SneakerPulse Backtest Engine

Quantitative Analysis & Prediction Model for Nike GT Future 'Copper Egg'

Monte Carlo Simulation | Retail-to-Resell Ratio Weighting | 1026 sales analyzed

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Prediction ModelGT Warning LabelGT Valor BlueGT EP SilverGT Silver

Nike GT Future 'Copper Egg' Prediction

Retail: $200 | Release: Feb 20, 2026 10:00 AM EST | SKU: FZ5590 900 | 10000 MC simulations

Predicted Day-1 Price
$249
$233 - $266 (90% CI)
Optimal Sell Day
Day 15
Peak at $280
Day-7 Expected ROI
+33.6%
25.1% to 42.3%
Day-30 Expected ROI
+29.6%
15.6% to 43.6%
VaR 95% (Day 7)
25.1%
Max loss at 95% confidence
Pre-Release Signal
$256
1.28x retail (21 pre-release sales)

Retail-to-Resell Ratio Weighting

Comparable shoes are weighted by how closely their retail-to-resell ratio matches the GT Future Copper Egg's 1.28x ratio. Shoes with similar demand-to-price dynamics get exponentially more influence on predictions. Volume is also factored in — more sales data means more reliable signal.

Release Day Intraday Price Prediction

15-minute intervals for first 24h, 30-minute for next 24h — based on 3 comparable release curves

▲
Peak Price Window
$311
+1.8h after release
▼
Best Buy Window
$211
+18.2h after release
★
Volume Spike
+43h
Highest trading activity

48-Hour Price Forecast (15-min / 30-min intervals)

Expected Relative Sales Volume

Predicted Price Trajectory with 90% CI (Days 0-90)

Comparable Overlay (Normalized)

Risk Metrics (VaR & ES)

ROI Predictions by Horizon

HorizonPred. PriceMean ROI5th Pctl95th PctlVaR 95%Exp. Shortfall
Day 1$249+24.6%+16.3%+33.0%16.3%14.2%
Day 7$267+33.6%+25.1%+42.3%25.1%23.0%
Day 14$280+39.9%+28.8%+51.2%28.8%26.1%
Day 30$259+29.6%+15.6%+43.6%15.6%12.0%
Day 60$226+12.9%-0.3%+26.5%-0.3%-3.4%
Day 90$208+3.9%-8.7%+16.3%-8.7%-11.8%

Size-by-Size Price Predictions

SizeDay 1Day 7 AvgDay 7 RangeDay 7 ROIDay 30 AvgDay 30 RangeDay 30 ROI
7$202$217$199 - $235+8.4%$210$188 - $233+5.1%
7.5$204$218$201 - $236+9.1%$211$190 - $234+5.7%
8$207$221$203 - $240+10.7%$214$192 - $238+7.2%
8.5$211$226$208 - $245+13.1%$219$196 - $243+9.5%
9$216$232$213 - $251+16.1%$225$201 - $249+12.4%
9.5$223$239$220 - $259+19.4%$232$207 - $257+15.8%
10$230$247$227 - $267+23.4%$239$214 - $265+19.5%
10.5$238$255$234 - $276+27.5%$247$221 - $274+23.5%
11$246$264$242 - $286+32.0%$256$229 - $283+27.8%
11.5$255$273$251 - $295+36.3%$264$237 - $293+32.1%
12$263$282$259 - $305+40.8%$273$244 - $302+36.3%
13$278$298$273 - $323+48.8%$289$258 - $320+44.3%
14$290$311$286 - $337+55.6%$302$270 - $334+50.8%

Comparable Weights (Retail-to-Resell Ratio)

ComparableRetailResell/RetailDist from TargetSales VolumeWeight
Nike GT Future 'All-Star Warning Label'$2302.46x1.18272%
Nike GT Future 'Valor Blue'$2001.69x0.4131234%
Nike GT Future EP Metallic Silver$2000.70x0.573213%
Nike GT Future 'Metallic Silver'$2001.54x0.2663449%

Methodology

  • Exponential Decay: P(t) = a·e-λt + c models post-release hype premium decay.
  • Ratio-Based Weighting: Comparables weighted by proximity of their retail-to-resell ratio to the target's 1.28x ratio. Exponential decay penalty: w = e-2.5·|rcomp-rtarget| × volume bonus.
  • Monte Carlo: 10000 sims with perturbed parameters (a±15%, λ±20%, c±10%) plus volatility noise.
  • Size Premiums: Polynomial regression on size-price data averaged across comparables.
  • VaR & ES: From MC return distribution. VaR95 = worst 5th percentile. ES = avg below VaR.
  • Pre-Release Signal: 21 actual transactions at avg $256 calibrate demand.
  • Pre-Release Discount: Comparables show 7.2% avg price change from pre-release to release day. Applied as smoothing factor (fades over 14 days).
  • Intraday Prediction: 15-min buckets for first 24h, 30-min for next 24h from 3 comparables, normalized and weighted, with 5000 MC sims.

Live Results vs Prediction

Real-time sales data overlaid on our predictions — how accurate is the model?

Nike GT Future 'All-Star Warning Label'

Nike GT FutureSKU: IB6681 900Released: 2026-02-13Retail: $230Weight: 2.8%
Total Sales
27
Mean
$540
Median
$583
Std Dev
$115
Skewness
-0.19
Kurtosis
0.53
Pre-Rel Sales
1
Pre-Rel Premium
146.1%
7d Avg
$539
30-60d Avg
$540
Momentum
1.00x
Collab Mult
3.39x
Retail/Resell Ratio
2.46x
Model Weight
2.8%
Exp Decay: P(t) = 267.4 × e-0.0416t + 396.6

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$653+116.5%
Day 7$596+159.3%
Day 14$546+137.3%
Day 30$473+105.8%
Day 60$419+82.0%
Day 90$403+75.2%

Nike GT Future 'Valor Blue'

Nike GT FutureSKU: IQ6406 400Released: 2025-12-13Retail: $200Weight: 34.2%
Total Sales
312
Mean
$328
Median
$320
Std Dev
$72
Skewness
1.49
Kurtosis
4.37
Pre-Rel Sales
37
Pre-Rel Premium
69.1%
7d Avg
$343
30-60d Avg
$310
Momentum
1.11x
Collab Mult
3.68x
Retail/Resell Ratio
1.69x
Model Weight
34.2%
Exp Decay: P(t) = 232.5 × e-0.0234t + 207.4

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$434+71.5%
Day 7$405+57.7%
Day 14$375+63.8%
Day 30$323+49.0%
Day 60$265+43.2%
Day 90$236+17.9%

Nike GT Future EP Metallic Silver

SKU: FZ5591 002Released: 2025-01-01Retail: $200Weight: 13.3%
Total Sales
32
Mean
$141
Median
$131
Std Dev
$37
Skewness
1.38
Kurtosis
3.92
Pre-Rel Sales
0
Pre-Rel Premium
0.0%
7d Avg
$141
30-60d Avg
$141
Momentum
1.00x
Collab Mult
1.30x
Retail/Resell Ratio
0.70x
Model Weight
13.3%
Exp Decay: P(t) = 10.0 × e-0.0100t + 200.0

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$210+5.0%
Day 7$209+4.7%
Day 14$209+4.3%
Day 30$207+3.7%
Day 60$205+2.7%
Day 90$204+2.0%

Nike GT Future 'Metallic Silver'

Nike GT FutureSKU: FZ5590 002Released: 2025-12-20Retail: $200Weight: 49.7%
Total Sales
634
Mean
$251
Median
$244
Std Dev
$77
Skewness
8.23
Kurtosis
116.27
Pre-Rel Sales
155
Pre-Rel Premium
54.2%
7d Avg
$248
30-60d Avg
$209
Momentum
1.19x
Collab Mult
7.50x
Retail/Resell Ratio
1.54x
Model Weight
49.7%
Exp Decay: P(t) = 106.8 × e-0.0158t + 152.1

Price Trajectory

Daily Volume

Size Premium

Price/Retail

ROI by Horizon

HorizonEst. PriceROI
Day 1$257+32.7%
Day 7$248+19.6%
Day 14$238+20.2%
Day 30$219+2.6%
Day 60$193+2.7%
Day 90$178-11.1%

SneakerPulse Backtest Engine — For educational and research purposes only.

Data sourced from GOAT marketplace. Generated on 2026-02-20 12:15.