Forecast fan chart — ensemble (5 statistical methods)
Run a ticker to render fan chart.
1–99% band
10–90% band
25–75% band
median
caution (low method-agreement)
−20% drawdown
Bayesian posterior
Drift & vol after Bayesian update on last N bars.
Method card
Goodness-of-fit
Residuals from prior period; auto-correlation; Ljung-Box test.
Outlier influence (Cook's D)
Which recent bars most influenced the current forecast.
Regime-conditional path matrix
Expansion
Late-cycle
Recession
Drawdown fan
Cumulative drawdown distribution over time (peak-to-trough as % of anchor).
Calibration validation —
Were realized returns inside predicted bands at the predicted rate? (lane 32 replay, last 12mo.)
Methodology & honest caveats
Method-agreement / divergence index
Per-step coverage overlap (intersection/union of [p10,p90] across methods) and median-divergence.