{"id":"W3168477443","doi":"10.3390/jrfm14060250","title":"The Odds of Profitable Market Timing","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Odds; Portfolio; Earnings; Econometrics; Sharpe ratio; Economics; Set (abstract data type); Actuarial science; Cash; Market portfolio; Financial economics; Computer science; Finance; Logistic regression; Machine learning","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02046038,0.0003395013,0.0009537748,0.001770053,0.0008173866,0.003410281,0.001005669,0.0009257804,0.009462346],"category_scores_gemma":[0.1927111,0.0002938481,0.001013609,0.002118349,0.003402845,0.004306786,0.002396409,0.003473609,0.0007380768],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00064605,"about_ca_system_score_gemma":0.0006170421,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001143245,"about_ca_topic_score_gemma":0.0006956019,"domain_scores_codex":[0.9810047,0.00731628,0.001324605,0.004365364,0.004759185,0.001229869],"domain_scores_gemma":[0.6410797,0.2962944,0.03375443,0.02095343,0.004864465,0.003053583],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.002267626,0.0001878685,0.798126,0.0001912958,0.0006340326,0.0008999826,0.00113381,0.005009332,0.001515671,0.06018825,0.005773247,0.1240728],"study_design_scores_gemma":[0.0001771345,0.001875144,0.7418666,0.0001701755,0.000903419,0.005048116,0.00279478,0.04681394,0.006844295,0.1724868,0.02077663,0.0002430154],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9384922,0.001736319,0.0362952,0.004273601,0.000405179,0.00008483956,0.001672667,0.000176234,0.01686356],"genre_scores_gemma":[0.9961956,0.0001877971,0.001917609,0.0001694639,0.0003494539,0.00002596967,0.0004069422,0.00003302749,0.0007142542],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02046038,"threshold_uncertainty_score":0.1082062,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01616809737598435,"score_gpt":0.1990125750721437,"score_spread":0.1828444776961594,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}