Brier Score
FairDirection forecast calibration (bullish/bearish/neutral). Lower is better.
0.264
469 resolved forecasts · target < 0.20
BS = (1 − p)² when correct
CRPS
PoorQuantile forecast quality (P10 / P50 / P90). Lower is better.
7.925
446 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: 01 Sept 2026, 13:41 · 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 We do not publish a value for the current engine generation. This is a scoping decision, not a shortage of data: our track record does carry enough closed trades for the statistic. Until the metric is recomputed on the current generation, the card below reports “insufficient data”. We show it empty rather than quietly omitting it — and we would rather say why than let it imply we have traded less than we have.