gold scorecard

Loading…

Calibration of the one-day interval

Each bar is the share of scored days whose outcome fell in that tenth of the predictive distribution (the probability integral transform). A calibrated model fills the ten bins evenly; a hump in the middle means the intervals are too wide, piles at the ends mean too narrow, a slope means a biased centre.

Model against baselines

Log score = log predictive density at the outcome; higher is better. The model is scored against the same forecast with zero drift (does the drift centre earn its keep?), against a random walk with the trailing 21-day realized volatility (does the volatility model — weekday and calendar-month terms on a mean-reverting level — beat the naive one?), and against the same model with every sky term removed (do the pair cosines, retrogression statuses, eclipse patterns and geomagnetic lag earn theirs? — the dashed centre on the members’ chart). Cumulative differences and a sign test, by horizon in trading days.

Pre-registered leads from the two rounds of study

Scored on days after the fitting sample only (from ), in the direction fixed before those days existed. At the in-sample effect sizes these need years, not weeks; the tallies are shown so that nobody has to take that on faith.

Recent one-day predictions

Each line was written at the close of the anchor day and scored at the next recorded close; nothing is revised. Open rows are awaiting their close. A dot after the realized price marks an outcome inside the 50 % band — about half of them should carry one.