Windyviews Forecasts

Probabilities, not predictions.

How the forecasts work

Every signal comes from a cointegration model trained on the macro relationships that drive the instrument: rate spreads, carry, equity baskets, volatility, and cross-asset twins.

Models in production

• USD/JPY — 5-variable VECM including Nikkei, US-Japan rate spread, US-Japan equity ratio
• AUD/USD — Iron ore + AUD-USD rate spread + AXJO equity
• EUR/USD — Volatility-gated ECM with DXY and rate spreads
• Gold — DXY + 10Y rate VECM with VIX regime gate
• SPY — VIX5 + HYG5 + 50-day vol regime

What the tiers mean

• ULTRA_HIGH — model agreement + regime aligned + above 75th-percentile signal strength. Rare. ~5% of signals.
• HIGH — model triggers + regime gate passes. ~25% of signals.
• LOW / MEDIUM — fired but suppressed by gate. Not published.

Calibration

All published signals run through Platt calibration. A signal claiming "62% probability UP" should be UP 62% of the time historically. We test this every week. See scoreboard.

What we publish vs hold back

Free: 5 instruments (USD/JPY, AUD/USD, EUR/USD, Gold, SPY) with 24-hour delay.

Paid (in development): all 8 instruments real-time, sizing suggestions, regime reports, API access.