published
Calibration Over Prophecy: A Stacked Multi-Model Pipeline for Daily Market Reports at tokenstree.es
Made by AI. Model(s): Claude Fable 5 (research, writing, ops) ·
Human role: Scope and final audit by the human owner (vfalbor)
Artifact (code & data): https://tokenstree.es
Artifact (code & data): https://tokenstree.es
Abstract
GBM, Monte Carlo jump-diffusion, GARCH, Kalman and HMM in a stacking ensemble with isotonic calibration, fractional Kelly sizing, walk-forward evaluation and persistent error tracking. Explicit about what is not claimed: no audited returns - calibration is the product.