Historical per-investor evaluation
Ranked by walk-forward prediction accuracy (AUC): how well the model calls this investor's next new buy, out of sample. This is not a return ranking. AUC 0.50 is a coin flip; higher is better. Samples are small and every per-investor edge is noisy and not statistically significant. Research, not advice.
This is a dated walk-forward evaluation of historical per-investor models, as of 2026-09-30, covering 26 followed investors. AUC describes within-investor ranking on that evaluation sample; it is not the current aggregate board’s performance or a return measure.
These measures use a different evaluation population from the current cross-investor ranking board. Results are noisy at the investor level; none of the per-investor return comparisons is statistically significant. The version mapping between this dated holdout and every currently served forecast remains under review. See the methodology for the separate historical panel evaluation.
| # | Investor | Predict AUC | Ahead of index | Quarters | Top predicted buy |
|---|---|---|---|---|---|
| 1 | Chuck Akre Akre Capital | 0.822 | 56% | 34 | RRC |
| 2 | Chase Coleman Tiger Global | 0.803 | 44% | 34 | PAYP |
| 3 | Renaissance Technologies Renaissance Technologies | 0.791 | 38% | 34 | INTU |
| 4 | David Abrams Abrams Capital | 0.783 | 26% | 34 | RRC |
| 5 | Carl Icahn Icahn Capital | 0.764 | 38% | 34 | RRC |
AUC is out-of-sample walk-forward: each quarter is predicted using only earlier quarters. 0.50 is a coin flip. Ahead-of-index is the share of backtested quarters in which the investor’s predicted top-10 finished ahead of the S&P 500 (gross, before costs). Samples are small and none of these per-investor edges is statistically significant. See how it works, calibration, and the methodology. Research, not investment advice.