Public forecast documentation
Direction Brier score explained
For each observation, the direction Brier score is (p − y)², where p is the forecast probability of an upward move and y is 1 for up or 0 otherwise.
Historical audit snapshot created 2026-09-10 — not a live/current forecast
Formula and baseline
Brier = (1 / n) × Σᵢ₌₁ⁿ (pᵢ − yᵢ)²
For binary direction, lower is better. A constant 50% forecast has (0.5 − y)² = 0.25 for every outcome, so its score is exactly 0.25. The audited 0.250491 is slightly higher, not evidence of directional predictive skill.
| Metric | Observed | Reference | Careful interpretation |
|---|---|---|---|
| Direction Brier score | 0.250491 | 0.25 for a constant 50% probability | Slightly worse than the no-skill 50% baseline; no demonstrated directional skill. |
| Nominal 80% band coverage | 95% | 80% nominal coverage | Higher coverage may indicate bands were overly wide; this is not 95% predictive accuracy. |
Data provenance and recommended public export
The statistics shown here come only from the forecast audit snapshot created 2026-09-10. Current values remain on the external live product. The local scheduled-worker forecast table is a distinct implementation and is not represented as that external production feed.
Recommended source: a versioned, downloadable JSON and CSV dataset at the live product, with immutable issued and resolved rows, UTC timestamps, source venue, sample count n, scoring formulas, model version, and a content hash. The Dataset JSON-LD on this page preserves the audit date rather than implying freshness.