Nimbus Market Dashboard

Weekly call/put bias powered by cached Cloudflare data. No live requests on load.

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Status

Lookup

Select a ticker and range, then view cached quote/history/prediction tabs.

Model Card

Explainability snapshot for the volatility ensemble powering weekly bias.

Production v1.3

Overview

Nimbus blends time-series signals (returns, realized volatility, and options flow) into an ensemble that outputs a weekly directional bias for each tracked ticker.

Intended Use

  • Weekly directional bias for research and monitoring.
  • Risk-aware scenario analysis alongside cached market data.
  • Not designed for intraday trading or investment advice.

Training Data

  • Historical equity prices (daily OHLCV).
  • Options-derived signals (implied volatility and skew).
  • Macro volatility benchmarks (VIX, realized volatility bands).

Features Used

  • Rolling returns and volatility regimes.
  • Call/put imbalance and open interest shifts.
  • Seasonality and momentum indicators.

Performance & Evaluation

  • Cross-validated on multi-year weekly windows.
  • Benchmarked vs. naive momentum and mean reversion baselines.
  • Monitored weekly for drift and coverage gaps.

Limitations

  • Outputs are probabilistic and can be wrong in regime shifts.
  • Relies on cached data snapshots; no live market updates.
  • Bias may underperform during macro shocks or low-liquidity events.

Explainability

Each prediction tab highlights contributing factors (momentum, volatility, and options flow) with relative weights. For full traceability, log features are stored with the cached payloads and can be inspected through the API.

Quote

Select a ticker to load cached quote data.