Historical Backtest Data Download
Full Excel backtest reports with methodology, backtest data and accuracy analysis, updated every 20 days
Select Currency Pair
Select Prediction Time Range
Excel Reports Download
MC Alert System Methodology Report
Complete dual-layer algorithm, 660 USD/CNY predictions, 59 failure cases and performance stats. Updates every 20 days.
5 Sheets: Overview, Performance, Details, Failures, Methodology
Monte Carlo Accuracy Backtest Details
Daily MC prediction vs actual comparison, 95%/68% CI accuracy, P25/P50/P75 quantile accuracy. 3-day forecast. Updates every 20 days.
Includes: Daily backtest, accuracy trends, failure analysis
Naive Baseline Accuracy Report
30-day window accuracy at ±0.03%/±0.05%/±0.10% intervals, current accuracy overview and historical trends.
Purpose: Low volatility reference, market stability assessment
Data Notes:
- All backtests based on real historical exchange rate data, no synthetic data
- 📄 All Excel reports in English format for international use and data exchange
- Excel reports auto-update every 20 days, or click "Update" button for on-demand generation (background task)
- MC alert system currently works for USD/CNY only (61.7% precision), other pairs under testing
Excel Report Contents:
- MC Alert Method: Overview, Performance, Detailed Data, Failures, Methodology
- MC Accuracy: Overview, Daily Backtest, Accuracy Trend, Methodology
- Naive Accuracy: Current Accuracy, Historical Trend, Statistics, Methodology