Methods
Methods and corrections
How we test, how we claim, and what happens when we get a number wrong.
Last read 24 October 2026
01
How we claim
- 01Name the metricIn plain words, with its unit, and whether lower or higher is better.
- 02Name the baselineThe simplest one first. Beating the base model is not enough.
- 03Date itThe day of the run and the day we read it again.
- 04Publish itWhether it wins or loses, next to the win, at the same size.
02
Metrics, in plain words
- CRPS
- The whole forecast distribution scored against what happened. Lower is better.
- MAE
- The miss of the central forecast. Lower is better.
- Coverage
- The share of outcomes inside the 10 to 90 band. The target is 80%.
- Direction accuracy
- The share of forecasts that call the direction of the move right. Secondary.
- Rank IC
- How well forecasts order the outcomes. Secondary.
- QLIKE
- A standard loss for volatility forecasts. Lower is better.
03
Test design
- The test is fixed before the model sees it: pinned data, windows, scoring code, samples and seeds.
- Every checkpoint is sealed and hashed before it is scored.
- Test days are held out whole and never used for training.
- Scores are compared day by day, in pairs; blocks of days are resampled 10,000 times; the level is 5%.
- The harness is deterministic. The model samples, so scores vary by run, and we report N.
- Replays use different windows and are never pooled.
04
The release gate
- 01Golden setReal tasks, scored by the client’s experts, sealed: 200 or more items per team, three trials each.
- 02Held-out weeksA split in time, so the test comes after the training data.
- 03Paired testStrictly better on quality; no worse on speed, cost or safety. A tie keeps the live version.
- 04ShadowThe candidate runs next to the live version before it is promoted.
- 05Promote or roll backEvery release recorded, and reversible. Rollback in 60 seconds is a design target.
The gate for client models is a design; the scoring harness behind it runs today on our benchmarks.
05
Reproduce Benchmark 001
- Harness code
- ff2dbe2ce0f0
- Data snapshot
- ffad6145ab0d
- Held-out windows
- 063b9a8d30ff
- Weights lock
- 8f70a83226e9
- Base revision
- 901c26c13326
- Runs
- 28d016c2f209, cb9610f490f2, 8300770339a0, 4046a3ab9842
- Fifth run
- 5ece4e970df3
- Calibration gate
- 81ddea423d0d
- Paper rules
- 760ee0f0b719
- Bootstrap
- 10,000 resamples, mean block 3 days; replay seed 42
Same inputs replay byte for byte. The model samples, so scores vary by run.
06
Limits
- Two assets, one test period: an internal diagnostic, not a product claim.
- Same inputs replay byte for byte. The model samples, so scores vary by run.
- Weights stay private until a version passes the gate. Results are public.
- Our first client shares founders with Eigna.
- Paper trading only; no live session has run. Not trading advice.
07
Corrections
The standing rule
If a number here is wrong, we correct it on this page and say when. Losses stay next to wins.
- 24 October 2026. Benchmark 001 read again at benchmarks.eigna.ai. No newer replay; the 243-day table is unchanged.
Engineers
Question a number.
Thirty minutes with an engineer from the lab: the test design, the digests, or your own task.




