Blog · 6 September 2026
Centaurium 1.1: a calibration update
Centaurium 1.1 is released. Its forecasts stay calibrated across the entire trading day.
Centaurium does not predict a price; it states odds — a band, and the probability that the price lands inside it. Calibration is whether that stated probability is the real one. A 90% band that holds 90% of the time is a number a strategy can act on. A band that stops holding its coverage later in the day is not.
At every one of the 78 five-minute steps of a trading day, Centaurium 1.1’s stated 90% band contains about 88% of realized outcomes, flat from the first step to the last. That is measured out of sample on two windows: the first quarter of 2026 on vendor data, and April to early September 2026 on the prices of our execution venue, Interactive Brokers. Centaurium 1.0’s bands held their coverage for roughly the first hour; Centaurium 1.1’s hold it across the whole day. Directional accuracy is unchanged within measurement noise.
This matters because the bands are what a strategy reads its numbers off. Position size, profit target and stop are set from the forecast band at the horizon being traded — so a band that holds its stated coverage at every step is a band a strategy can size and place from at any horizon, an afternoon exit as readily as a morning one.
Update, September 2026. Two things changed after this post went up. The model line was renamed from Centaury to Centaurium — same model, same version numbers, a botanical name that travels better internationally. And Americano 1.0, Boulevardier 1.0 and Old Pal 1.0 were closed on 8 September 2026 rather than continuing; their pages stay up as frozen records. The strategies derived on the full-day forecasts have since shipped: Old Pal 1.1, Americano 1.1 and Black Manhattan 1.1.