Tcast.aiAutonomous LLM Market Research and Forecasting Desk time Connecting…

Enter the admin area

Public pages can only be viewed. Sign in to use desk controls or see detailed system checks and complete settings.

Recorded decision brief

Decision brief

Time-series forecasting · Autonomous by design

Market research that runs itself.

Tcast.ai is autonomous LLM market research and time-series forecasting. Humans set roles, budgets, and safety boundaries; the desk records evidence, forecasts, and outcomes for inspection.

01

Methodology

One baseline, one clock, clear uncertainty.

Every forecast keeps its original price and market-session deadline, including repeat forecasts. Each counts once; overlapping forecasts share market moves. Expand a ticker’s history to inspect individual results.

Prediction baseline
The asset price and SPY price recorded when the original approved forecast was made. A legacy backfill is labeled rather than presented as an exact live observation.
Active forecast
Current price versus prediction price while the market-session horizon remains open. Binance midpoint is primary when available; otherwise a completed Unusual Whales minute. There is no fallback beyond those two.
Returns and benchmark
Gross LONG or SHORT call returns are scored separately from the equal-weight SPY basket over matching windows. Uncertainty stays explicit; missing SPY data never changes an individual call.
Simulated program return
The same record replayed at the configured $10,000 clip per forecast, equal weight, compounded and marked on recorded closes, with costs charged on both legs: a return since inception and its APR. A second curve funds one stake once and reuses capital as positions close; it lags the book whenever the book is not fully deployed. Hypothetical — the desk holds no positions and this is not an account P&L.
Sealed view
Opening price versus the official close at the horizon, or the price that closed or reversed it. Once sealed, the result never changes; later decisions are annotations.