Glock-18 | Shinobu (Well-Worn)
7-day forecast validation for the Pistol category, 48 items (walk-forward, 49 folds)
| Model | Mean abs. error | vs. no change | Folds won | Range coverage (calibrated) | Interval score | Direction accuracy |
|---|---|---|---|---|---|---|
| No change (baseline) | 0.0699 | baseline | — | 80.1% | 0.3810 | — |
| Average drift | 0.0703 | -0.5% | 24/48 | 79.7% | 0.3934 | 50.6% |
| AR(1) momentum/reversion | 0.0695 | +0.7% | 33/48 | 79.6% | 0.3871 | 52.3% |
No model beats “no change” significantly and consistently (best: AR(1) momentum/reversion, t=-0.39, 33/48 folds won). Errors are on log-price changes; significance is tested on per-date averages with Newey-West standard errors. Range widths are calibrated on earlier folds only; the closer coverage is to 80%, the more trustworthy the range. The interval score rewards ranges that are both narrow and right (lower is better).
30-day forecast validation for the Pistol category, 48 items (walk-forward, 49 folds)
| Model | Mean abs. error | vs. no change | Folds won | Range coverage (calibrated) | Interval score | Direction accuracy |
|---|---|---|---|---|---|---|
| No change (baseline) | 0.1305 | baseline | — | 80.5% | 0.7534 | — |
| Average drift | 0.1331 | -2.0% | 24/48 | 79.5% | 0.6985 | 50.7% |
| AR(1) momentum/reversion | 0.1359 | -4.1% | 17/48 | 79.4% | 0.7193 | 50.0% |
No model beats “no change” significantly and consistently (best: Average drift, t=-2.39, 24/48 folds won). Errors are on log-price changes; significance is tested on per-date averages with Newey-West standard errors. Range widths are calibrated on earlier folds only; the closer coverage is to 80%, the more trustworthy the range. The interval score rewards ranges that are both narrow and right (lower is better).