MARKETSBRIEFSIGNALSREGIMEWATCHSTATESLIVERESEARCHEVENTSRATESTRADESCANLEADERSVALUEFORECASTBACKTESTLABARCFUNDSBUSINESSGULF
FORECAST EDGE

A forecast only earns trust where it disagrees with the dumb baseline — a random walk with drift, built from the same window the model saw. Agreement adds nothing to bet on; divergence is the model's actual call.

NAMES FORECAST
6
CONTRARIAN TO DRIFT
5
BBL · KBANK · SET · SCB · PTT
WIDEST DIVERGENCE
BBL
NAMEKRONOSDRIFTEDGECALL
BBL-8.7%+7.2%-15.9%fights trend
KBANK-11.9%+3.9%-15.8%fights trend
SET-10.3%+5.4%-15.7%fights trend
SCB-7.2%+7.6%-14.8%fights trend
PTT-9.0%+1.2%-10.2%fights trend
ADVANC-10.0%-2.1%-7.8%amplifies
SKILL
Out-of-sample skill — accruing
No forecast horizon has realized yet — skill fills in as outcomes arrive.
baseline: random walk with drift (mean daily return of Kronos's own input window, compounded to horizon)