Documentation
A reference guide to OptiHedge's forecasting models, data concepts, and platform features.
APIFull API documentation is coming soon. For early access, email support@optihedge.ai.
Forecast Types
Next Day ForecastPredicts the closing price for the next trading session. Available in Pre-Market and Post-Market modes.
Five-Day ForecastPredicts closing prices for each of the next 5 trading days. Includes volatility-adjusted forecast bands and convergence tracking.
Pre-Market ModeForecasts generated before the opening bell using overnight data, futures, and prior session close.
Post-Market ModeForecasts generated after the session closes, incorporating the day's full trading data.
Model Architecture
Deep Learning (DL) ModelA neural network trained on multi-year price history, volume, and derived features. Captures non-linear momentum patterns.
Statistical (ML) ModelAn ensemble of classical time-series methods that captures mean-reversion and seasonality.
Mean Forecast (pred_avg)The arithmetic average of DL and Statistical predictions. This is the primary signal because averaging reduces single-model bias.
Adjusted Forecast BandThe scored upper/lower band around the mean forecast. It uses the stat/DL spread, but never collapses below a volatility floor.
Model BandsAdditional model-specific uncertainty bands. DL uses quantile regression (Q1-Q9); Statistical uses bootstrap residuals.
Scoring & Accuracy
BullseyeThe actual closing price landed inside the volatility-adjusted forecast band. The strictest accuracy measure.
OutperformThe price moved beyond the adjusted band but in the direction we predicted - a useful directional win.
MissThe price moved outside the adjusted band in an unexpected direction.
Met/Beat RateBullseye + Outperform combined: inside the band, or beyond it in the predicted direction.
Directional Hit-RateHow often the model correctly predicted whether the stock would go up or down.
Charts & UI
5-Day Forecast ChartShows historical actual prices (orange) alongside future forecast lines (blue = mean, green = statistical, red = DL). The shaded range is the backend-scored adjusted forecast band.
Forecast vs. Actual ChartA backward-looking chart comparing what models predicted against what actually happened, day by day.
Convergence Chart (Five-Day)Shows how the 5-day rolling forecast for a single target date evolved as that date approached. Day 5 = prediction made 5 days before; Day 1 = 1 day before.
Analyst Rating DotsColored dots on the historical chart mark days with analyst rating events. Green = bullish, yellow = neutral, red = bearish. Click a dot to see firm and rating details.
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