Methodology

• Evaluation Windows: Forecasts are evaluated at T+1 (1 day), T+3 (3 days), and T+7 (7 days) after publication.
• Price Data: Uses yfinance for historical prices (closing prices).
• Classification: A forecast is directionally correct if the price moved in the predicted direction (e.g., predicted positive → actual positive return).
• Correctness Criteria: Requires both: (1) Correct direction, and (2) Magnitude of movement aligns with trend strength.
• Calibration: Calibration measures whether forecasts are properly confidence-weighted. E.g., if we say 70% confidence, we should be correct 70% of the time.