Evidence · calibration
A coverage record you can inspect.
A frozen held-out evaluation and a rolling production audit answer different questions. The first asks whether a method worked on a fixed test set. The second asks whether served bands are still behaving as claimed as new outcomes settle. We publish both—and we display a sequential breach rather than blending it into an old headline number.
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Rolling service record · 5-day band
This is a dated, rolling record of past predicted-versus-realized coverage, not a guarantee and not evidence of trading edge. Inspect the full receipt.
Two records, two questions
| Record | What it answers | How to use it |
|---|---|---|
| Rolling service record | Are settled bands currently achieving nominal coverage, overall and by condition? | Check the map date, sequential verdict, earnings proximity, and the slice matching the subject. |
| Frozen held-out evaluation | Did a specific method restore coverage on a fixed, disjoint test protocol? | Treat it as historical method evidence, never as the current service status. |
Frozen method finding · April 2026
Why the bands needed calibration
Nearest-neighbor quantiles under-covered on the frozen evaluation because neighbors are selected for similarity rather than sampled randomly. Split-conformal offsets widened those historical bands toward nominal coverage. These are dated validation results, not today’s rolling receipt.
| Frozen band | Nominal | Raw empirical | Calibrated empirical |
|---|---|---|---|
| [p10, p90], 5d | 80% | ~68% | ~82% |
| [p10, p90], 10d | 80% | ~68% | ~80% |
| [p25, p75], 5d | 50% | ~40% | ~49% |
Consumption rules
- — Check the live receipt before relying on nominal coverage. A sequential breach means investigate or abstain; it is not a cosmetic warning.
- — Do not use the standard band unchanged near earnings. Use the published proximity correction or avoid the uncertainty claim.
- — A marginal band for one horizon is not a joint path guarantee. Use the hold-path band when the entire 1d-to-10d path must remain inside.
- — Calibration measures uncertainty honesty. It does not establish direction, expected return, implementability, or trading edge.