size accordingly.

How to read this signal

Probability is the model's estimated chance the stock closes up on the next bar. 50% is a coin flip; values above lean UP, below lean DOWN.

Confidence is HIGH when the probability sits far enough from 50% — in either direction — to clear the model's calibrated threshold. LOW means it's in the coin-flip zone.

Direction is BUY when prob ≥ 50%, SELL otherwise. The arrow color matches the call.

A 42% probability with HIGH confidence means the model is confidently predicting DOWN — it sees a 58% chance of falling, decisive enough to clear the threshold.

ATR % (Average True Range, 14-day) measures recent daily volatility as a percentage of price. A 2% ATR means the stock typically moves ~2% intraday. Higher values signal choppier conditions and wider expected swings on the predicted bar.

Shadow (no-MC) is a sibling model trained without Monte Carlo features. It's shown as a single line in the Latest Signal panel so you can sanity-check whether the MC simulation features are actually changing the call. A Δ badge appears on the ticker tile when the two variants disagree on direction or differ by ≥10 probability points.

Price · last 100 sessions +9.1%

Latest Signal

SELL 38%
Confidence
LOW
Vol Filter
Not triggered
Win Rate (n=8)
2W-6L · 25%
Previous
ATR
0.88%
Model
v05/25/2026 14:10:32
Shadow (no-MC) ▼ SELL 38% Agrees

Decision Path · Top features

Is Mar value 0 · contribution 34%
Is Oct value 0 · contribution 23%
ATR % value 0.882 · contribution 18%
Volatility as % of price
Is Jun value 0 · contribution 14%
Close Position value 0.567 · contribution 11%
Contributions are weighted impurity reductions along the decision tree's path for this feature vector — what mattered for this prediction, not the model's global feature importance.

Monte Carlo Outlook · 1-day, 1000 paths

Expected
-0.00%
Median (P50)
+0.00%
90% range
-0.08%  /  +0.08%
P(close ≥ flat)
51%
Bootstrap simulation over the last 252 trading days, 1,000 paths. The 90% range brackets where the next-bar close lands in 90% of simulated outcomes — not a guarantee.

Recent Runs · Last 15

TimeDirectionProbConfATR%Model
07-22 14:30 DOWN ⬇ 38% LOW 0.88 v05/25/2026 14:10:32
07-22 09:00 DOWN ⬇ 38% LOW 0.92 v05/25/2026 14:10:32
07-21 14:30 DOWN ⬇ 38% LOW 0.92 v05/25/2026 14:10:32
07-21 09:00 DOWN ⬇ 38% LOW 0.94 v05/25/2026 14:10:32
07-20 14:30 DOWN ⬇ 38% LOW 0.94 v05/25/2026 14:10:32
07-20 09:00 DOWN ⬇ 38% LOW 0.98 v05/25/2026 14:10:32
07-17 14:30 DOWN ⬇ 38% LOW 0.98 v05/25/2026 14:10:32
07-17 09:00 DOWN ⬇ 38% LOW 0.96 v05/25/2026 14:10:32
07-16 14:30 DOWN ⬇ 38% LOW 0.96 v05/25/2026 14:10:32
07-16 09:00 DOWN ⬇ 38% LOW 1.01 v05/25/2026 14:10:32
07-15 14:30 DOWN ⬇ 38% LOW 1.01 v05/25/2026 14:10:32
07-15 09:00 DOWN ⬇ 38% LOW 1.04 v05/25/2026 14:10:32
07-14 14:30 DOWN ⬇ 38% LOW 1.04 v05/25/2026 14:10:32
07-14 09:00 DOWN ⬇ 38% LOW 1.13 v05/25/2026 14:10:32
07-13 14:30 DOWN ⬇ 38% LOW 1.13 v05/25/2026 14:10:32
AMZN $243.07 -2.08% · 2026-07-22 SIGNAL TIME · 2026-07-22 14:30

Model leans SHORT on AMZN but conviction is low. Probability is only 9 points below 50% — inside the coin-flip zone the calibrated threshold treats as noise. Volatility is contained (ATR 2.47%). Rolling accuracy on the last 8 calls is 50%, near coin-flip.

How to read this signal

Probability is the model's estimated chance the stock closes up on the next bar. 50% is a coin flip; values above lean UP, below lean DOWN.

Confidence is HIGH when the probability sits far enough from 50% — in either direction — to clear the model's calibrated threshold. LOW means it's in the coin-flip zone.

Direction is BUY when prob ≥ 50%, SELL otherwise. The arrow color matches the call.

A 42% probability with HIGH confidence means the model is confidently predicting DOWN — it sees a 58% chance of falling, decisive enough to clear the threshold.

ATR % (Average True Range, 14-day) measures recent daily volatility as a percentage of price. A 2% ATR means the stock typically moves ~2% intraday. Higher values signal choppier conditions and wider expected swings on the predicted bar.

Shadow (no-MC) is a sibling model trained without Monte Carlo features. It's shown as a single line in the Latest Signal panel so you can sanity-check whether the MC simulation features are actually changing the call. A Δ badge appears on the ticker tile when the two variants disagree on direction or differ by ≥10 probability points.

Price · last 100 sessions +15.7%

Latest Signal

SELL 41%
Confidence
LOW
Vol Filter
Not triggered
Win Rate (n=8)
4W-4L · 50%
Previous
ATR
2.47%
Model
v05/25/2026 14:10:37
Shadow (no-MC) ▼ SELL 41% Agrees

Decision Path · Top features

ATR % value 2.47 · contribution 51%
Volatility as % of price
Close Position value 0.0992 · contribution 31%
Volume Ratio value 0.504 · contribution 17%
Contributions are weighted impurity reductions along the decision tree's path for this feature vector — what mattered for this prediction, not the model's global feature importance.

Monte Carlo Outlook · 1-day, 1000 paths

Expected
-0.00%
Median (P50)
+0.00%
90% range
-0.21%  /  +0.20%
P(close ≥ flat)
51%
Bootstrap simulation over the last 252 trading days, 1,000 paths. The 90% range brackets where the next-bar close lands in 90% of simulated outcomes — not a guarantee.

Recent Runs · Last 15

TimeDirectionProbConfATR%Model
07-22 14:30 DOWN ⬇ 41% LOW 2.47 v05/25/2026 14:10:37
07-22 09:00 DOWN ⬇ 41% LOW 2.54 v05/25/2026 14:10:37
07-21 14:30 DOWN ⬇ 41% LOW 2.54 v05/25/2026 14:10:37
07-21 09:00 UP ⬆ 68% LOW 2.54 v05/25/2026 14:10:37
07-20 14:30 UP ⬆ 68% LOW 2.54 v05/25/2026 14:10:37
07-20 09:00 DOWN ⬇ 6% HIGH 2.88 v05/25/2026 14:10:37
07-17 14:30 DOWN ⬇ 6% HIGH 2.88 v05/25/2026 14:10:37
07-17 09:00 DOWN ⬇ 6% HIGH 2.75 v05/25/2026 14:10:37
07-16 14:30 DOWN ⬇ 6% HIGH 2.75 v05/25/2026 14:10:37
07-16 09:00 DOWN ⬇ 35% LOW 2.89 v05/25/2026 14:10:37
07-15 14:30 DOWN ⬇ 35% LOW 2.89 v05/25/2026 14:10:37
07-15 09:00 DOWN ⬇ 11% HIGH 2.99 v05/25/2026 14:10:37
07-14 14:30 DOWN ⬇ 11% HIGH 2.99 v05/25/2026 14:10:37
07-14 09:00 DOWN ⬇ 11% HIGH 2.98 v05/25/2026 14:10:37
07-13 14:30 DOWN ⬇ 11% HIGH 2.98 v05/25/2026 14:10:37
NVDA $213.74 +3.64% · 2026-07-22 SIGNAL TIME · 2026-07-22 14:30

Model leans SHORT on NVDA but conviction is low. Probability is only 8 points below 50% — inside the coin-flip zone the calibrated threshold treats as noise. Volatility is elevated (ATR 3.26%) and the volatility filter has triggered. Rolling accuracy on the last 8 calls is 25%, under breakeven — size accordingly.

How to read this signal

Probability is the model's estimated chance the stock closes up on the next bar. 50% is a coin flip; values above lean UP, below lean DOWN.

Confidence is HIGH when the probability sits far enough from 50% — in either direction — to clear the model's calibrated threshold. LOW means it's in the coin-flip zone.

Direction is BUY when prob ≥ 50%, SELL otherwise. The arrow color matches the call.

A 42% probability with HIGH confidence means the model is confidently predicting DOWN — it sees a 58% chance of falling, decisive enough to clear the threshold.

ATR % (Average True Range, 14-day) measures recent daily volatility as a percentage of price. A 2% ATR means the stock typically moves ~2% intraday. Higher values signal choppier conditions and wider expected swings on the predicted bar.

Shadow (no-MC) is a sibling model trained without Monte Carlo features. It's shown as a single line in the Latest Signal panel so you can sanity-check whether the MC simulation features are actually changing the call. A Δ badge appears on the ticker tile when the two variants disagree on direction or differ by ≥10 probability points.

Price · last 100 sessions +20.6%

Latest Signal

SELL 42%
Confidence
LOW
Vol Filter
Triggered
Win Rate (n=8)
2W-6L · 25%
Previous
ATR
3.26%
Model
v05/25/2026 14:10:40
Shadow (no-MC) ▼ SELL 42% Agrees

Decision Path · Top features

ATR % value 3.26 · contribution 61%
Volatility as % of price
Volume Ratio value 1.3 · contribution 20%
Day Of Month value 22 · contribution 20%
Contributions are weighted impurity reductions along the decision tree's path for this feature vector — what mattered for this prediction, not the model's global feature importance.

Monte Carlo Outlook · 1-day, 1000 paths

Expected
-0.00%
Median (P50)
+0.00%
90% range
-0.23%  /  +0.23%
P(close ≥ flat)
51%
Bootstrap simulation over the last 252 trading days, 1,000 paths. The 90% range brackets where the next-bar close lands in 90% of simulated outcomes — not a guarantee.

Recent Runs · Last 15

TimeDirectionProbConfATR%Model
07-22 14:30 DOWN ⬇ 42% LOW 3.26 v05/25/2026 14:10:40
07-22 09:00 DOWN ⬇ 15% HIGH 3.24 v05/25/2026 14:10:40
07-21 14:30 DOWN ⬇ 15% HIGH 3.24 v05/25/2026 14:10:40
07-21 09:00 DOWN ⬇ 38% LOW 3.31 v05/25/2026 14:10:40
07-20 14:30 DOWN ⬇ 38% LOW 3.31 v05/25/2026 14:10:40
07-20 09:00 DOWN ⬇ 42% LOW 3.38 v05/25/2026 14:10:40
07-17 14:30 DOWN ⬇ 42% LOW 3.38 v05/25/2026 14:10:40
07-17 09:00 UP ⬆ 89% HIGH 3.17 v05/25/2026 14:10:40
07-16 14:30 UP ⬆ 89% HIGH 3.17 v05/25/2026 14:10:40
07-16 09:00 DOWN ⬇ 39% LOW 3.24 v05/25/2026 14:10:40
07-15 14:30 DOWN ⬇ 39% LOW 3.24 v05/25/2026 14:10:40
07-15 09:00 UP ⬆ 100% HIGH 3.10 v05/25/2026 14:10:40
07-14 14:30 UP ⬆ 100% HIGH 3.10 v05/25/2026 14:10:40
07-14 09:00 DOWN ⬇ 38% LOW 3.23 v05/25/2026 14:10:40
07-13 14:30 DOWN ⬇ 38% LOW 3.23 v05/25/2026 14:10:40
LLY $1,163.03 -0.21% · 2026-07-22 SIGNAL TIME · 2026-07-22 14:30

Model leans SHORT on LLY but conviction is low. Probability is only 3 points below 50% — inside the coin-flip zone the calibrated threshold treats as noise. Volatility is running hot (ATR 2.80%). Rolling accuracy on the last 8 calls is 50%, near coin-flip.

How to read this signal

Probability is the model's estimated chance the stock closes up on the next bar. 50% is a coin flip; values above lean UP, below lean DOWN.

Confidence is HIGH when the probability sits far enough from 50% — in either direction — to clear the model's calibrated threshold. LOW means it's in the coin-flip zone.

Direction is BUY when prob ≥ 50%, SELL otherwise. The arrow color matches the call.

A 42% probability with HIGH confidence means the model is confidently predicting DOWN — it sees a 58% chance of falling, decisive enough to clear the threshold.

ATR % (Average True Range, 14-day) measures recent daily volatility as a percentage of price. A 2% ATR means the stock typically moves ~2% intraday. Higher values signal choppier conditions and wider expected swings on the predicted bar.

Shadow (no-MC) is a sibling model trained without Monte Carlo features. It's shown as a single line in the Latest Signal panel so you can sanity-check whether the MC simulation features are actually changing the call. A Δ badge appears on the ticker tile when the two variants disagree on direction or differ by ≥10 probability points.

Price · last 100 sessions +10.6%

Latest Signal

SELL 47%
Confidence
LOW
Vol Filter
Not triggered
Win Rate (n=8)
4W-4L · 50%
Previous
ATR
2.80%
Model
v05/25/2026 14:10:50
Shadow (no-MC) ▼ SELL 39% Agrees

Decision Path · Top features

ATR % value 2.8 · contribution 43%
Volatility as % of price
Vol regime value 0.486 · contribution 22%
Short vs long volatility ratio
Mc 1D Prob Breakeven value 0.51 · contribution 21%
Is Jun value 0 · contribution 14%
Contributions are weighted impurity reductions along the decision tree's path for this feature vector — what mattered for this prediction, not the model's global feature importance.

Monte Carlo Outlook · 1-day, 1000 paths

Expected
+0.00%
Median (P50)
+0.01%
90% range
-0.25%  /  +0.26%
P(close ≥ flat)
51%
Bootstrap simulation over the last 252 trading days, 1,000 paths. The 90% range brackets where the next-bar close lands in 90% of simulated outcomes — not a guarantee.

Recent Runs · Last 15

TimeDirectionProbConfATR%Model
07-22 14:30 DOWN ⬇ 47% LOW 2.80 v05/25/2026 14:10:50
07-22 09:01 DOWN ⬇ 47% LOW 2.96 v05/25/2026 14:10:50
07-21 14:30 DOWN ⬇ 47% LOW 2.96 v05/25/2026 14:10:50
07-21 09:01 DOWN ⬇ 47% LOW 3.07 v05/25/2026 14:10:50
07-20 14:30 DOWN ⬇ 47% LOW 3.07 v05/25/2026 14:10:50
07-20 09:01 DOWN ⬇ 14% HIGH 3.05 v05/25/2026 14:10:50
07-17 14:30 DOWN ⬇ 14% HIGH 3.05 v05/25/2026 14:10:50
07-17 09:01 DOWN ⬇ 47% LOW 3.40 v05/25/2026 14:10:50
07-16 14:30 DOWN ⬇ 47% LOW 3.40 v05/25/2026 14:10:50
07-16 09:01 DOWN ⬇ 47% LOW 3.38 v05/25/2026 14:10:50
07-15 14:30 DOWN ⬇ 47% LOW 3.38 v05/25/2026 14:10:50
07-15 09:01 DOWN ⬇ 47% LOW 3.41 v05/25/2026 14:10:50
07-14 14:30 DOWN ⬇ 47% LOW 3.41 v05/25/2026 14:10:50
07-14 09:01 DOWN ⬇ 47% LOW 3.16 v05/25/2026 14:10:50
07-13 14:30 DOWN ⬇ 47% LOW 3.16 v05/25/2026 14:10:50

AAPL

Total Return
109.8%
+85.3% vs B&H
Sharpe
2.15
Max DD
27.2%
Alpha
0.8529

AMD

Total Return
10.6%
-236.5% vs B&H
Sharpe
1.50
Max DD
2.3%
Alpha
-2.3647

AMZN

Total Return
209.3%
+191.4% vs B&H
Sharpe
2.62
Max DD
27.6%
Alpha
1.9135

GOOGL

Total Return
-22.2%
-119.1% vs B&H
Sharpe
-0.28
Max DD
47.4%
Alpha
-1.1912

LLY

Total Return
527.2%
+498.2% vs B&H
Sharpe
2.42
Max DD
26.7%
Alpha
4.9823

NVDA

Total Return
98.8%
+51.9% vs B&H
Sharpe
3.82
Max DD
4.1%
Alpha
0.5188

SPY

Total Return
348.3%
+323.5% vs B&H
Sharpe
3.68
Max DD
21.7%
Alpha
3.2352

UPRO

Total Return
14.6%
-38.1% vs B&H
Sharpe
1.33
Max DD
7.6%
Alpha
-0.3812
ClusterSizeShareOvernight Δ (mean)Abnormal Rate
-1 251 46.7% 0.0163 8.4%
0 46 8.6% 0.1673 4.3%
1 105 19.5% 0.0780 0.0%
2 47 8.7% -0.1656 8.5%
3 89 16.5% 0.1233 1.1%
SCORPIUS · QUANTITATIVE INFERENCE BUILD v05/25/2026 14:10:48 RESEARCH OUTPUT · NOT FINANCIAL ADVICE UPDATED 2026-07-22 14:30 ET