How Hedgewing predicts stocks
Hedgewing forecasts the direction of US equities over 1-, 5-, 10-, and 20-day horizons, each with a calibrated confidence band. A four-model deep-learning ensemble — LSTM, GRU, Temporal CNN, and Transformer, combined by a stacking meta-learner — reads 45 engineered features per ticker and is walk-forward backtested nightly before a single prediction ships.
Ensemble 1-day directional accuracy averages in the high 50s percent on large-cap US equities across full market cycles. Every prediction ships with a calibrated confidence interval, and live accuracy is published per horizon.
Licensed market data
Hedgewing aggregates data from multiple licensed providers — Yahoo Finance fundamentals, Polygon equities, and curated news feeds — computed point-in-time so no future information leaks into a backtest.
45 engineered features
Each ticker is described by 45 features spanning price, volume, volatility, momentum, mean reversion, and macro-regime factors.
Four deep-learning architectures
LSTM with attention, GRU, a dilated-causal Temporal CNN, and a Transformer encoder each learn complementary patterns; a stacking meta-learner weights them by recent skill so idiosyncratic errors cancel.
Calibrated confidence and walk-forward validation
Scores are calibrated to true probability on held-out data, and every model is validated on rolling out-of-sample windows before promotion. Per-ticker fine-tuning runs nightly; full retraining runs weekly.
Honest limitations
Markets are noisy and largely efficient; no model predicts prices exactly, and a sustained edge above the low 60s percent is rare. Hedgewing is US-equities research tooling, not a full data terminal or a broker. Backtested and past performance do not guarantee future results, and nothing here is personalized investment advice — see our disclosures.