Nikkei 225
Equity index · Monthly series · IX-NI225
Latest, October 2026
63,289.9 pts
-5.2% from September 2026
Forecast
Forecast for October 2027: 62,555.1 pts, with an 80% interval of 47,116.8 pts to 81,986.8 pts.
| Period | Forecast | 80% low | 80% high |
|---|---|---|---|
| November 2026 | 63,146.6 pts | 57,278.8 pts | 70,299.3 pts |
| December 2026 | 63,084.6 pts | 54,606.2 pts | 73,715.7 pts |
| January 2027 | 63,025.3 pts | 54,127.1 pts | 73,678.5 pts |
| February 2027 | 62,985.7 pts | 49,373.6 pts | 79,749.4 pts |
| March 2027 | 63,003.2 pts | 48,540.1 pts | 80,312.1 pts |
| April 2027 | 62,996.5 pts | 46,777.1 pts | 82,962.3 pts |
| May 2027 | 62,857.7 pts | 47,362.5 pts | 81,569.9 pts |
| June 2027 | 62,632.6 pts | 39,589.9 pts | 91,898.6 pts |
| July 2027 | 62,574.0 pts | 44,317.5 pts | 85,106.0 pts |
| August 2027 | 62,585.9 pts | 48,491.4 pts | 80,167.7 pts |
| September 2027 | 62,551.0 pts | 41,407.6 pts | 89,121.9 pts |
| October 2027 | 62,555.1 pts | 47,116.8 pts | 81,986.8 pts |
AI confidence
Mixed evidenceThe tests show no consistent, material advantage over the no-change baseline.
Model: Agentic Investor TSFM (foundation model)
- Accuracy vs naive
- +4%Matches the no-change baseline over 6 tests (6 tests, 4 won)
- Direction
- 56%No clear edge over a coin flip (40 of 72 calls right in 6 tests)
- Turning points
- 6 of 32Anticipated some turns (32 turns in 6 tests, 0 without a turn)
- Error vs baseline
- 4% lowerError ratio 0.96; 1.00 is a tie.
- Tests won
- 4 / 6Complete recent tests excluded from model selection; ties count as no win.
- Test period
- 2020-11-01 to 2026-10-0112 observations ahead per test.
- 80% band coverage
- 82%Observed outcomes inside the band across all stored test windows.
- Band coverage uses all stored test windows, including model-selection windows when present; it does not determine the confidence label.
- Evaluated 2026-11-14 against the cached history through 2026-10-01.
How this assessment is made
AI confidence describes historical evidence for this forecast, not a probability of being correct. Each backtest fits on data available before its test window. The baseline carries the last value forward. Supported evidence requires at least six complete, non-overlapping tests, an error ratio below 0.90 (rounded to two decimals), and wins in a majority of tests. Ratios from 0.90 to below 1.10 are on par; 1.10 or above is weak evidence. Inconsistent wins produce mixed evidence. For a selected model, only the recent tests excluded from model selection determine this label. These are historical simulations using the available data, not a live trading track record; revisions and foundation-model pretraining can limit how closely they reproduce a past decision. Past performance can change.
Model comparison
5 of 5 models evaluatedModels are selected on older tests and evaluated on separate recent tests. All four classes completed their backtests.
Models tested
Agentic Investor TSFM scored lowest on the 6 older tests (0.95) and was chosen. The 6 recent tests played no part in the choice and give its grade (0.96). The search for a model that beats the naive forecast on both sets of tests goes on. Scores are MASE: a model's errors divided by the naive forecast's, so 1 is a tie.
4 model classes completed the tests: Foundation model, Statistical, Machine learning, Neural network.
| Model | Class and compute | Older tests | Recent tests | Role |
|---|---|---|---|---|
| Timestral (foundation model) | Foundation model · CPU | 0.95 | 0.96 | Serving |
| ci-proto (foundation model) | Foundation model · CPU | 0.96 | 0.94 | Tested |
| Naive forecast (last value held) | Benchmark · CPU | 1.00 | 1.00 | Benchmark |
| AutoETS (statistical) | Statistical · CPU | 1.00 | 0.98 | Tested |
| CatBoost (machine learning) | Machine learning · CPU | 1.07 | 1.16 | Tested |
| N-HiTS (neural network) | Neural network · CPU | 1.46 | 0.74 | Tested |
Reading
It is above 96% of the 119 earlier readings since November 2016.
Recent history (24 observations)
| Period | Value |
|---|---|
| October 2026 | 63,289.9 pts |
| September 2026 | 66,753.5 pts |
| August 2026 | 66,311.7 pts |
| July 2026 | 64,361.8 pts |
| June 2026 | 70,062.1 pts |
| May 2026 | 66,329.3 pts |
| April 2026 | 59,284.7 pts |
| March 2026 | 51,063.7 pts |
| February 2026 | 58,850.2 pts |
| January 2026 | 53,322.8 pts |
| December 2025 | 50,339.4 pts |
| November 2025 | 50,253.9 pts |
| October 2025 | 52,411.3 pts |
| September 2025 | 44,932.6 pts |
| August 2025 | 42,718.4 pts |
| July 2025 | 41,069.8 pts |
| June 2025 | 40,487.2 pts |
| May 2025 | 37,964.9 pts |
| April 2025 | 36,045.2 pts |
| March 2025 | 35,617.3 pts |
| February 2025 | 37,155.4 pts |
| January 2025 | 39,572.4 pts |
| December 2024 | 39,894.3 pts |
| November 2024 | 38,207.8 pts |
Source
Data: public market data feeds.
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