Regression Analysis
Statistical regression models, feature importance, residual diagnostics, and prediction accuracy
Last Model Run
2026-02-15 09:41 EST
1,248 observations
Model Quality Overview
R-Squared
0.8743
Variance explained
Adj. R-Squared
0.8591
Penalized for features
Mean Absolute Error
0.0234
Avg absolute deviation
Root Mean Sq. Error
0.0312
Penalizes large errors
F-Statistic
57.82
p-value (F-test)
< 0.0001
Durbin-Watson
2.04
Feature Importance
Relative contribution of each predictor to the Elastic Net regression model
Residual Analysis
Mean Residual
0.00032
Std. Deviation
0.0298
Skewness
-0.142
Kurtosis
3.21
Jarque-Bera Normality Test
JB = 4.87 | p = 0.0876
Residual Distribution
Multicollinearity Check
Variance Inflation Factors — VIF > 5 concerning, VIF > 10 highly correlated
Macro Indicators
Sector Momentum
Short Interest
Market Cap
Insider Activity
PE Ratio
Congressional Trades
Volume
Options Flow Sentiment
High Multicollinearity Detected
Macro Indicators — consider removing or combining these features to reduce coefficient instability.
Moderate Collinearity
Sector Momentum — monitor for inflated standard errors. Ridge or Elastic Net regularization recommended.
Prediction vs Actual
Recent out-of-sample prediction accuracy — 5-day forward returns
Directional Accuracy
70% (7/10)
| Ticker | Predicted Dir. | Actual Dir. | Pred. Mag. (%) | Actual Mag. (%) | Error (%) | Result |
|---|---|---|---|---|---|---|
| NVDA | LONG | LONG | +4.2 | +3.8 | 0.4 | CORRECT |
| AAPL | LONG | LONG | +1.8 | +2.1 | 0.3 | CORRECT |
| TSLA | SHORT | SHORT | -3.1 | -4.7 | 1.6 | CORRECT |
| META | LONG | SHORT | +2.4 | -1.2 | 3.6 | MISS |
| MSFT | LONG | LONG | +1.5 | +1.3 | 0.2 | CORRECT |
| AMZN | LONG | LONG | +2.9 | +3.4 | 0.5 | CORRECT |
| GOOGL | SHORT | LONG | -0.8 | +0.6 | 1.4 | MISS |
| AMD | LONG | LONG | +5.1 | +4.3 | 0.8 | CORRECT |
| JPM | LONG | LONG | +1.2 | +1.0 | 0.2 | CORRECT |
| PLTR | LONG | SHORT | +3.6 | -2.1 | 5.7 | MISS |
Model Comparison
Performance across regression methodologies — best model highlighted