Every published THv2 decision (signal) has a predicted prob_up. As outcomes resolve (hit/miss), the
Beta-Binomial conjugate posterior accumulates evidence about the realized hit probability per (tier × horizon)
cohort. The cohort is calibrated when the predicted prob_up sits inside the 95% credible interval. When it doesn't, that cohort is
surfacing predictably mis-calibrated probabilities — and Kelly sizing on that cohort should freeze until the gap closes.
Phase B-2 shipped:
The “predicted” column now reports the tier-aware predicted hit rate
Φ-derived from predicted_drift and predicted_horizon_sd, not the raw
predicted_prob_up. This is an apples-to-apples comparison with the posterior. Hover the value
to see which probe is in use (tier_aware_hit_rate for B-2 records;
prob_up_fallback for legacy records seeded before B-2).
Pooled Beta(α, β) per (tier × horizon). α = 1 + Σ hits, β = 1 + Σ misses. 95% credible interval from regularized incomplete-beta inverse. Calibration verdict: predicted prob_up ∈ [lower, upper] ⇒ ✓; outside ⇒ ✗.
| Tier | Horizon | n_obs | μ̂ (posterior) | 95% CI | Predicted | Δ | Calibrated? |
|---|---|---|---|---|---|---|---|
| Loading… | |||||||