Forecast scorecard — US

We re-score our own weather forecasts against what actually happened next, every day. We don't cherry-pick the flattering numbers: sample sizes, the date the record starts, and days that are still awaiting evaluation are all shown as they are.

Basis: 5 and 21 trading days, index closing prices (the same index data as the forecast record page).

Market: US · Korea · Japan · Hong Kong · Crypto

Not enough forecast days have completed 21 trading days yet, so we can't compare. Sample still too small

Sample too small for a confidence interval (21-day block bootstrap).

Short sample: the record is only 30 days long (under 60), so it should not be used to predict anything.

Whole period

Baseline: across all days regardless of the forecast, the average return 21 trading days later was +2.17% (9 scored days).

How far each weather's 21-day average sat from the baseline. Close to zero means that forecast carried almost no information.

Weather	Forecast days	Avg after 5 days	Avg after 21 days	Share up (21d)	Awaiting	vs baseline
Sunny	1	+3.62% (n=1)	+3.73% (n=1)	100%	0	+1.56%p
Cloudy	8	+0.70% (n=8)	+1.61% (n=2)	100%	6	-0.56%p
Rain	12	+0.82% (n=11)	+2.48% (n=5)	80%	7	+0.30%p
Storm	9	+0.14% (n=5)	+0.21% (n=1)	100%	8	-1.96%p
All	30	+0.76% (n=25)	+2.17% (n=9)	89%	21	–

Days that have not yet completed 21 trading days are excluded from the averages and counted as 'awaiting'. No number here uses information from the future.

Month by month

Month	Weather	Forecast days	Avg after 5 days	Avg after 21 days	Share up (21d)	Awaiting
2026-09	Storm	4	–	–	–	4
2026-08	Cloudy	7	+0.29% (n=7)	+0.54% (n=1)	100%	6
2026-08	Rain	9	-0.39% (n=8)	-0.18% (n=2)	50%	7
2026-08	Storm	5	+0.14% (n=5)	+0.21% (n=1)	100%	4
2026-07	Sunny	1	+3.62% (n=1)	+3.73% (n=1)	100%	0
2026-07	Cloudy	1	+3.51% (n=1)	+2.68% (n=1)	100%	0
2026-07	Rain	3	+4.05% (n=3)	+4.25% (n=3)	100%	0

If you had followed the weather

The rule: hold the index on sunny/cloudy days, sit in cash (0% return) on rain/storm days. The verdict is published at that day's close, so it is applied from the NEXT trading day's close (no lookahead), and 0.1% is deducted on every switch.

Following the weather: +2.22% cumulative, max drawdown -1.56% Sample still too small

Just holding: +3.96% cumulative, max drawdown -2.07%

Period 2026-07-28 to 2026-09-04 · 28 trading days · 6 switches · 0.1% cost per switch

Limits

The record only starts in July 2026, so the sample is very small. Any cell with fewer than 30 cases could easily be chance.
Only index returns are measured. Real fills, taxes and FX are not included, and the 'followed the weather' cost is an assumed 0.1% per switch.
The forecast rules have changed a few times (see the rule change history). Past results do not guarantee future ones.

Record integrity: 30 lines since 2026-07-27 · SHA-256 (first 12) 734647dea01d · scorecard built 2026-09-08T02:36:49

Forecast scorecard — US

Whole period

Month by month

If you had followed the weather

Limits

See also