Conformal Prediction Analysis
Distribution-free 90% prediction intervals computed at pick time.
Coverage tracks how often the exit price fell inside the stated interval.
A well-calibrated model achieves ≥ 90% empirical coverage.
Rolling Calibration
Cumulative empirical coverage after each resolved pick. Target: 90%.
Interval Width vs SPY
Pick prediction interval width (%) and SPY interval width (%) over time. A wider pick interval signals higher relative uncertainty.
Relative Uncertainty Ratio (RUR)
Pick width ÷ SPY width. Values > 1 mean the pick is more uncertain than the broad market baseline.
| Date |
Ticker |
Interval Low |
Interval High |
Exit Price |
Width |
RUR |
Result |
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