AI Predictions
Model details
How the Scanna prediction model is built and validated.
The prediction model behind /predict and
/live-predict.
| Property | Value |
|---|---|
| Algorithm | CatBoost gradient boosting |
| Features | 22 ML features: order flow imbalance (OFI), smart money tracking, VWAP, trade microstructure, wallet concentration |
| Training data | 2,799+ resolved markets (growing ~100–450/day) |
| Retrain schedule | Daily at 4am UTC (automated) |
| Validation | Walk-forward expanding window, no look-ahead bias |
| BSS (backtest) | +0.72 on 170K uncertain markets |