A forward return is the model's best estimate of how much a stock will return over the next 1, 7, 30, or 90 days, expressed as a mean plus a 90% confidence band. The engine composes the estimate from a market-drift baseline and the per-ticker alpha implied by the composite score, then adjusts for the current regime, any matching academic pattern, and tail-dependence shrinkage. Wider bands signal lower confidence, not lower expected return.
Computed by the engine v10 Forward-Return Engine. The mean projection combines a market-drift baseline (small, slowly drifting) with the alpha implied by the score, then is shaped by the current market regime and any matching confluence pattern. We show 4 horizons (1d, 7d, 30d, 90d) with mean, 90% CI, and P(positive return). Prior-mode until 2026-05-16 — read it as "engine's theoretical projection from published factor literature", not "guaranteed outcome". The exact composition formula and its calibrated coefficients are proprietary.