How it works
A neural network scores each asset's recent volatility, returns, and
drawdown to estimate the chance of a high-volatility regime over the
next five trading days — enough warning to size positions or delay
entries before the swing rather than after it.
Model accuracy
60.5% on held-out data against a 54.5%
baseline (ROC-AUC 0.632) — a modest but real edge. Treat it as an
early-warning signal, not a guarantee.
Data
assets from public end-of-day price
history. Forecasts refresh when new market data is published; figures
shown are as of .
For informational purposes only. Not investment advice, and not a
recommendation to buy or sell any security. Volatility forecasts describe
the expected size of price swings, not their direction.