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

  1. 01Name the metricIn plain words, with its unit, and whether lower or higher is better.
  2. 02Name the baselineThe simplest one first. Beating the base model is not enough.
  3. 03Date itThe day of the run and the day we read it again.
  4. 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

  1. 01Golden setReal tasks, scored by the client’s experts, sealed: 200 or more items per team, three trials each.
  2. 02Held-out weeksA split in time, so the test comes after the training data.
  3. 03Paired testStrictly better on quality; no worse on speed, cost or safety. A tie keeps the live version.
  4. 04ShadowThe candidate runs next to the live version before it is promoted.
  5. 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.