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Benchmarks
Multi-step Backtesting on Price-level intervals D1-D5 horizon
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0.0108
SMAPE
BCF-GCN
0.010369
0.013347
0.016325
0.019303
May 5, 2026
SMAPE
DStat
TheilsU
PICP
PIAW
Winkler Score
Updated 15d ago
Evaluation Results
Method
Method
Links
SMAPE
DStat
TheilsU
PICP
PIAW
Winkler Score
BCF-GCN
Horizon=D1-D5
2026.05
0.0108
1
0.0177
0.9048
0.0135
171.83
GRU
Horizon=D1-D5
2026.05
0.0123
1
0.0185
1
0.0185
213.34
GCN
Horizon=D1-D5
2026.05
0.0134
1
0.0198
0.9048
0.0132
218.99
LSTM
Horizon=D1-D5
2026.05
0.0154
1
0.0221
0.6429
0.0095
308.4
HGNN
Horizon=D1-D5
2026.05
0.0218
1
0.0274
0.5952
0.0122
442.08
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