The panels now say what each prediction answers (where the price will be
in 24 hours; whether the next 24 hours will be more volatile than normal)
instead of naming the models. The computed hours are saved, so wording
changes redraw in seconds with --redraw.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
4 days ago
Redraw the regime-vs-range figure with both live DVOL models
5 Apr - 25 Sep 2026, inside the DVOL regime model's hold-out: the 24h 80%
range held 80.0%, the regime call was right 77.4% of hours, and the two
agree (Spearman 0.59; median width 5.3% when HIGH vs 4.0% when LOW;
realised move 1.5% vs 0.9%).
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
7 days ago
Plot the regime model against the price range out of sample; methodology draft
Apr-Sep 2026, every hour, out of sample for both live models: the 24h 80%
range held 82.9%, the VAE+Transformer regime call was right 75.3% of hours,
and the two agree (rank correlation 0.56; median range width 5.7% when the
regime says HIGH vs 4.3% when LOW; realised move 1.4% vs 0.9%).
Also the first methodology draft (LaTeX and plain text).
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
