CME Group Inc. (CME)
Model Evaluation — last 30 days for CME Group Inc. (CME)
MAPE: 0.70%
MAE: 1.87
Direction hit: 88.9%
P&L in Period:
--
| Trade Date |
Prediction For |
Actual |
Pred |
Δ actual |
Strategy Action |
Shares Held |
Strategy P&L (Day) |
Cum. P&L (Period) |
| 2025-09-29 |
2025-10-06 |
$265.43
|
$268.26 |
-4.85
|
FLAT
|
0.00 |
$0.00
|
$0.00
|
| 2025-09-30 |
2025-10-07 |
$264.67
|
$265.64 |
-7.57
|
FLAT
|
0.00 |
$0.00
|
$0.00
|
| 2025-10-01 |
2025-10-08 |
$262.05
|
$261.80 |
-8.14
|
FLAT
|
0.00 |
$0.00
|
$0.00
|
| 2025-10-02 |
2025-10-09 |
$263.60
|
$262.15 |
-2.24
|
FLAT
|
0.00 |
$0.00
|
$0.00
|
| 2025-10-03 |
2025-10-10 |
$264.94
|
$263.48 |
-0.49
|
FLAT
|
0.00 |
$0.00
|
$0.00
|
| 2025-10-06 |
2025-10-13 |
$268.84
|
$265.67 |
4.17
|
INITIAL BUY
|
3.82 |
$0.00
|
$0.00
|
| 2025-10-07 |
2025-10-14 |
$271.45
|
$269.16 |
9.40
|
SCALE-IN
|
5.71 |
$0.00
|
$0.00
|
| 2025-10-08 |
2025-10-15 |
$271.28
|
$270.83 |
7.68
|
SCALE-IN
|
7.60 |
$0.00
|
$0.00
|
| 2025-10-09 |
2025-10-16 |
$267.18
|
$267.07 |
2.24
|
SELL
|
0.00 |
$43.21
|
$43.21
|
| 2025-10-10 |
2025-10-17 |
$268.15
|
$268.18 |
-0.69
|
FLAT
|
0.00 |
$0.00
|
$43.21
|
| 2025-10-13 |
2025-10-20 |
$262.51
|
$270.04 |
-8.94
|
FLAT
|
0.00 |
$0.00
|
$43.21
|
| 2025-10-14 |
2025-10-21 |
$267.94
|
$264.25 |
-3.34
|
FLAT
|
0.00 |
$0.00
|
$43.21
|
| 2025-10-15 |
2025-10-22 |
$267.62
|
$267.11 |
0.44
|
FLAT
|
0.00 |
$0.00
|
$43.21
|
| 2025-10-16 |
2025-10-23 |
$268.61
|
$267.16 |
0.46
|
INITIAL BUY
|
3.81 |
$0.00
|
$43.21
|
| 2025-10-22 |
2025-10-23 |
$268.90
|
$271.12 |
--
|
SELL
|
0.00 |
$0.00
|
$-1395.11
|
| 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 |
--
|
--
|