What is Model gate?
The rule that hides a forecast when the model could not beat a coin flip on it.
A daily horizon only publishes its direction model if its walk-forward Brier score beats 0.25 — the score of a coin flip. A range gate additionally requires that the range it would publish held 70–90% of the time out of sample.
The gates are why some horizon rows are missing from a table rather than showing a stale forecast: failing the gate removes the row.
How our model uses it
Both gates are computed in the backtest and re-evaluated on every retrain; the model card records which horizons passed.
Related terms
- Walk-forward backtestOur model
Testing the model only on data after each training window, the way it would have been used.
- Brier scoreOur model
Mean squared error of probability forecasts; 0.25 is the score of a coin flip.
Which way the model leans; neutral means it has no edge over a coin flip at that horizon.