The track record, in the open
Every analysis Argustr publishes is scored deterministically against real market prices at its horizon due date. No backtests, no cherry-picking: wins and losses, with confidence intervals.
Track record
forward-tested
Accuracy measured against real prices after the fact, never backtests.
Settled15/20before a hit rate is shown
Pending90awaiting due date
Edge being measured: every call settles against real prices at its horizon.
Edgenot yet distinguishable from zerot = -0.29 · n = 11
Cumulative alpha vs market-23.4%
Running sum of each settled call's market-adjusted return, oldest first · sample too small for this number to mean anything yet.
Verdictssettled against real prices
Confidence calibration
When the desk states a confidence level, how often is it actually right? A calibrated system earns the right to be trusted.
Calibration appears here once enough verdicts have settled (15 so far).
How this is measured
- Each analysis states a target stance (LONG / SHORT / NEUTRAL) and a horizon with a due date. The record is a paper book: one unit long per LONG, one unit short per SHORT, no position for NEUTRAL. If you cannot short, read SHORT as “do not buy; trim if held” and NEUTRAL as “no signal”.
- At the due date, the realized price is compared to the price at inference time. No AI is involved in scoring.
- A NEUTRAL call is judged against the asset's own volatility: it is correct when the move stays inside the band, and it never earns or loses P&L (no position).
- Returns are also benchmarked against the market (beta-adjusted alpha), and the stated confidence is scored for calibration (Brier).
- Verdicts are append-only: once settled, a result is never edited. Methodology changes are versioned, never retroactive.
- When the desk is wrong, an attribution engine records whether the cause was a risk it had identified or a blind spot, and blind spots feed back into future analyses.
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