💡 Pro Tip: Higher confidence scores indicate stronger model consensus.
📈 Backtesting & Validation
What is Backtesting?
Backtesting validates model performance by testing predictions against historical outcomes (direction accuracy, not price accuracy to maintain compliance).
Key Metrics (Legal Compliant)
Measured Metrics:
• Direction Accuracy: % of correct ↑/↓ predictions
• MAPE: Mean Absolute Percentage Error
• R² Score: Model fit quality (0-100%)
💡 Pro Tip: Models with >70% direction accuracy are generally more reliable.
🔗 Model Correlation
Model Correlation Heatmap
Shows how similarly different models predict directional changes. High correlation = strong consensus.
Consensus Score
A single metric (0-100%) indicating overall model agreement.