Forecasting on Henry Hub spot price returns (test)
0.302Pearson rHybrid CfC
Evaluation Results
| Method | Links | ||||||
|---|---|---|---|---|---|---|---|
| Hybrid CfCEvaluation Protocol=Bootstrap performance (mean ± std, 95% CI)2026.04 | 0.302 | 0.263 | 53.8 | 0.051 | 7.75 | 4.986 | |
| Hybrid CfCEvaluation Protocol=Test-set performance2026.04 | 0.3011 | 0.268 | 53.75 | 0.0573 | 7.84 | 4.968 | |
| LTCEvaluation Protocol=Bootstrap performance (mean ± std, 95% CI)2026.04 | 0.259 | 0.222 | 51.92 | 0.049 | 7.761 | 5.041 | |
| LTCEvaluation Protocol=Test-set performance2026.04 | 0.2548 | 0.2262 | 51.88 | 0.054 | 7.854 | 5.026 | |
| LSTMEvaluation Protocol=Bootstrap performance (mean ± std, 95% CI)2026.04 | 0.119 | 0.164 | 55.08 | 0.009 | 8.014 | 5.168 | |
| CT-LTCEvaluation Protocol=Bootstrap performance (mean ± std, 95% CI)2026.04 | 0.112 | 0.128 | 52.58 | 0.006 | 7.939 | 5.103 | |
| Strict CfCEvaluation Protocol=Bootstrap performance (mean ± std, 95% CI)2026.04 | 0.11 | 0.15 | 52.42 | 0.069 | 8.207 | 5.421 | |
| Strict CfCEvaluation Protocol=Test-set performance2026.04 | 0.1059 | 0.1593 | 52.5 | 0.0528 | 8.285 | 5.398 | |
| LSTMEvaluation Protocol=Test-set performance2026.04 | 0.1035 | 0.1714 | 55 | 0.0133 | 8.129 | 5.149 | |
| CT-LTCEvaluation Protocol=Test-set performance2026.04 | 0.0972 | 0.1307 | 52.5 | 0.0076 | 8.044 | 5.087 | |
| BaselineEvaluation Protocol=Test-set performance2026.04 | 0.0408 | 0.0122 | 43.3 | 91.03 | 61.12 | 32.45 |