Event Type:
📊 Unemployment Release
⏰ 08:30 ET
🪟 POST10m
Current run: training + OOS evaluation uses the
first 10 minutes after the release (08:30–08:40 ET).
📂 Training is based on a rolling 12-month LOB dataset from CME
10 Yr Treasury futures.
Zoom & Reset: 🖱️ Hover on chart • 🔍 Scroll to zoom • ♻️ “Reset Zoom”
HIT–COVERAGE Frontier (Combined)
x: Coveragey: Hit
Pareto–Best Hit–Best Cov–Euclidean Best–
Coverage
Hit
Legend:Cyan squares = Pareto • Cyan line = frontier • Orange star = closest to (1,1)
Footnotes:
• Per-Horizon Recommendations (RECO_PERH) isolate the most tradable candidates
for a specific horizon (e.g., 250 ms or 500 ms), including regression metrics
(MAE / MSE / R²) when available. These are the points highlighted in purple on the chart.