Model calibration
Model-implied probability vs. realized frequency. Resolved estimates are grouped by probability; correlated observations are not independent evidence.
240
resolved observations
0.026
Brier score · all · lower is better
0.075
Brier score · informative only (10–90%) · n=82
Overall includes near-certain predictions; informative-only excludes <10% and >90%.
Regime-conditional calibration
Regime per asset and issue date: 30-day realized volatility above or below its own trailing 1-year median, using only closes before issue. Diagnostic only; no recalibration is applied.
0
resolved · 0 issue days
—
Brier · all
—
Brier · informative · n=0
No resolved observations in this regime yet.
model-implied realized
0–10%
0% · n=35
10–20%
0% · n=9
20–30%
0% · n=6
30–40%
0% · n=4
40–50%
33% · n=6
50–60%
67% · n=6
60–70%
100% · n=5
70–80%
100% · n=17
80–90%
100% · n=29
90–100%
100% · n=123