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Top Seasonality Models with this Ticker
The best models are the ones with the Pure Seasonal R² closer to 1.
Understanding the Seasonality Scoring Metrics- Standard R² (Predictive): Measures raw price action correlation. Note that this metric can sometimes be inflated by underlying baselines like secular exponential growth or decay.
- Detrended R²: Strips away historical growth, removing the median secular trend from the hold-out data to provide a clearer view of recurring cycles.
- Pure Seasonal R² (Independently Flattened): Provides the ultimate shape correlation. It independently flattens both the hold-out data (using its own regression slope over the last 380 days) and the seasonal trend (using median start/end point slopes), anchoring both to a zero-slope axis before calculating correlation.
Top R-Squared Curve for Ticker Pairs
Below we list the last calculated coefficients of determination (R²) across different term periods in days for the ticker pair. The higher the R², the more correlated the ticker A gains are with the gains of ticker B in that sliding window of time measured in days. Gains measured using end of day prices at the close of the market.
Top Engle-Granger Cointegration Regressions (As Feature/X)
This is the summary of the best performing Engle-Granger cointegration regressions evaluated by our engine where this ticker acts as the feature asset (Function X). Prioritize low ADF p-values indicating strong cointegration, and look for a sigma offset of 2 standard deviations and above, or -2 standard deviations and below, measured close to the current date.
Top Engle-Granger Cointegration Regressions (As Target/Y)
This is the summary of the best performing Engle-Granger cointegration regressions where this ticker acts as the target asset (Function Y).
Top Constrained Ratio Spread Regression on Time Equations (As Right Expression)
This is the summary of the best performing Constrained Ratio Spread statistical regressions evaluated by our engine containing this ticker in the right expression. Prioritize low ADF p-values indicating cointegration, and look for sigma offsets at extremes (≥ 2 or ≤ -2).
Top Constrained Ratio Spread Regression on Time Equations (As Left Expression)
This is the summary of the best performing Constrained Ratio Spread statistical regressions evaluated by our engine containing this ticker in the left expression.