Tradewell
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  • Introduction
  • Membership Plans
  • Joining Tradewell
  • Signing In
  • Using the Web App
  • Analytics Output
    • Scatter Plot
    • Distribution of Returns
    • Historical Forecast
    • Summary Table
    • Signal Data
  • Advanced Settings
    • Metric Transformations
    • Metric Overlays
    • Asset Overlays
    • Backtesting Metric Transformation and Overlays
    • Testing Crosses (Above/Below)
    • Exclude Signal Clusters
  • Chart Settings
    • Change Chart Types
  • Asset Price Data
    • Equities
    • Crypto
    • Forex
  • User Resources
  • Community
  • Account Administration
  • Video Tutorials
    • Backtesting
      • Backtesting Basics
      • Advanced Backtesting
      • Backtesting Spreads
    • Analytics & Visualizations
      • Scatter Plots
      • Probability Distributions
      • Historical Forecasts
      • Summary Tables
      • Signal Data
  • Metric Catalog
    • Summary
    • Alternative Data
    • Average Correlations
    • Breadth
    • CoT Data (Commitments of Traders)
    • Credit
    • Crypto
    • Energy
    • Equities Fundamentals
    • Equities and ETF Option Data
    • Macro
    • Rates
    • Sentiment
    • Technical
    • Transactional Liquidity
    • Valuation
    • Volatility Historical Realized
    • Volatility Indices
    • Volatility Spreads
    • Volatility Ratios (Term Structure)
  • Tradewell Platform
  • Create an Account
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  1. Analytics Output

Historical Forecast

The Historical Forecast provides a look at distributions for each day from day-1 to day-60, given the range of metric values that has been selected.

In other words, the Historical Forecast helps to communicate what are expected probabilities and ranges for an assets return each and every day compared to a point in time snapshot like the Scatter Plot or the Distribution of Returns provides. It answers the question, "What might the expected path on the way to day-n returns look like?"

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Last updated 10 months ago

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