{
  "model_version": "finio-model-v0.2",
  "model_hash": "1ca61364bedd56423aed91a1db012dd6f58abba3ce8748a71fdc895c4cce8d03",
  "protocol": "finio-eval-v0.2.0",
  "generated_at": "2026-11-01T09:38:33.099Z",
  "benchmark": "AAPL (cached); SPY unavailable locally",
  "disclosure": "Bounded historical study; not prospective evidence or directly comparable to archived v0.1. No global forecast-model training. Cached adjusted data may reflect subsequent revisions and survivorship bias. Asset/group partitions test context-based forecasting, not pretrained transfer.",
  "metrics": {
    "n": 112,
    "brier": 0.2200671945299421,
    "log_loss": 0.6273445016089788,
    "ece": 0.14095633370535715,
    "accuracy": 0.6696428571428571,
    "auroc": 0.7190598017268948
  },
  "by_query": {
    "{\"horizon\":5,\"event\":{\"metric\":\"return\",\"operator\":\">\",\"value\":0}}": {
      "n": 16,
      "brier": 0.23102283477783203,
      "log_loss": 0.6550717334266494,
      "ece": 0.233154296875,
      "accuracy": 0.75,
      "auroc": 0.5104166666666666
    },
    "{\"horizon\":20,\"event\":{\"metric\":\"outperformance\",\"operator\":\">\",\"value\":0}}": {
      "n": 16,
      "brier": 0.24336767196655273,
      "log_loss": 0.6806025296901351,
      "ece": 0.080078125,
      "accuracy": 0.5625,
      "auroc": 0.6640625
    },
    "{\"horizon\":20,\"event\":{\"metric\":\"return\",\"operator\":\">\",\"value\":0.05}}": {
      "n": 16,
      "brier": 0.24472260475158691,
      "log_loss": 0.6870778887284796,
      "ece": 0.2249755859375,
      "accuracy": 0.5625,
      "auroc": 0.6825396825396826
    },
    "{\"horizon\":20,\"event\":{\"metric\":\"drawdown\",\"operator\":\">\",\"value\":0.1}}": {
      "n": 16,
      "brier": 0.09057831764221191,
      "log_loss": 0.3056382470810249,
      "ece": 0.1082763671875,
      "accuracy": 0.875,
      "auroc": 0.9285714285714286
    },
    "{\"horizon\":20,\"event\":{\"metric\":\"volatility_ratio\",\"operator\":\">\",\"value\":1}}": {
      "n": 16,
      "brier": 0.25471997261047363,
      "log_loss": 0.7243662315953527,
      "ece": 0.2266845703125,
      "accuracy": 0.625,
      "auroc": 0.625
    },
    "{\"horizon\":1,\"event\":{\"metric\":\"return\",\"operator\":\">\",\"value\":0}}": {
      "n": 16,
      "brier": 0.24465322494506836,
      "log_loss": 0.6824640450050414,
      "ece": 0.027099609375,
      "accuracy": 0.5625,
      "auroc": 0.609375
    },
    "{\"horizon\":10,\"event\":{\"metric\":\"return_bucket\",\"operator\":\"between\",\"value\":[-0.02,0.04]}}": {
      "n": 16,
      "brier": 0.23140573501586914,
      "log_loss": 0.6561908357361679,
      "ece": 0.26806640625,
      "accuracy": 0.75,
      "auroc": 0.640625
    }
  },
  "crps_return_20d": 0.04478774596735031,
  "holdouts": {
    "time": {
      "start": "2026-07-01",
      "n": 112,
      "brier": 0.2200671945299421,
      "log_loss": 0.6273445016089788,
      "ece": 0.14095633370535715,
      "accuracy": 0.6696428571428571,
      "auroc": 0.7190598017268948
    },
    "asset": {
      "assets": [
        "NVDA"
      ],
      "n": 28,
      "brier": 0.25032193320138113,
      "log_loss": 0.7020777181199082,
      "ece": 0.25746372767857145,
      "accuracy": 0.6071428571428571,
      "auroc": 0.8391812865497076
    },
    "group": {
      "groups": [
        "energy"
      ],
      "n": 28,
      "brier": 0.2179156712123326,
      "log_loss": 0.6132502776372283,
      "ece": 0.09821428571428573,
      "accuracy": 0.5714285714285714,
      "auroc": 0.6458333333333334
    },
    "task": {
      "description": "All forecast questions are untrained; bucket query held out of baseline fit",
      "n": 16,
      "brier": 0.23140573501586914,
      "log_loss": 0.6561908357361679,
      "ece": 0.26806640625,
      "accuracy": 0.75,
      "auroc": 0.640625
    }
  },
  "baselines_5d_positive": {
    "constant": {
      "n": 16,
      "brier": 0.25,
      "log_loss": 0.6931471805599453,
      "ece": 0.25,
      "accuracy": 0.25,
      "auroc": 0.5
    },
    "historical_frequency": {
      "n": 16,
      "brier": 0.20579145391023912,
      "log_loss": 0.603368059153509,
      "ece": 0.1352459016393443,
      "accuracy": 0.75,
      "auroc": 0.5
    },
    "momentum": {
      "n": 16,
      "brier": 0.23500000000000004,
      "log_loss": 0.6628750393065521,
      "ece": 0.22499999999999998,
      "accuracy": 0.625,
      "auroc": 0.5833333333333334
    },
    "logistic_regression": {
      "n": 16,
      "brier": 0.20698172702521606,
      "log_loss": 0.6058745625436386,
      "ece": 0.1415843270919859,
      "accuracy": 0.75,
      "auroc": 0.6041666666666666
    },
    "zero_drift_random_walk": {
      "n": 16,
      "brier": 0.25,
      "log_loss": 0.6931471805599453,
      "ece": 0.25,
      "accuracy": 0.25,
      "auroc": 0.5
    }
  },
  "baseline_training": {
    "cutoff": "2026-06-30",
    "assets": [
      "NVDA"
    ],
    "groups": [
      "energy"
    ],
    "samples": 366,
    "weights": [
      0.39990208799935006,
      -0.005946778067173506,
      0.11669260261032775
    ],
    "iterations": 100
  },
  "efficiency": {
    "inferences": 16,
    "model_source_bytes": 5362,
    "trained_parameters": 0,
    "latency_mean_ms": 1.8019874999999992,
    "latency_p95_ms": 8.929700000000025,
    "forecast_json_bytes": 388603,
    "process_peak_rss_bytes": 76791808,
    "memory_scope": "Whole Node evaluation process, not isolated inference peak",
    "flops": null,
    "cost": null,
    "runtime": "v24.16.0"
  },
  "unmeasured": [
    "v0.1 head-to-head",
    "XGBoost",
    "deep time-series models",
    "external foundation models",
    "general-purpose models",
    "quantization",
    "mobile export",
    "SPY relative outcomes"
  ],
  "data_provenance": {
    "source": "Existing private Yahoo-derived adjusted daily-close cache",
    "acquired": "unknown; existing files dated 2026-10-30",
    "license": "unknown",
    "commercial_use": "unknown",
    "model_training_permission": "unknown",
    "redistribution": "unknown; raw data excluded from release",
    "use": "Local bounded evaluation, no new downloads"
  }
}
