The DATFX Labs Prediction Model
What this site is
Section titled “What this site is”Technical documentation for the prediction model stack powering prediction.datfxlabs.com. Covers architecture, training pipeline, implementation roadmap, data gaps, backfill plan, and live evaluation — updated as the plan evolves.
The model in one paragraph
Section titled “The model in one paragraph”A fine-tuned Kronos (102.3M parameter) autoregressive token-based time-series model. OHLCV candles are compressed via a Binary Spherical Quantization (BSQ) tokenizer into discrete token pairs (s1, s2). A dual-head transformer then predicts the next token pair, producing p10 / p50 / p90 quantile envelopes over a horizon of up to 120 steps. A companion event encoder injects macro calendar + cross-asset context so envelopes widen before FOMC / CPI / NFP and shift direction after surprises. An ensemble layer combines Kronos with Chronos-2 (Amazon, Apache 2.0) for regime-shift robustness.
Status snapshot
Section titled “Status snapshot”| Component | State | Notes |
|---|---|---|
| Kronos-base inference | Live | FastAPI on RTX 4060, cloudflared tunnel, DB cache ~50 ms |
| Hourly batch predictions | Live | Railway cron 55 * * * *, 23 instruments |
| Signal scoring & backtest | Live | signal_evaluations, materialised views |
| Event-conditioned Kronos (Phase 1–5) | Planned | See roadmap |
| Chronos-2 ensemble (Phase 0) | Planned | Parallel track with event encoder |
| Rolling fine-tune (Phase 6) | Planned | Monthly cadence, per asset class |
How to navigate
Section titled “How to navigate”- Architecture — how BSQ + dual-head + event embedding + ensemble fit together.
- Roadmap — the 7-phase implementation plan, auto-synced from
plans/260423-1037-event-conditioned-kronos/. - Data — what we have in Supabase today, what’s missing for the 20-channel event encoder, and the backfill plan.
- Evaluation — envelope calibration, directional accuracy, walk-forward backtest methodology + live numbers.
- Future — beyond this plan: multi-modal fusion, cross-asset token models, regime-specific adapters.
Keeping this site fresh
Section titled “Keeping this site fresh”The phase files live at plans/260423-1037-event-conditioned-kronos/ in the repo. A build-time script (scripts/sync-from-plans.mjs) copies them into the site. When the plan evolves, run npm run deploy from apps/model-docs/ and this site picks up the changes.