Brier Score
FairDirection forecast calibration (bullish/bearish/neutral). Lower is better.
0.268
290 resolved forecasts · target < 0.20
BS = (1 − p)² when correct
CRPS
PoorQuantile forecast quality (P10 / P50 / P90). Lower is better.
7.204
258 quantile forecasts · target < 0.15
∫ (F(x) − 1{x ≥ y})² dx
Deflated Sharpe
Insufficient dataProbability that our edge survives multiple-testing bias correction. Higher is better.
Insufficient data
Insufficient data
DSR = Φ((SR − SR₀) · √(N − 1) / σ̂)
Last updated: 18 Jul 2026, 11:38 · Window: 90 days
How to read these metrics
- Brier measures how well our probabilities match the binary outcomes of forecasts (bullish/bearish/neutral). Correct trinomial variant: correct prediction at 70% confidence → ~0.09; opposite prediction → ~0.49. Lower = better. Target: < 0.20.
- CRPS (Continuous Ranked Probability Score) evaluates the quality of quantile forecasts — not just direction, but the entire distribution. Lower = better. Target: < 0.15.
- DSR (Deflated Sharpe Ratio) would be the probability that our edge survives multiple-testing bias correction (Bailey & Lopez de Prado 2014). Higher = better; a meaningful reading needs ≥ 0.95. We do not have a value yet — the metric requires at least 30 resolved trades in the published cohort and we have not reached that. The card below reports “insufficient data” and will keep doing so until the sample exists. We show it empty rather than quietly omitting it.