Lab · D · Consensus
The internal results of D · Consensus combining the three models: the acceptance rule, the distribution of the four states over time, and how similar the models are to each other.
Acceptance rule
What it is: Boxes saying, for each horizon, whether the consensus beats its components.
What data feeds it: The engineD result of the selected run; the hit rates in the same walk-forward window.
What it shows: Accepted, or which component is at least as good as the consensus.
What can be concluded from it: If the consensus is rejected, combining adds no value; usually a single model dominates and the others add noise.
Distribution of the four states over time
What it is: A stacked area chart of how many stocks are in the strong signal, event with unclear direction, weak and none states each day.
What data feeds it: The engineD result of the selected run; D · Consensus signals at the one-day horizon.
What it shows: For each day, in how many stocks each of the four states was seen, as coloured areas stacked on top of each other; the total height of the areas is the number of stocks for which a signal was produced that day.
What can be concluded from it: The "Event, direction unclear" area swelling in certain periods shows periods in which the market was eventful but directionless. It is normal for the strong signal area to stay thin all the time.
Correlation between model signals
What it is: The correlation matrix between the direction series of models A, B, C, D and W.
What data feeds it: The engineD result of the selected run; direction values on the same stock-days at the one-day horizon.
What it shows: Pearson correlation in the cells; blue positive, red negative.
What can be concluded from it: If the models are highly correlated with each other, they are reading the same information and the contribution of the consensus is limited. Low correlation means independent information, but that does not mean the independent information is valuable.
The investment information, comments and recommendations given here are not within the scope of investment advisory services. Investment advisory services are provided under an investment advisory agreement to be signed between a client and brokerage houses, portfolio management companies, or banks that do not accept deposits. The signals here are produced from historical data with statistical models, are shown the same to everyone and are not personalised; they may not suit your financial situation or your risk and return preferences. Therefore, making investment decisions based solely on the information given here may not produce results that meet your expectations.