Every downstream decision needs to know how much to trust the forecast. HELIOS reports that trust as a calibrated range, not a single figure.
It doesn't just average its models; it accounts for when they're wrong at the same time. Covariance-aware ensemble weighting.
The forecast range is calibrated, so a stated confidence level is the one you actually get. Locally-adaptive calibrated (conformal) prediction intervals.
The band narrows in calm conditions and widens when the market is hard to call. Locally-adaptive interval width.
STRIX simulates over this range; PHALANX uses it to see the peak coming. Provides the forecast distribution to STRIX and PHALANX.
Every claim on this page is proven on your own data first — a 12-month walk-forward before you act on anything live.
These are the real methods behind HELIOS, each in one plain line. We name the method as a credibility signal — we don't publish the recipe.
Blends its models by how they err together, not a flat average.
Gives a range calibrated to real outcomes, tighter when confident.