Built by Andreas Mæleng — XAUUSD forecasting research · maeleng.com

volatility_harpfp

HAR-PF Volatility Cone

Product
Local :8024 Public harpfd.maeleng.com Repo harpf
What

Forecasts the expected high-low range — not price direction — for each of the next eight 15-minute candles. The current /v2 arm is PF-WLS; /v1 preserves HAR-PF-cal as the rollback path.

How it works

Each range forecast is converted to a per-bar σ proxy (range / 2.4). Those variances are accumulated into horizon-specific offsets from 15 minutes through two hours. The cone remains centered on the latest close; it forecasts movement scale, not the future center price.

Evidence

PF-WLS was promoted after 189 strictly post-enrollment live folds: mean QLIKE was 0.4% lower than HAR-PF-cal (3.00793 → 2.99575; Δ −0.01219), with one-sided DM-HAC p=0.0064.

Band coverage

Descriptive reconstruction from the frozen research promotion ledger, using the /v2 cone formula: 171 folds were clock-contiguous two-hour forecasts, covering 1,368 target candles. 58.4% of closes and 38.1% of full high-low candles stayed inside the published ±1σ band; at ±2σ, coverage was 89.4% of closes and 79.3% of full candles. At the two-hour endpoint, 58.5% of closes and 42.1% of full candles were inside ±1σ. The same research ledger's post-promotion slice through 2026-07-15 — not served-request logs — showed similar 59.2% close coverage across 608 clock-contiguous targets.

Calibration

A nominal Gaussian ±1σ close interval would cover about 68.3%; the measured 58.4% means the cone was empirically narrow on this sample. Read it as a volatility-scaled risk band, not a calibrated 68% probability interval. Full-candle coverage is stricter and has no 68.3% nominal target.

Use for

The production volatility estimate — consumed live by the nf cockpit's volatility cone.

Not for

No trading-uplift claim on its own — it is a volatility-scaled risk estimate, not a directional signal or a calibrated probability interval.

Call

  • curl https://harpfd.maeleng.com/health

    Status + model metadata.

  • curl https://harpfd.maeleng.com/v2

    Lead with this one — the current arm (PF-WLS, promoted 2026-07-04 after its pre-registered live gate: DM p=0.0064 at 189 live folds). Browser-openable, live Supabase-fetched bars, zero setup.

  • curl https://harpfd.maeleng.com/v1

    The prior arm (HAR-PF-cal) — kept serving unchanged as the rollback path.

  • curl https://harpfd.maeleng.com/vol_forecast

    Frozen-snapshot champion/challenger (har_pf / nhits_cal / combo).

  • POST https://harpfd.maeleng.com/forecast_from_bars

    Advanced: caller supplies its own fresh bar window. Schema read verbatim from source, not guessed:

    {
      "bars": [[epoch_s, open, high, low, close], ...]
    }
    // >= 60 rows, oldest -> newest
  • POST https://harpfd.maeleng.com/v2/forecast_from_bars

    Advanced, /v2 arm: same contract, but PF-WLS needs the full month lookback — ≥ 2024 bars (422 below that; /v1's POST degrades gracefully on short windows).

Example responses captured live, 2026-07-03

GET /v1 live
GET /health
GET /vol_forecast

volume_gcfp

GC Volume Nowcast

Authorization hold — endpoint closed
Local :8025 External route closed Repo nhits
What

At each eligible complete GC COMEX candle, forecasts the trading volume of each next 15-minute candle through two hours (eight separate targets). The response includes both model-scale log1p_volume and raw-contract volume. It does not forecast price direction.

Evidence

A frozen strictly-forward research result exists, but its numerical performance and source-derived examples are withheld from the public page until source-specific derived-output permission is pinned.

Accuracy shape

Methodology remains public; fold counts, loss values, horizon results, vectors, and source hashes remain internal during the authorization hold.

Use for

Situational liquidity/activity context — whether the not-yet-complete target bars are likely thin or busy.

Feed timing

The technical entitlement is real-time with no fixed source delay. Automated collection and atomic-live publication are paused pending written market-data authorization. The external endpoint returns no forecast or historical-bar payload during this hold. Completed-bar publication, processing, and exchange closures would still affect anchor age after a lawful activation.

Not for

Explicitly not an entry/exit signal — it nowcasts volume, not price or returns.

Endpoint status

Closed. No callable external route is published during the authorization hold. Activation requires the exact legal receipt, historical parity, five-session coherence, and frozen source manifest—not merely a service process or newer file.

Example responses numerical payloads withheld during authorization hold

GET /v1 legacy capture
GET /health
GET /gcvol_forecast

liquidity_xauvol

XAU Liquidity / Activity Forecast

Authorization review
Local :8028 External route closed Repo nhits
What

At each eligible complete XAUUSD spot-venue candle, forecasts the venue volume of each next 15-minute candle through two hours (eight separate targets). The /liquidity/v1 API serves the frozen XAUVOL-2 NBEATSx seed-0 artifact.

Evidence

A frozen strictly-forward research result exists, but its numerical performance and source-derived examples are withheld from the public page until the applicable upstream derived-output permission is pinned.

Accuracy shape

Methodology remains public; fold counts, loss values, horizon results, vectors, and source hashes remain internal during the authorization review.

Use for

Expected XAU trading activity / liquidity context. The service only anchors on complete 15-minute bars and exposes target-level timing status.

Feed timing

The XAUUSD spot aggregate source retains a nominal 10-minute delay. The service verifies all 15 unique source minutes and volume parity before selecting an anchor; read timing.target_steps for forming or expired targets.

Not for

Not an executable-liquidity or trading signal. Spot venue volume is not broker spread, order-book depth, implementation shortfall, direction, or alpha.

Endpoint status

Closed. No source-derived numerical response is exposed while the upstream authorization review is incomplete.

Promotion evidence numerical payload withheld during authorization review

XAUVOL-2 live gate passed

liquidity_gcspread

GC Quoted-Spread Forecast

Gated preview — authorization + validation required
Local :8031 External route closed Repo nhits
What

At each complete GC COMEX candle, forecasts the within-bar mean quoted bid-ask spread ($/oz) of each next 15-minute candle through two hours (eight targets) — i.e. how expensive it is likely to be to cross the market. It forecasts liquidity cost, not price direction.

How it works

NBEATSx (input 96 bars), future exog = deterministic calendar clock, hist exog = order-book activity (realized volatility + gross order-flow imbalance). The spread is trained as origin-anchored innovations and recomposed to level inside the model. Served as a 5-seed ensemble (per-seed clip at 0, equal-weight mean).

Evidence

A frozen reserved-tail confirmation exists, but its numerical performance, source-derived examples, and vectors remain internal until source-specific derived-output permission is pinned.

Status

Gated implementation — not yet a live product. The external route is closed and no replay or live numerical payload is exposed. Technical real-time BBO/trade access has no fixed delay, but collection and output remain locked until written authorization is hash-pinned, the historical one-second quote seam passes, five trading sessions of coherence pass, and the exact activation manifest is frozen. A service process, newer file, or environment flag cannot activate it.

Use for

Situational liquidity-cost / execution-timing context — a plain cheap / normal / expensive read on how costly crossing the GC spread is likely to be over the next two hours.

Not for

Explicitly not an entry/exit signal — it forecasts spread cost, not price or returns. No trading or deploy claim; a live forward ledger is the deploy arbiter.

Endpoint status

Closed. Methodology is documented here, but forecast, health, and replay payloads are not externally callable during the authorization and validation hold.