P(HISTORY)
Implied probability history
Observed 12-point EMA
No price history loaded● exchange-sourced observations
OMEGA ANALYTICS TERMINAL · BUILD 02
See beyond
the signal.
Historical market structure, distribution diagnostics, Monte Carlo scenario analysis, and out-of-sample predictive evaluation. An actual data laboratory—not a profit simulator.
LAST OBSERVATION—Historical quote probability
OBSERVATIONS—Exchange history
VOLATILITY Δ LOG-ODDS—Per observed step
Z-SCORE LAST MOVE—Standard deviations
OOS MODEL BRIER—Next-step direction only
DATA QUALITY
Historical dataset audit
Source—
First observation—
Most recent—
Median gap—
Missing/duplicate handlingDeduped
Last quoted probability—
Historical sample statusNot loaded
Price history measures how market prices moved. It is not a history of actual fills or a verified contract-outcome training set.
STOCHASTIC FORECAST
Projected probability fan
Median 10–90% interval
Block bootstrap, 4-step blocksSeed: —
OUTCOME DISTRIBUTION
Scenario summary
SIMULATION RUNS—
MEDIAN END PROBABILITY—
10TH–90TH PERCENTILE—
P(PRICE ABOVE TODAY)—
5% LEFT-TAIL CHANGE—
Scenario probabilities describe future quoted-price trajectories under the historical resampling assumptions. They do not predict the actual YES/NO settlement.
Z-SCORE DISTRIBUTION
NORMAL REFERENCEStandardized price shocks
Observed Δ log-odds / standard deviationBars: empirical
SERIAL STRUCTURE
LAG 1 VS NEXTReturn correlation scatter
X = current return Z; Y = next return ZPearson r: —
OUT-OF-SAMPLE MODEL
RESEARCH ONLYPredict next-period direction
A regularized logistic classifier uses trailing log-odds momentum, mean reversion, and realized volatility. Training uses the oldest 70% of observations; evaluation uses the later 30%, without retraining on the held-out slice. Outcome = next observed probability increase, not event settlement.
HELD-OUT OBSERVATIONS—
MODEL DIRECTION ACCURACY—
BASELINE DIRECTION ACCURACY—
MODEL BRIER ↓—
BASELINE BRIER ↓—
MODEL LOG LOSS ↓—
Load sufficient historical data to evaluate the model.
OOS CALIBRATION
HELD-OUT ONLYForecast vs next change
Dots: realized directionLine: model probability
Small or imbalanced samples can make high accuracy meaningless. Baseline metrics and held-out sample counts are mandatory; none of these statistics establish tradable edge.
OMEGA / RESEARCH INTEGRITY
LIVE EXECUTIONThis interface uses public historical exchange endpoints or explicitly labeled imported data. Calculations run in your browser. Model output is for research and education, not order execution, financial advice, or guaranteed profitability.
DISABLED