ES Hourly Forecast

How calibration is measured: When the model forecasts UP or DOWN, it places three price targets based on the empirical distribution of 24h favorable moves (2,000+ resolved forecasts): P90 (0.82× ATR) = 90% probability of being reached, P75 (1.65× ATR) = 75% probability, P50 (2.90× ATR) = 50% probability. After 24h, actual 1h bars confirm whether price traveled that far in the forecasted direction. Well-calibrated = P90 hits ~90%, P75 ~75%, P50 ~50%. The white tick on each bar marks the expected hit rate. Green = within 5pp, amber = within 12pp. Feature weights adapt based on which conditions produce higher P50 hit rates.