TreVmS · Terminal
Every model runs on ArcDelta data and shows how it performed out of sample. Results describe distributions and costs, not trading advice.
At which prices are leveraged longs and shorts likely to be liquidated?
Observed liquidations are checked against maps saved before the event every 14 days.
Open →What range will the price cover, and how likely is it to touch a given level?
Rolling out-of-sample on 30 perpetuals: touch-probability Brier score 4.7% (1h), 4.2% (4h) and 2.1% (24h) better than v0.5; 1h 90% band covered 89.7%.
Open →What will holding this perpetual cost or pay in funding over the next day, on each venue?
0.6 × last settled rate + 0.4 × 3-day mean predicted the next-day average rate with an MAE of 0.51 bp, against 0.59 bp for the last rate and 0.78 bp for zero, on 488 venue symbols.
Open →How much can this position lose over the next hour, day or week?
Same engine as Monte Carlo 1.0, 30 perpetuals out of sample: at 1h the 5% loss tail was breached 5.8% of the time (Kupiec p = 0.08) and the 1% tail 0.8%; at 4h and 24h breaches rose to 7.8–8.1% in a falling market.
Open →How likely is my leveraged position to be liquidated, and what leverage keeps that risk low?
Touch probabilities include intrabar highs and lows. On 30 perpetuals the predicted probability differed from the observed touch frequency by 1.8 points on average at 1h, 1.0 at 4h and 2.5 at 24h.
Open →What will a market order of my size really cost on each venue?
The trailing two-hour median predicted the cost one hour later with a median error of 6.6% ($10k) to 9.3% ($500k) across 8 instruments and 5 venues.
Open →Is this backtest Sharpe real, or the best of many lucky tries?
In 1,000 null simulations the best of 50 variants passed plain PSR 92% of the time and DSR 0%; a real edge among 20 variants was found 37% of the time.
Open →Validation: each model compares its earlier forecasts with what happened next, using only data after the forecast time. Figures on the cards come from 30 perpetuals in October 2026; live calibration for the selected instrument is shown inside each model.