Price Breakout
A dataset with daily updated predictions of price breaking upwards for US Equities.
Daily predictions arrive between 11 pm - 4 am before market open in the US for 13,000+ stocks.
Tutorials
are the best documentation — Price Breakout Prediction Tutorial
Description
This datasets identifies potential price breakout stocks over the next 30-60 days for US Equities. This dataset provides daily predictions of upward price breakouts for over 13,000 US equities.
The accuracy is around 65% and ROC-AUC of 68%, it is one of the most accurate breakout models on the market. It is retrained on a weekly basis.
Several machine learning models are trained using the prepared dataset:
Calibrated Classifier: A classification model trained on the engineered features to predict the binary target.
Proprietory Regressor: A proprietory regression model is used to predict the probability of a price increase.
Conformal Regressor: Used to provide calibrated confidence intervals around the predictions, offering an additional measure of uncertainty.
Data Access
Retrieving Data
Fetch the latest breakout data using the SDK:
Today's Breakout Prediction
Access today's highest breakout stock predictions:
Retrieve Specific Ticker Data
Get breakout data for a specific ticker such as Microsoft (MSFT):
Plots
Line Predictions
Breakout Predictions
Visualize breakout predictions using the SDK's plotting capabilities:
Prediction Accuracy
Assess the accuracy of breakout predictions:
Data Dictionary
Use Case
Understood. I'll focus on the use cases that would be most relevant to professional investors. Here's the refined list:
• Portfolio optimization:
Identify potential new additions to diversified stock portfolios
Rebalance existing holdings based on breakout predictions
• Risk management:
Use confidence intervals and standard deviations to assess potential downside risk
Implement more precise hedging strategies based on predicted price movements
• Sector and market analysis:
Identify trends across industry sectors or the broader market
Compare breakout potentials across different stock categories (e.g., large-cap vs. small-cap)
• Market timing:
Use aggregate predictions across multiple stocks to gauge overall market sentiment
Time entry and exit points for broader market positions
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