Model report · v3.2.1
The model, examined.
Deployed 23 May 2026 · 4,820 features collapsed to 84 · gradient-boosted ensemble.
Current version
3.2.1
Deployed 23 May 2026
Live accuracy
71%
+1.4% vs v3.2.0
Drift score
0.08 PSI
Stable · last 14 sessions
Feature importance · top 10SHAP values
rsi_14_z0.182
sector_rotation_3d0.146
news_sentiment_zsc0.121
breadth_5d0.094
volume_ratio_200.082
oil_brent_pct0.071
usd_sar_proxy0.061
macd_divergence0.054
pe_zscore_sector0.043
institutional_flow0.037
Regime historyIn build
90 sessions agoToday
StableChoppyOil shockRisk-off
Recent retrains
v3.2.123 Maydeployed
Retrain · 90d window · accuracy 71%
v3.2.008 Maydeployed
Retrain · 90d window · accuracy 69.6%
v3.1.501 Mayrejected
Retrain · 60d window · accuracy 68.2%
Recent misses · SHAP breakdownlast 7 sessions
STC+1.4%−0.7%news_sentiment_zsc · undercounted regulatory riskEXPLAIN →
Almarai+2.1%+0.3%volume_ratio_20 · false signal from buyback noiseEXPLAIN →
Saudi Kayan−1.6%+1.2%oil_brent_pct · downstream lag ignoredEXPLAIN →