Will this currency pair make a
significant move?
Multi-horizon realized volatility predictions for 28 FX pairs. 308 forecasts per hour across 11 time horizons. Walk-forward validated on 18 years of data. Live forward test accumulating since March 2026.
What It Predicts
Each prediction answers one question: will this pair make a significant move in the next N hours? Not which direction. Not a specific pip value. Not a trade recommendation. A calibrated probability of magnitude, with the full expected move distribution.
| Horizon | Test AUC | Threshold | ~Pips | Primary Audience |
|---|---|---|---|---|
| 15m | 0.813 | 0.073% | ~8 | Scalpers, intraday systems |
| 30m | 0.804 | 0.100% | ~11 | Active traders, 0DTE options |
| 45m | 0.800 | 0.120% | ~13 | Active traders, 0DTE options |
| 1h | 0.793 | 0.12% | ~13 | Day traders, scalpers |
| 2h | 0.780 | 0.17% | ~19 | Day traders, 0DTE options |
| 3h | 0.765 | 0.21% | ~23 | Day traders, 0DTE options |
| 4h | 0.757 | 0.25% | ~27 | Options traders, swing |
| 6h | 0.745 | 0.31% | ~34 | Options traders |
| 8h | 0.738 | 0.37% | ~40 | Options traders, swing |
| 12h | 0.732 | 0.47% | ~51 | Risk desks, systematic |
| 24h | 0.723 | 0.68% | ~74 | Risk desks, systematic |
AUC = Area Under the ROC Curve. 0.5 = random, 1.0 = perfect. All thresholds calibrated to 17.5% base rate from training data (2005-2023). Test holdout: 2024-2026. Walk-forward 5-fold cross-validation. Pip estimates based on EURUSD at ~1.09; values vary by pair. An AUC of 0.75 does not mean the model is wrong 25% of the time — it measures ranking ability, not classification accuracy at a fixed threshold.
How to read a signal
Score (0–1) — the probability that price will exceed the threshold for that window. A score of 0.45 at the 4h horizon means elevated probability of a move larger than ~27 pips in the next 4 hours. Scores above 0.30 are elevated. Above 0.50 is high conviction.
Expected move — the average historical move at this score level, in percentage and approximate pips. This is not a guarantee — it's the mean of the historical distribution at similar conditions.
p75 / p90 — stress scenarios. If a move does occur, 75% of historical moves at this score level were below p75, and 90% were below p90. Use p90 as your stop-loss stress test.
This product does not predict direction. It predicts whether a significant move is coming — not which way.
Download Methodology Paper
Feature catalog, training methodology, calibration approach, and validation results.
Who It's For
Options Traders
Time straddles and strangles with a calibrated vol spike probability. Compare our expected move forecast against implied volatility to find underpriced options.
Systematic Traders
Manage volatility exposure programmatically via API. 308 predictions per hour across 11 horizons, full move distributions, CSV export.
Risk Desks
Dynamic hedging informed by forward-looking vol estimates at 11 horizons. Flag elevated risk windows before they arrive.
Spot FX Traders
Know whether you’re entering a high-volatility window before you place the trade. Use 15m–1h forecasts to time entries, size positions, and avoid getting stopped out by predicted spikes.
Automated Strategy Operators
Turn off your bot before a predicted vol spike that could breach drawdown limits. The p90 stress scenario gives you the worst-case move estimate before it happens.
Methodology
11 dedicated LightGBM models, each trained on millions of observations across 28 pairs (2005-2023). 98-108 features per prediction spanning price action, realized volatility, market microstructure, retail positioning, and calendar effects. Strict walk-forward validation with no look-ahead bias.
Every prediction is scored against 1-minute OANDA candles. Every outcome includes the row offset for independent verification. The track record is public, auditable, and independently verifiable against any public candle source.
Download Methodology Paper
Feature catalog, training methodology, calibration approach, and validation results.
Early Access
We're opening access to a small group while the forward test accumulates depth. Dashboard access, API keys, and the methodology paper are available on request.
Request Early AccessNo commitment. We'll respond within 48 hours.
Research
Published quantitative research on FX positioning, session volatility, and correlation regimes.
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