CME Group Inc. (CME)
Model Evaluation — last 100 days for CME Group Inc. (CME)
MAPE: 0.83%
MAE: 2.25
Direction hit: 79.1%
P&L in Period:
--
| Trade Date |
Prediction For |
Actual |
Pred |
Δ actual |
Strategy Action |
Shares Held |
Strategy P&L (Day) |
Cum. P&L (Period) |
| 2025-07-21 |
2025-07-28 |
$277.18
|
$278.03 |
2.48
|
SCALE-IN
|
5.46 |
$0.00
|
$0.00
|
| 2025-07-22 |
2025-07-29 |
$279.55
|
$277.86 |
4.55
|
SCALE-IN
|
7.28 |
$0.00
|
$0.00
|
| 2025-07-23 |
2025-07-30 |
$274.12
|
$275.12 |
-0.52
|
SELL
|
0.00 |
$12.52
|
$12.52
|
| 2025-07-24 |
2025-07-31 |
$274.60
|
$274.83 |
-1.88
|
FLAT
|
0.00 |
$0.00
|
$12.52
|
| 2025-07-25 |
2025-08-01 |
$277.74
|
$272.86 |
0.56
|
FLAT
|
0.00 |
$0.00
|
$12.52
|
| 2025-07-28 |
2025-08-04 |
$278.28
|
$276.71 |
-1.27
|
INITIAL BUY
|
3.65 |
$0.00
|
$12.52
|
| 2025-07-29 |
2025-08-05 |
$280.76
|
$277.62 |
6.64
|
SCALE-IN
|
5.47 |
$0.00
|
$12.52
|
| 2025-07-30 |
2025-08-06 |
$287.10
|
$281.77 |
12.50
|
SCALE-IN
|
7.27 |
$0.00
|
$12.52
|
| 2025-07-31 |
2025-08-07 |
$284.61
|
$284.76 |
6.87
|
SCALE-IN
|
9.07 |
$0.00
|
$12.52
|
| 2025-08-01 |
2025-08-08 |
$281.35
|
$275.15 |
3.07
|
SELL
|
0.00 |
$45.33
|
$57.85
|
| 2025-08-04 |
2025-08-11 |
$280.95
|
$282.61 |
0.19
|
FLAT
|
0.00 |
$0.00
|
$57.85
|
| 2025-08-05 |
2025-08-12 |
$282.21
|
$280.40 |
-4.89
|
FLAT
|
0.00 |
$0.00
|
$57.85
|
| 2025-08-06 |
2025-08-13 |
$285.75
|
$285.23 |
1.14
|
INITIAL BUY
|
3.55 |
$0.00
|
$57.85
|
| 2025-08-07 |
2025-08-14 |
$275.88
|
$278.76 |
-5.47
|
SELL
|
0.00 |
$-1.42
|
$56.43
|
| 2025-08-08 |
2025-08-15 |
$273.92
|
$276.00 |
-7.03
|
FLAT
|
0.00 |
$0.00
|
$56.43
|
| 2025-08-11 |
2025-08-18 |
$274.70
|
$276.51 |
-7.51
|
FLAT
|
0.00 |
$0.00
|
$56.43
|
| 2025-08-12 |
2025-08-19 |
$273.92
|
$265.87 |
-11.83
|
FLAT
|
0.00 |
$0.00
|
$56.43
|
| 2025-08-13 |
2025-08-20 |
$270.41
|
$267.75 |
-5.47
|
FLAT
|
0.00 |
$0.00
|
$56.43
|
| 2025-08-14 |
2025-08-21 |
$271.49
|
$269.31 |
-2.43
|
FLAT
|
0.00 |
$0.00
|
$56.43
|
| 2025-08-15 |
2025-08-22 |
$274.61
|
$270.06 |
-0.09
|
FLAT
|
0.00 |
$0.00
|
$56.43
|
| 2025-08-18 |
2025-08-25 |
$273.32
|
$277.91 |
-0.60
|
INITIAL BUY
|
3.70 |
$0.00
|
$56.43
|
| 2025-08-19 |
2025-08-26 |
$269.52
|
$270.07 |
-0.89
|
SELL
|
0.00 |
$3.99
|
$60.42
|
| 2025-08-20 |
2025-08-27 |
$271.39
|
$271.02 |
-0.10
|
FLAT
|
0.00 |
$0.00
|
$60.42
|
| 2025-08-21 |
2025-08-28 |
$271.61
|
$271.20 |
-3.00
|
FLAT
|
0.00 |
$0.00
|
$60.42
|
| 2025-08-22 |
2025-08-29 |
$270.12
|
$267.28 |
-3.20
|
FLAT
|
0.00 |
$0.00
|
$60.42
|
| 2025-08-25 |
2025-09-01 |
$266.77
|
$268.97 |
-2.75
|
FLAT
|
0.00 |
$0.00
|
$60.42
|
| 2025-08-26 |
2025-09-02 |
$266.51
|
$268.43 |
-4.88
|
FLAT
|
0.00 |
$0.00
|
$60.42
|
| 2025-08-27 |
2025-09-03 |
$265.40
|
$266.88 |
-6.21
|
FLAT
|
0.00 |
$0.00
|
$60.42
|
| 2025-08-28 |
2025-09-04 |
$269.35
|
$270.12 |
-0.77
|
INITIAL BUY
|
3.75 |
$0.00
|
$60.42
|
| 2025-08-29 |
2025-09-05 |
$267.43
|
$262.98 |
0.66
|
SELL
|
0.00 |
$-0.97
|
$59.45
|
| 2025-09-02 |
2025-09-09 |
$261.94
|
$262.84 |
-4.57
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-03 |
2025-09-10 |
$262.58
|
$265.56 |
-2.82
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-04 |
2025-09-11 |
$261.53
|
$262.75 |
-7.82
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-05 |
2025-09-12 |
$259.91
|
$258.64 |
-7.52
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-08 |
2025-09-15 |
$262.38
|
$258.97 |
0.44
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-09 |
2025-09-16 |
$262.30
|
$260.35 |
-0.28
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-10 |
2025-09-17 |
$258.83
|
$259.15 |
-2.70
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-11 |
2025-09-18 |
$259.83
|
$261.55 |
-0.08
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-12 |
2025-09-19 |
$262.40
|
$261.35 |
0.02
|
FLAT
|
0.00 |
$0.00
|
$59.45
|
| 2025-09-15 |
2025-09-22 |
$260.59
|
$263.63 |
-1.71
|
INITIAL BUY
|
3.86 |
$0.00
|
$59.45
|
| 2025-09-16 |
2025-09-23 |
$261.53
|
$264.74 |
2.70
|
SCALE-IN
|
5.79 |
$0.00
|
$59.45
|
| 2025-09-17 |
2025-09-24 |
$261.08
|
$260.08 |
1.25
|
SELL
|
0.00 |
$18.74
|
$78.19
|
| 2025-09-18 |
2025-09-25 |
$261.96
|
$263.60 |
-0.44
|
INITIAL BUY
|
3.84 |
$0.00
|
$78.19
|
| 2025-09-19 |
2025-09-26 |
$264.43
|
$266.05 |
3.84
|
SCALE-IN
|
5.75 |
$0.00
|
$78.19
|
| 2025-09-22 |
2025-09-29 |
$268.73
|
$263.26 |
7.20
|
SCALE-IN
|
7.66 |
$0.00
|
$78.19
|
| 2025-09-23 |
2025-09-30 |
$270.28
|
$267.20 |
9.20
|
SCALE-IN
|
9.57 |
$0.00
|
$78.19
|
| 2025-09-24 |
2025-10-01 |
$272.24
|
$269.94 |
10.28
|
SCALE-IN
|
11.46 |
$0.00
|
$78.19
|
| 2025-09-25 |
2025-10-02 |
$270.19
|
$275.69 |
5.76
|
SCALE-IN
|
13.32 |
$0.00
|
$78.19
|
| 2025-09-26 |
2025-10-03 |
$265.84
|
$267.13 |
-2.89
|
SELL
|
0.00 |
$101.36
|
$179.55
|
| 2025-09-29 |
2025-10-06 |
$265.43
|
$268.26 |
-4.85
|
FLAT
|
0.00 |
$0.00
|
$179.55
|
| 2025-09-30 |
2025-10-07 |
$264.67
|
$265.64 |
-7.57
|
FLAT
|
0.00 |
$0.00
|
$179.55
|
| 2025-10-01 |
2025-10-08 |
$262.05
|
$261.80 |
-8.14
|
FLAT
|
0.00 |
$0.00
|
$179.55
|
| 2025-10-02 |
2025-10-09 |
$263.60
|
$262.15 |
-2.24
|
FLAT
|
0.00 |
$0.00
|
$179.55
|
| 2025-10-03 |
2025-10-10 |
$264.94
|
$263.48 |
-0.49
|
FLAT
|
0.00 |
$0.00
|
$179.55
|
| 2025-10-06 |
2025-10-13 |
$268.84
|
$265.67 |
4.17
|
INITIAL BUY
|
3.82 |
$0.00
|
$179.55
|
| 2025-10-07 |
2025-10-14 |
$271.45
|
$269.16 |
9.40
|
SCALE-IN
|
5.71 |
$0.00
|
$179.55
|
| 2025-10-08 |
2025-10-15 |
$271.28
|
$270.83 |
7.68
|
SCALE-IN
|
7.60 |
$0.00
|
$179.55
|
| 2025-10-09 |
2025-10-16 |
$267.18
|
$267.07 |
2.24
|
SELL
|
0.00 |
$43.21
|
$222.76
|
| 2025-10-10 |
2025-10-17 |
$268.15
|
$268.18 |
-0.69
|
FLAT
|
0.00 |
$0.00
|
$222.76
|
| 2025-10-13 |
2025-10-20 |
$262.51
|
$270.04 |
-8.94
|
FLAT
|
0.00 |
$0.00
|
$222.76
|
| 2025-10-14 |
2025-10-21 |
$267.94
|
$264.25 |
-3.34
|
FLAT
|
0.00 |
$0.00
|
$222.76
|
| 2025-10-15 |
2025-10-22 |
$267.62
|
$267.11 |
0.44
|
FLAT
|
0.00 |
$0.00
|
$222.76
|
| 2025-10-16 |
2025-10-23 |
$268.61
|
$267.16 |
0.46
|
INITIAL BUY
|
3.81 |
$0.00
|
$222.76
|
| 2025-10-22 |
2025-10-23 |
$268.90
|
$271.12 |
--
|
SELL
|
0.00 |
$0.00
|
$-1215.56
|
| 2025-10-23 |
2025-10-26 |
--
|
$268.81 |
--
|
FLAT
|
0.00 |
$0.00
|
--
|
| 2025-10-24 |
2025-10-27 |
$271.09
|
$268.47 |
--
|
FLAT
|
0.00 |
$0.00
|
--
|
| 2025-10-27 |
2025-10-30 |
--
|
$269.42 |
--
|
FLAT
|
0.00 |
$0.00
|
--
|
| 2025-10-25 |
2025-10-28 |
--
|
$272.79 |
--
|
FLAT
|
0.00 |
--
|
--
|
| 2025-10-26 |
2025-10-29 |
--
|
$271.91 |
--
|
FLAT
|
0.00 |
--
|
--
|
| 2025-10-28 |
2025-10-31 |
--
|
$274.91 |
--
|
FLAT
|
0.00 |
--
|
--
|
| 2025-10-29 |
2025-11-01 |
--
|
$276.80 |
--
|
FLAT
|
0.00 |
--
|
--
|
| 2025-10-30 |
2025-11-02 |
--
|
$279.68 |
--
|
FLAT
|
0.00 |
--
|
--
|
| 2025-10-31 |
2025-11-03 |
--
|
$282.08 |
--
|
FLAT
|
0.00 |
--
|
--
|
| 2025-11-01 |
2025-11-04 |
--
|
$288.13 |
--
|
FLAT
|
0.00 |
--
|
--
|
| 2025-11-02 |
2025-11-05 |
--
|
$290.79 |
--
|
FLAT
|
0.00 |
--
|
--
|
| 2025-11-03 |
2025-11-06 |
--
|
$293.33 |
--
|
FLAT
|
0.00 |
--
|
--
|