Today's readings
What the engine is trusting
Tomorrow's predictions, every ticker
Scorecard
Rolling hit rate and CRPS skill
PIT histogram
This month's recommendation
Twelve months out, as a fan
Stationary block bootstrap on the last five years of daily returns, demeaned and re drifted toward the long run average. The centre of this fan is the 98 year average, not a prediction.
Diagnostics, display only
Tests of whether the index series is distinguishable from a random walk. None of these feed a decision.
This month's split
All goldNeutralMore silver
What drove it
The mix, and the fund for each piece
How the sleeves move together
Correlation of daily rupee returns over the window every sleeve shares. This is the input that decides the weights, so it is worth seeing rather than trusting.
What this actually did, walked forward
The route, and what it really costs
Where to buy it
The indicators
Computed from LBMA benchmark fixings, the settlement price the global bullion market actually uses: .