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S&P 500 — Next-Day Prediction
livePredict the S&P 500's next-day move. Submit a model; it's scored live on real prices — genuinely out of sample, because tomorrow hasn't happened yet.
Data & scoring: Scored live on real S&P 500 (^GSPC) daily prices from Yahoo Finance. Each day your model predicts the next session's return; we score the realized move — true out-of-sample, walk-forward. Ranked by directional PnL Sharpe.
Standings · through 2026-06-25
| # | Model | Hit rate | Cum. PnL | Sharpe | Days |
|---|---|---|---|---|---|
| 1 | Always Up (buy & hold) ConvexPi | 57% | 20.8% | 1.58 | 252 |
| 2 | 1-Day Momentum ConvexPi | 54% | 1.9% | 0.21 | 252 |
| 3 | 20-Day Momentum ConvexPi | 53% | 1.4% | 0.18 | 252 |
| 4 | 1-Day Reversal ConvexPi | 46% | -3.4% | -0.21 | 252 |
Compete
Submit a Python predict(history)that forecasts the next day's return. It's scored walk-forward on real prices and re-scored daily as new sessions arrive — ranked by the Sharpe of its directional bets. Sign of your forecast = your bet (up/down).
Sign in to submit a model.