Forecast

SageMaker library

Choose a market, set the horizon, and run your forecast.

Up to N real bars before the cutoff, after any history filters. Missing intervals are not filled. Model minimums still apply.
Intraday forecasts use observed extended-hours bars when the provider has them. Hourly bars are used only after their hour has completed.
Times use your device timezone. Later prices overlay the forecast.
Advanced settings · models and quantiles
Models

Prophet · Toto 2.0 · Granite · Chronos-2 · TimesFM 3.0 — availability is checked for your workspace.

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Entered weights are normalized by the backend for each requested quantile.
Forecast quantiles

Toto and TimesFM contribute only within P10–P90; eligible models are reweighted separately for each quantile.

Quantura Research

Quantile backtest

Walk forward through historical data, produce ensemble quantiles, then test your rule blocks on later observed closes. Research simulation only.

Market & history

Enter a stock ticker below, or select one event contract in Search.

Enter a ticker to backtest a stock. Leave blank to use a selected Kalshi or Polymarket contract.
Leave blank for latest. Up to 2,000 genuine bars; no missing values are filled.

1 · Produce quantile forecasts

Each window trains only on bars through its historical cutoff. Windows do not overlap; every model runs sequentially in the worker.

Only requested and model-supported quantiles can be used by rule blocks.

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2 · Stack decision rules

Long-only. Entry blocks combine as selected; exit blocks use the first qualifying completed close. Stop-loss wins a simultaneous tie, then trailing stop, then take-profit.

The default example crosses upward through P10, takes profit at P50, and stops at P01.

3 · Simulation assumptions

Signals compare a completed observed close with that timestamp's forecast quantiles; fills use the next observed bar. Event-market fills use display quotes as a proxy, not verified executable bid/ask. No live order is placed.

Results

Configure and run a historical simulation.

Forecast your own time series

Upload a CSV with a header row, a date/time column and one numeric target. Select both columns after upload. Use 40–10,000 rows, at most 2 MB. Values must be finite; missing values are rejected, never invented.

timestamp,value
2026-09-01T09:30:00-04:00,100.5
2026-09-01T09:31:00-04:00,101.2

ISO dates represent daily observations. Date-times without an offset use your device timezone; include an explicit offset around daylight-saving transitions. Rows are sorted and duplicate timestamps use the last submitted value.

The selected columns are sent securely for the forecast job. Guest results belong to your guest session; an account is needed to keep requests in your profile. Uploaded data is not automatically public.

Advanced forecast settings

Last N observations
Maximum actual input bars for ticker and event forecasts. The cutoff and game-history filters apply first, then the latest N valid observations are selected. N bars can span more than N minutes if history has gaps. Each enabled model still enforces its own minimum history.
Context length
Maximum recent observations passed to foundation models within that selected input. The worker uses the available history and each model's limits; it never invents missing bars. Prophet can use the full permitted history.
Target transform
Auto uses logarithms for strictly positive values; None uses original values. Log requires positive inputs. Prediction-market probabilities use the service's bounded probability method automatically.
Model failure policy
Fail reproducibly stops if a selected model fails. Renormalize continues only if a surviving model supports every requested quantile, and reports the actual participating models and weights.
Dataset interval
Only needed for uploaded datasets. Detect reads timestamp spacing; choose an explicit interval for irregular data. Market data already has an interval selector, so no second setting is needed. Custom intervals use supported pandas frequency notation, such as 2h.
Data cutoff and forecast end
Choose an exact calendar date/time in your device timezone, or a duration in days, hours or minutes. Historical cutoffs can be 120 or 180 days ago when the provider retains the requested bars. Latest uses the newest available observation. A 30-minute cutoff plus a 60-minute forecast overlays already-observed outcomes separately. This is a replay generated now, not a forecast published earlier.
Game history
Auto uses pregame plus in-game history until 32 elapsed game minutes, then only in-game observations. Missing game start keeps both phases. Flat genuine observations are allowed; gaps are never filled.
Toto size
Choose an approved checkpoint from 4M through 2.5B. Larger checkpoints need more memory and startup time. The chosen revision is stored with your request.
Game history and lookback
Choose pregame, in-game, or both using the provider's recorded start. Set the history window to 60 minutes for only the last hour; zero uses up to 500 available bars. Genuine unchanged quotes can be forecast with a low-information warning. Missing prices are never filled and artificial variation is never added.
Quantiles and weights
P10 and P90 mark lower and upper positions in the model's forecast distribution—not guaranteed price boundaries. Equal entered weights are normalized per quantile; Toto and TimesFM do not supply P1 or P99.
Free forecasting. Create an account only to keep requests in your profile. Fair-use compute limits apply.

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