Backtest Results

ALL PASS
1701

Predictions

0.1049

Brier Score

0.0020

Reliability

0.1437

Resolution

0.0331

ECE

Acceptance Criteria

[PASS]Brier < 0.25:0.1049
[PASS]REL < 0.03:0.0020
[PASS]Predictions >= 100:1701
[PASS]ECE < 0.05:0.0331

Calibration Curve

Brier Decomposition

Brier = Reliability - Resolution + Uncertainty. Lower REL = better calibrated. Higher RES = better discrimination.

Model Configuration

Model: financials_sp500_v1
Type: Weighted Vol Blend + N(d2)
Train Window: 252 days
Test Window: 63 days
Vol Weights: [0.4, 0.3, 0.2, 0.1] (5d, 21d, VIX, 63d)
Calibration: Platt Scaling (pass-through until fitted)
Strike Offsets: -2% to +2% in 0.5% steps
Walk-Forward Windows: 3