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The Market Forecast Engine
Sigmanomics runs a 7-model statistical ensemble across forex, crypto, stocks, commodities, and indices. Every forecast is logged at generation time, scored against actual prices, and published with full transparency. No cherry-picking. No retroactive edits. Just data.
Track Record
Verified performance across all instruments and timeframes
83%+
Zone Containment (CI80)
1M+
Forecasts Scored
1,456+
Instruments Tracked
5
Asset Classes Covered
The Ensemble Engine
Seven statistical models run independently, then combine into a consensus forecast with calibrated confidence intervals.
Sigma-Linear
Baseline linear extrapolation
Sigma-Adaptive
Regime-aware dynamic weighting
Sigma-Drift
Mean-reversion with drift correction
Sigma-Trend
Momentum and trend-following
Sigma-Cycle
Seasonal and cyclical patterns
Sigma-Surge
Volatility breakout detection
Sigma-Dynamic
Optimized theta decomposition
Methodology
Zone Calibration
Each forecast includes Q1-Q3 interquartile range zones and CI80 calibrated bounds. Zone multipliers are tuned per market so the expected zone captures ~80% of actual outcomes.
Scoring
Every forecast is scored against actual OHLC data. We track directional accuracy (did price move in the predicted direction?) and zone containment (did price land inside the predicted range?). All results are public on the Performance page.
Coverage
5 asset classes (forex, crypto, stocks, commodities, indices), 6 timeframes (30min through 1D), updated every pipeline run. No instruments excluded from aggregate statistics.
Transparency
All forecasts are logged at generation time with immutable timestamps. No retroactive edits. Historical forecast data is available for export in CSV and JSON formats.
Team
Sam Bourgi, Analyst
Analyst
Senior analyst whose research has been cited by the U.S. Congress, U.S. Department of Justice, CBOE, Barron's, and Forbes. Over 25,000 published articles.
Andrew Prochnow
Senior Analyst
Options and volatility trader with 15+ years in global financial markets. Contributor to tastyfx, Barchart, Benzinga, DailyFX, and Luckbox Magazine.
Chad Shoop
Analyst, CMT
Chartered Market Technician (CMT) and CFA Level I candidate with over a decade of experience in market analysis, financial writing, and investor education. Specializes in equities, options, commodities, and forex.
Dave Calutan, MBA
Analyst
10 years of investing and trading experience across global financial markets. Winner of the National Stock Trading Competition '18.
Matthew Williamson, RIA
Analyst
Registered Investment Advisor and fiduciary portfolio manager. Integrates macro-economic research with options-first hedging strategies.
Neha Gupta
Analyst, CFA
Chartered Financial Analyst with 18+ years in finance. Published on MarketWatch, TipRanks, InsiderMonkey, and Seeking Alpha.
Ronald Francois, Senior Strategist
Senior Strategist
Senior market strategist with a decade of equity market experience and options trading expertise. Featured on FXStreet.com.