frenchlaundry

Calibration — entry price vs how often their side won

Entry price paid vs how often the side they bought actually won, over this wallet's lifetime resolved positions. Diagonal = the price was exactly right. Empty bins sit on the diagonal — that is “not measured”, not “perfectly calibrated”.

Calibration and accuracy scores judge whether the side a trader bought is the side that WON; win rate judges whether the trade MADE MONEY. These bins are the first kind: a bin's rate is how often the side bought at that price won, with voided markets left out. The full breakdown — the price-adjusted forecasting score, Brier, alpha-vs-mid, Sharpe — is below.