Market model diagnostics
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Mini-tier forecasts with conformal-calibrated 80% bands · calibrated range, not direction —
the underlying study found no directional edge.
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Solid: real daily bars. Shaded: that day's 48-step forecast — inner = raw ensemble
10–90%, outer = CQR-calibrated 80% band. Dashed: ensemble median. Drag the slider or pick a date to
see an earlier day's forecast.
Rolling band coverage (target 0.80)
Share of scored next-bar forecasts landing inside the calibrated 80% band,
trailing 20 scored days, pooled across tickers.
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