Results for “winrate-estimation”

Build a quarterly bookings forecast with commit, best-case, and pipe-only tiers, project cohort-level NRR/GRR to surface leaky cohorts, and score per-stage funnel confidence using coefficient-of-variation analysis.

Analyzes .NET project code coverage and CRAP (Change Risk Anti-Patterns) scores to identify risk hotspots, methods blocking coverage gains, and prioritize where to add tests.

Ranks weekly token unlocks by Absorption Ratio (unlock value / 7d avg volume) instead of supply percentage, with per-event cliff vs linear classification, recipient category, and a one-line market read.

Queries weather data, radar imagery, model maps, and meteorological calculations using 12 specialized tools.

Quantifies market top probability using O'Neil Distribution Days, Minervini leading stock deterioration, and Monty defensive sector rotation, producing a 0-100 composite score with risk zone classification for tactical 2-8 week timing signals.

Compares prediction market probabilities from Polymarket with options-implied probabilities to identify mispricing signals and potential arbitrage opportunities.

Calculates IV Rank and IV Percentile for any ticker to determine whether implied volatility is high or low relative to its 252-day history, and provides trading signals based on IV zones.

Evaluates the trade-off between file size reduction and image fidelity when encoding radio astronomy data using JPEG2000, benchmarking both lossless and lossy compression modes to determine the compression ratio at which visual artifacts first appear.

Analyzes the volatility smile and skew for a single options expiration, providing implied volatility curves, skew metrics, and shape classification to reveal market pricing of tail risk and directional fear.