Cognostrix

How Atlas Core Generates Forecasts

From raw data to calibrated, transparent predictions in five steps

Atlas Core is the forecasting engine that powers all Atlas products. It transforms structured market and macro data into calibrated, explainable forecasts with full transparency into what's driving each output.

The Forecasting Pipeline

01

Data Ingestion

Atlas Core ingests price data, macro indicators, sentiment metrics, and other features from reputable third-party providers. Pipelines run automated quality checks and normalisation before downstream processing. (Data sources and availability vary by product and asset class.)

02

Signal Engineering

Derived features—momentum measures, volatility signals, economic regime classifications, and more—are computed using systematic, rule-based, and statistical transformations. Every transformation is versioned for reproducibility.

03

Ensemble Forecasting

Multiple model families are trained and blended using walk-forward evaluation. Model weights adjust over time to reflect evolving conditions, subject to constraints that help prevent overfitting.

04

Confidence & Drivers

Each forecast is accompanied by a calibrated confidence indicator and a 'driver view'—providing transparency into which factors (momentum, macro regime, sentiment, etc.) are influencing the output.

05

Delivery

Forecasts are published to the Atlas dashboard and, where applicable, made available via REST API. Standard delivery is end-of-day; other cadences may be agreed for specific use cases. (Scope per Order Form.)

How We Validate

Rigorous testing ensures reliable forecasts

Walk-Forward Testing

All models evaluated using walk-forward methodology—training on past data, testing on unseen future data—to simulate real-world forecasting conditions.

Continuous Re-Calibration

Models are retrained on a defined cadence to adapt to changing market conditions while applying regularisation and constraints to reduce overfit risk.

Performance Documentation

Pilot partners receive access to historical accuracy metrics and backtest documentation so they can evaluate fit-for-purpose before production use.

What You See in the Output

Every forecast includes these key metrics

Direction

Expected bias over the horizon

Expected Move

Forecasted change magnitude

Confidence

Calibrated reliability indicator

Model Agreement

When models align or diverge

Key Drivers

What's influencing the forecast

Research and methodology

Built on Research, Tested in Markets

Our methodology combines established quantitative techniques with modern machine learning, validated through rigorous walk-forward testing on real market data.

Multi-factor Models Machine Learning Walk-forward Validated

Want to See the Methodology in Action?

Request pilot access to explore forecasts and documentation.