*Note: Most accurate predictions will be based on Canadian markets only, as the model is trained on Canadian economic data.
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*Disclaimer: This document is for research purposes only and does not constitute financial advice. Any investment decisions based on its contents are made at the risk of the individual. The author disclaims any responsibility for gains, losses, or other consequences.
Yield Prediction
*Quarterly estimate
1 STD Prediction
*Quarterly estimate
Model Diagnostics
Model Reliability
Correlation Coefficient
Strength of linear relationship
P-Value
Lower values imply stronger predictive significance
Average Residual
Mean absolute error
*Disclaimer: This document is for research purposes only and does not constitute financial advice. Any investment decisions based on its contents are made at the risk of the individual. The author disclaims any responsibility for gains, losses, or other consequences.
*Adjust the ‘Weight’ and ‘Budget’ fields above to review your current portfolio or explore alternative allocations. Click ‘Regenerate’ to update the analysis on this page.
Model Diagnostics
Model Reliability
Correlation Coefficient
Strength of linear relationship
P-Value
Lower values imply stronger predictive significance
Average Residual (%)
Mean percentage error
This tab generates an optimal allocation from the securities you selected. Technical details about the modelling process are available on the Behind the Model page.
This chart shows how the model converges toward a solution. The objective is to maximize predicted yield while minimizing uncertainty (risk).
These boxes display expected performance and the uncertainty range along with relative ratings.
Important: The model predicts quarterly performance (3-month horizon). All results refer to this period.
The table provides the allocation weights that produce the optimal solution. All reported predictions correspond specifically to this recommended portfolio.
This chart evaluates how well the model predicts actual outcomes.
Example: If a point is plotted at 2025-09-25
Actual performance: 2025-06-25 → 2025-09-25
Prediction data: before 2025-06-25
This prevents information leakage and ensures a fair comparison. The light-blue band around the prediction line represents model uncertainty.
Provides a statistical summary of prediction accuracy. Only overlapping periods (where both predicted and real values exist) are evaluated.
This tab analyzes an existing portfolio.
Budget Note: To interpret projected returns as realistic outcomes, the portfolio must be assumed to have been purchased at the beginning of the study period.
Dividend Assumption: Dividends are treated as cash and not reinvested.
Similar to the prediction chart in the Optimal tab, but shows market value instead of percentage yield, giving a clearer picture of wealth growth over time.
A diagnostics panel is included to evaluate prediction accuracy against real portfolio value.
