Live Model Diagnostics

Signal Model Performance

Directional accuracy across Bitcoin, Ethereum, Gold, Silver, Oil, Brent, Dow Jones, S&P 500, NVIDIA and Apple — validated on market data the system never encountered during training. No look-ahead. No data leakage. No survivorship bias. Numbers reflect real forward-looking labels only.
36,000–210,000 signals per asset  ·  M5 timeframe  ·  5-fold time-series cross-validation  ·  up to 2 years of market history
Per-Asset Performance
Crypto
Bitcoin
Directional Accuracy
58.6%
BUY / SELL correct direction

Overall 3-Class Accuracy
44.8%
BUY / SELL / WAIT · random = 33.3%

vs direction
+8.6pp
Crypto
Ethereum
Directional Accuracy
58.9%
BUY / SELL correct direction

Overall 3-Class Accuracy
44.8%
BUY / SELL / WAIT · random = 33.3%

vs direction
+8.9pp
Commodity
Gold
Directional Accuracy
62.4%
BUY / SELL correct direction

Overall 3-Class Accuracy
50.2%
BUY / SELL / WAIT · random = 33.3%

vs direction
+12.4pp
Commodity
Silver
Directional Accuracy
62.0%
BUY / SELL correct direction

Overall 3-Class Accuracy
43.8%
BUY / SELL / WAIT · random = 33.3%

vs direction
+12.0pp
Energy
Oil (WTI)
Directional Accuracy
60.2%
BUY / SELL correct direction

Overall 3-Class Accuracy
51.0%
BUY / SELL / WAIT · random = 33.3%

vs direction
+10.2pp
Energy
Brent Oil
Directional Accuracy
60.5%
BUY / SELL correct direction

Overall 3-Class Accuracy
50.9%
BUY / SELL / WAIT · random = 33.3%

vs direction
+10.5pp
Index
S&P 500
Directional Accuracy
62.1%
BUY / SELL correct direction

Overall 3-Class Accuracy
50.4%
BUY / SELL / WAIT · random = 33.3%

vs direction
+12.1pp
Equity
NVIDIA
Directional Accuracy
62.5%
BUY / SELL correct direction

Overall 3-Class Accuracy
51.1%
BUY / SELL / WAIT · random = 33.3%

vs direction
+12.5pp
Equity
Apple
Directional Accuracy
63.4%
BUY / SELL correct direction

Overall 3-Class Accuracy
50.3%
BUY / SELL / WAIT · random = 33.3%

vs direction
+13.4pp
Index
Dow Jones
Directional Accuracy
61.3%
BUY / SELL correct direction

Overall 3-Class Accuracy
50.2%
BUY / SELL / WAIT · random = 33.3%

vs direction
+11.3pp
Why two accuracy numbers? The model outputs three classes: BUY, SELL, or WAIT. Overall accuracy measures all three — including WAIT signals, which are deliberately issued when conviction is low. Directional accuracy only measures the BUY/SELL calls against a 50% coin-flip baseline. That is the number that matters for trading: when the model commits to a direction, how often is it right?
Conviction Calibration — The Higher the Confidence, the More Accurate
Historical Accuracy by Confidence Bucket
Overall accuracy  ·  directional accuracy in parentheses
Confidence Bitcoin Ethereum Gold Silver Oil (WTI) Brent Dow Jones S&P 500 NVIDIA Apple Rating
45 – 55% 46.4% (59.9% dir) 45.8% (59.8% dir) 46.9% (60.6% dir) 48.3% (60.7% dir) 48.2% (58.1% dir) 48.8% (59.3% dir) 47.6% (60.0% dir) 47.9% (59.7% dir) 47.4% (59.4% dir) 46.8% (61.6% dir) Moderate
55 – 65% 54.5% (66.8% dir) 57.5% (69.7% dir) 62.5% (70.1% dir) 61.5% (68.8% dir) 60.8% (67.9% dir) 63.3% (69.7% dir) 64.2% (70.5% dir) 63.6% (70.7% dir) 61.6% (69.7% dir) 64.2% (72.7% dir) High
65 – 75% 63.6% (72.2% dir) 71.1% (79.0% dir) 81.2% (81.7% dir) 78.8% (78.0% dir) 75.1% (78.2% dir) 81.7% (83.2% dir) 80.9% (82.3% dir) 78.8% (79.6% dir) 76.5% (77.9% dir) 84.3% (83.0% dir) High
75%+ 84.0% (81.2% dir) 85.1% (87.8% dir) 91.3% (88.0% dir) 87.1% (78.0% dir) 90.1% (86.2% dir) 93.5% (90.7% dir) 91.3% (89.5% dir) 86.8% (86.0% dir) 89.5% (85.3% dir) 95.4% (90.0% dir) Peak
What this means: Conviction is monotonically calibrated — accuracy rises consistently as the model's confidence increases. At 75%+ conviction, BTC signals have been correct 84.0% of the time across 430 historical instances, and ETH signals 85.1% correct across 322 instances. These high-conviction signals are rare by design: the model holds back unless the evidence is strong. Users can see the current conviction level on every signal in the app.
Signal Quality — Correct Calls Move More
Average Price Move: Correct vs Incorrect Signals
Measured over the 6-bar lookahead window after signal issuance
Bitcoin
Correct calls
+0.244%
Incorrect calls
+0.183%
Quality gap
+33%
Ethereum
Correct calls
+0.366%
Incorrect calls
+0.264%
Quality gap
+39%
Gold
Correct calls
+0.18%
Incorrect calls
+0.131%
Quality gap
+37%
Silver
Correct calls
+0.408%
Incorrect calls
+0.319%
Quality gap
+28%
Oil (WTI)
Correct calls
+0.306%
Incorrect calls
+0.248%
Quality gap
+23%
Brent Oil
Correct calls
+0.291%
Incorrect calls
+0.230%
Quality gap
+26%
Dow Jones
Correct calls
+0.091%
Incorrect calls
+0.066%
Quality gap
+38%
S&P 500
Correct calls
+0.083%
Incorrect calls
+0.062%
Quality gap
+34%
NVIDIA
Correct calls
+0.629%
Incorrect calls
+0.436%
Quality gap
+44%
Apple
Correct calls
+0.343%
Incorrect calls
+0.238%
Quality gap
+44%
Why the quality gap matters: Even when the model is wrong about direction, the magnitude of the move tends to be smaller. When it is right, the move is larger. This asymmetry — correct calls catching bigger moves, incorrect calls occurring on smaller noise — is the structural trading edge beyond raw accuracy alone.
How the Model Works
Architecture Overview
Signal pipeline · from raw price data to BUY / SELL / WAIT
Signal Type
3-class classification — BUY, SELL, or WAIT. The WAIT class is a deliberate output, not a fallback. The model withholds a directional call when evidence is insufficient, reducing noise and false positives.
Label Generation
Maximum Favorable Excursion (MFE) scaled by Average True Range. Labels reflect whether a real, volatility-adjusted move occurred in the next 6 bars — not just whether the next candle closed up or down.
Feature Engineering
100+ technical features per bar — momentum indicators, volatility measures, volume signals, trend structure, candlestick patterns, Ichimoku components, and multi-timeframe lags. All features are strictly backward-looking.
Dimensionality Reduction
Return-weighted PCA — a variation of standard PCA where principal components are selected based on their correlation with forward price returns, not just variance explained. This biases the feature space toward market-relevant structure.
Model Architecture
Soft-voting ensemble of gradient-boosted trees and a random forest. Each model produces class probabilities; the ensemble averages them. The final confidence score is the probability of the winning class — a real calibrated number, not a heuristic.
Validation Protocol
Strict chronological split — training on earliest data, testing on most recent. No shuffling. 5-fold time-series cross-validation with each fold advancing forward in time. No data leakage between folds.
Comparative Summary
Asset Directional Accuracy Overall Accuracy Uplift vs Coin Flip Uplift vs Random (3-class) Rating
Gold
62.4% 50.2% +12.4pp +16.8pp High
Bitcoin
58.6% 44.8% +8.6pp +11.5pp High
Ethereum
58.9% 44.8% +8.9pp +11.5pp High
Silver
62.0% 43.8% +12.0pp +10.5pp High
Oil (WTI)
60.2% 51.0% +10.2pp +17.6pp High
Brent Oil
60.5% 50.9% +10.5pp +17.6pp High
Dow Jones
61.3% 50.2% +11.3pp +16.8pp High
S&P 500
62.1% 50.4% +12.1pp +17.1pp High
NVIDIA
62.5% 51.1% +12.5pp +17.8pp High
Apple
63.4% 50.3% +13.4pp +17.0pp High
Past model performance does not guarantee future results. Markets are non-stationary, so model accuracy may vary across different market regimes. Enodara provides market intelligence for informational and educational purposes only and does not constitute financial advice. Enodara is not a registered broker-dealer, investment adviser, or financial advisor, and does not manage client funds or execute trades. All figures will be updated following each model retrain.