Trade Identifier — Forecast Reports

As of 2026-05-24  |  5 tickers analysed  |  v7 stack: 5-cat bias + sector rotation + multi-timeframe + conformal filter
📌 The honest peer-reviewed ceiling on daily directional accuracy is 53-58% for liquid US large-caps. The edge here comes from the conformal-filter abstention (only trade high-confidence calls) plus sector-rotation + AI-spillover tilt.
📖 Research & Methodology ⭐ Watchlist (4) ↗ Long candidates (2) ↘ Short candidates (0) · Neutral (3) All tickers (5)
STRONG BUY
1
BUY
1
NEUTRAL
3
SELL
0
STRONG SELL
0

📖 Research & Methodology

• Methodology & metric reference → -- every metric explained with research citations.
• Honest directional-accuracy benchmark → -- 5-fold purged walk-forward vs PMC9680880 verdict.
• Stack: 89-feature LightGBM + triple-barrier labels + purged walk-forward.
• Sectoral rotation: AI-spillover beta, sector momentum vs SPY, cyclical/defensive phase.
• Conformal filter (Vovk/Romano-Bates 2021): abstains when prediction set has > 1 class → trade only high-conviction calls.
• Multi-timeframe TA: 1wk / 1d / 1h confluence patterns (Elder triple-screen, Bollinger squeeze + Donchian breakout, MACD-cross + OBV).

⭐ Watchlist (4)

Ticker Company Sector Last $ 30d ensemble Bias Composite z Playbook 30d WF dir
TCOMTrip.com Group LimitedConsumer Cyclical$46.37+5.02%STRONG BUY+2.60A_strong44.9%
LSCCLattice Semiconductor CorporatioTechnology$143.22-2.80%NEUTRAL-1.12cash56.0%
SNDKSandisk CorporationTechnology$1,478.69-1.79%NEUTRAL-0.33cash84.7%
GISGeneral Mills, Inc.Consumer Defensive$33.69-0.23%NEUTRAL-0.06cash53.8%

↗ Long candidates (strong-buy + buy) (2)

Ticker Company Sector Last $ 30d ensemble Bias Composite z Playbook 30d WF dir
TCOMTrip.com Group LimitedConsumer Cyclical$46.37+5.02%STRONG BUY+2.60A_strong44.9%
AECOMAECOMIndustrials$72.04+1.20%BUY+0.66A52.0%

↘ Short candidates (strong-sell + sell) (0)

No tickers in this section.

· Neutral (no edge / RW-demoted) (3)

Ticker Company Sector Last $ 30d ensemble Bias Composite z Playbook 30d WF dir
SNDKSandisk CorporationTechnology$1,478.69-1.79%NEUTRAL-0.33cash84.7%
LSCCLattice Semiconductor CorporatioTechnology$143.22-2.80%NEUTRAL-1.12cash56.0%
GISGeneral Mills, Inc.Consumer Defensive$33.69-0.23%NEUTRAL-0.06cash53.8%

All tickers (sorted alphabetically) (5)

Ticker Company Sector Last $ 30d ensemble Bias Composite z Playbook 30d WF dir
AECOMAECOMIndustrials$72.04+1.20%BUY+0.66A52.0%
GISGeneral Mills, Inc.Consumer Defensive$33.69-0.23%NEUTRAL-0.06cash53.8%
LSCCLattice Semiconductor CorporatioTechnology$143.22-2.80%NEUTRAL-1.12cash56.0%
SNDKSandisk CorporationTechnology$1,478.69-1.79%NEUTRAL-0.33cash84.7%
TCOMTrip.com Group LimitedConsumer Cyclical$46.37+5.02%STRONG BUY+2.60A_strong44.9%
Generated by Trade Identifier Forecast Layer v7. 5-cat bias (strong-buy/buy/neutral/sell/strong-sell) | Sector rotation w/ AI-spillover | Multi-timeframe confluence (1wk/1d/1h) | Conformal-filter abstention | Walk-forward backtest (60d lookback) | Black-Scholes 25-delta IV skew | Not investment advice.