Signal Lab
Model ensemble · directional signalⓘ No proven directional edge at this 1-day horizon (walk-forward testing). Read this as a view to reason about, not a probability — the calibrated edge is the volatility range below.
· 2 of 4 models agree on bullish direction.
· Mixed price + fundamental signals (high input diversity).
· Votes weighted by measured calibration (Brier) — up: holt_trend; down: moving_average_directional.
Model Calibration
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Reliability of each model's stated confidence vs. its realized hit-rate over backtested history. The tick is what the model claimed; the bar is what happened. Brier scores the gap (lower is better; 0.25 ≈ coin flip). Descriptive research diagnostics, not advice.
NG – Ensemble Signal Note | logreg_directional | Bullish (Medium Confidence) The ensemble reads as cautiously bullish on NG, with 2 of 4 models aligned in that direction and the two highest-calibration models (holt_trend, moving_average_directional) both contributing bullish votes. The strongest supporting factor appears to be the Holt linear trend, which suggests sustained near-term momentum in the underlying price series, corroborated by an SMA-20/50 crossover signal. The most significant contradicting factor is the COT managed-money net delta of –30,692 contracts week-on-week, which suggests institutional positioning is moving against the directional signal and warrants caution; compounding this, the EIA storage delta of +1.4 Bcf vs. the 5-year seasonal norm, while only marginally above seasonal, does not provide a strong fundamental tailwind. Confidence band: moderate, consistent with 2/4 model agreement and elevated volatility regime. The signal could be invalidated if managed-money net positioning continues to deteriorate materially or if subsequent EIA prints shift the storage delta toward a more pronounced surplus relative to seasonal norms.
| Horizon End | Model | Dir | Conf | Exp % | Real % | Δ | Out |
|---|---|---|---|---|---|---|---|