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12 days ago
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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>204b9a4