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Decision Center · Calibrated Forecast LayerConformal Risk Forecaster
Conformal Risk Forecaster
Distribution-free prediction intervals with finite-sample coverage guarantees. Built on Temporal Conformal Prediction (arXiv 2507.05470, 2025) — no normality assumption, walk-forward calibrated, interval width adapts to local volatility.
Configure forecast
The guarantee
Under exchangeability, a 90% conformal interval will contain the true future return at least 90% of the time — regardless of the underlying distribution. No Gaussian assumption, no parametric model misspecification. The interval width adapts via EWMA-scaled non-conformity scores, so it widens during volatile regimes.
How to read it
- · Wider band ⇒ less confident, more volatile regime.
- · Realized coverage near nominal ⇒ calibration is honest.
- · Lower bound far from zero ⇒ asymmetric risk.
- · Use band width to size positions, not point forecast.