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Prediction Ledger

Every prediction made by the SIGMA engine is recorded here with a SHA256 anchor at time of creation. Verified against real price action at T+30, T+60, and T+90 days. Zero look-ahead bias.

Total Predictions

54

Verified (T90)

0

Weighted Accuracy

Pending Verification

54

DateTickerSIGMADirectionRegimeT30T60T90Anchor
2026-06-10TNX46.9↑ Bullishstable60179e89cc36f51f
2026-06-10DAX48.8→ Neutralaccumulation41b4ae71475dcf38
2026-06-10XAUUSD38.7↓ Bearishstable375e48c0520d505e
2026-06-10BTCUSD56.7→ Neutralaccumulation27a32bcc1809f460
2026-06-10EURUSD44.1↑ Bullishstable4cf432816234f184
2026-06-10SPX46.4↑ Bullishstableda3af8657392eb4e
2026-06-09TNX46.9↑ Bullishstable2a686b25f893b693
2026-06-09DAX48.8→ Neutralaccumulationf72d9e3931839912
2026-06-09XAUUSD38.7↓ Bearishstable7845d88431a876e7
2026-06-09BTCUSD56.7→ Neutralaccumulation388b258d129f8491
2026-06-09EURUSD44.1↑ Bullishstable3a389ccb5e2e3c33
2026-06-09SPX46.4↑ Bullishstablee5e13ddecf73b34e
2026-06-08TNX46.9↑ Bullishstableddff74bd07f114e0
2026-06-08DAX48.8→ Neutralaccumulationbe860eb58e997ecd
2026-06-08XAUUSD38.7↓ Bearishstable62d28b8c8018218b
2026-06-08BTCUSD56.7→ Neutralaccumulation2847e08675b3d9af
2026-06-08EURUSD44.1↑ Bullishstable485b707c82e74ce4
2026-06-08SPX46.4↑ Bullishstable143136bcf97540c5
2026-06-07TNX46.9↑ Bullishstablef5c0676e0e179e44
2026-06-07DAX48.8→ Neutralaccumulation3692e644cbe3d5d2
2026-06-07XAUUSD38.7↓ Bearishstable889eacc9facd3de8
2026-06-07BTCUSD56.7→ Neutralaccumulationfebed5521ddcb04a
2026-06-07EURUSD44.1↑ Bullishstable17a5a55b7ec67599
2026-06-07SPX46.4↑ Bullishstablebb3081ceba92e63c
2026-06-06TNX46.9↑ Bullishstable9ccffe1f5d8ba69f
2026-06-06DAX48.8→ Neutralaccumulation35b22c7203d2113d
2026-06-06XAUUSD38.7↓ Bearishstable367b163368f7b8a5
2026-06-06BTCUSD56.7→ Neutralaccumulationfb4d1e81b13e7ca9
2026-06-06EURUSD44.1↑ Bullishstablee0e3910d0a3401c4
2026-06-06SPX46.4↑ Bullishstableebc2a3f803890a53
2026-06-05TNX75.2↓ Bearishcriticalbba8bbeebdd21fd3
2026-06-05DAX78.4↓ Bearishcriticalc7fdc92995fc5df5
2026-06-05XAUUSD46.6↓ Bearishstable6fe5048822f642ab
2026-06-05BTCUSD92.0↓ Bearishcollapsee3aad0d3deb9d394
2026-06-05EURUSD61.3↓ Bearishaccumulation1caed26aa1c9efc3
2026-06-05SPX69.8↓ Bearishaccumulation9980518ad87ba254
2026-06-04TNX81.2↓ Bearishcollapseecea276421f0e11f
2026-06-04DAX81.8↓ Bearishcollapse6af54c9f5e152fa9
2026-06-04XAUUSD80.3↓ Bearishcollapse110c5090c4b74e6e
2026-06-04BTCUSD83.7↓ Bearishcollapse3b14789437ee039e
2026-06-04EURUSD82.8↓ Bearishcollapse5cd51f9ecdc003cd
2026-06-04SPX81.9↓ Bearishcollapse1be17b0c30652543
2026-06-03TNX81.2↓ Bearishcollapse376516d3964008df
2026-06-03DAX81.8↓ Bearishcollapse41fac42f7f240d22
2026-06-03XAUUSD80.3↓ Bearishcollapsec71940588c50959e
2026-06-03BTCUSD83.7↓ Bearishcollapse6c58c6c035f061b0
2026-06-03EURUSD82.8↓ Bearishcollapse3c3ee98a2ff730b3
2026-06-03SPX81.9↓ Bearishcollapseb7cdf34d0b4f2e88
2026-06-02TNX81.2↓ Bearishcollapse1e78ea5cba3b973c
2026-06-02DAX81.8↓ Bearishcollapse133af411fbe569e2
2026-06-02XAUUSD80.3↓ Bearishcollapse143aed285a5584d8
2026-06-02BTCUSD83.7↓ Bearishcollapse2db502f9d03b854b
2026-06-02EURUSD82.8↓ Bearishcollapsead6f011c56359fbe
2026-06-02SPX81.9↓ Bearishcollapse183e7bf1caf96e25

Backtested Alpha Calculator

If you shorted (or hedged) every SIGMA alert above threshold — last 12 months

Illustrative · Not financial advice

Total P&L

-9.5%

Final Capital

$9,054

Win Rate

88%

Signals fired

24

Signal log — SIGMA ≥ 65 alerts (≥ 65 — Elevated)

2025-06Romania RONσ78critical-11.2%$-56
2025-06Turkey CDSσ72critical-8.7%$-43
2025-07EU Banksσ68accumulation-5.3%$-26
2025-07US CREσ71critical-9.1%$-45
2025-08China CNYσ65accumulation-6.8%$-34
2025-08Italy BTPσ74critical-12.4%$-62
2025-09France OATσ67accumulation-4.2%$-21
2025-09Greece NFPσ69accumulation+2.1%+$11
2025-10Argentina ARSσ81collapse-18.6%$-93
2025-10UK Giltsσ66accumulation-3.8%$-19
2025-11Japan JGBσ65accumulation-5.1%$-25
2025-11Spain IBEXσ68critical-7.3%$-36
2025-12Poland PLNσ70critical-6.9%$-35
2025-12Brazil BRLσ73critical-10.5%$-52
2026-01Hungary HUFσ76critical-8.2%$-41
2026-01Czech CZKσ67accumulation-3.4%$-17
2026-02Portugalσ65accumulation-2.9%$-14
2026-02Belgium BELσ70critical-9.7%$-48
2026-03Korea KRWσ66accumulation+1.8%+$9
2026-03India INRσ68accumulation-5.6%$-28
2026-04Mexico MXNσ71critical-7.8%$-39
2026-04Colombia COPσ74critical-11.1%$-56
2026-05Egypt EGPσ79collapse-15.3%$-77
2026-05Nigeria NGNσ83collapse-19.2%$-96

Hypothetical backtest based on SIGMA v5.0 calibration data. Returns represent price moves in sovereign/currency instruments after alert trigger. Past simulation does not guarantee future results. Position sizing assumes equal weight per signal, no leverage, no transaction costs. Win = bearish confirmed (price fell >3%). SIGMA alerts do not constitute trading advice.

Methodology

Predictions are recorded at the moment of EDGAR filing detection — not at period end — eliminating look-ahead bias. Each record is SHA256-anchored from ticker, date, Noosphere Score, and regime at time of creation. SIGMA > 60 implies bearish (elevated risk), < 35 implies bullish (low risk), otherwise neutral. Verification uses price data from Stooq at T+30, T+60, and T+90 calendar days. Weighted accuracy = (Confirmed + Partial × 0.5) / Verified.

Read full SIGMA methodology →