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met(y:string[],p:number[][]){let ok=0,br=0,ll=0;y.forEach((v,i)=>{let k=p[i].indexOf(Math.max(...p[i]));if(CLS[k]===v)ok++;p[i].forEach((z,j)=>br+=(z-(CLS[j]===v?1:0))**2);ll-=Math.log(Math.max(1e-12,p[i][CLS.indexOf(v)]))});return{accuracy:ok/y.length,brier:br/y.length,logloss:ll/y.length}}\nfunction build(a:R[],b:R[]){const mb=new Map(b.map(r=>[r.t,r])),aa=a.filter(r=>mb.has(r.t)),bb=aa.map(r=>mb.get(r.t)!);const all:any[]=[];for(let i=30;ij?Math.log(r.c/aa[i-30+j].c):Math.log(r.c/aa[i-1].c)),bl=bb.slice(i-29,i+1).map((r,j)=>j?Math.log(r.c/bb[i-30+j].c):Math.log(r.c/bb[i-1].c)),q=aa.slice(i-29,i+1).map(r=>Math.log(Math.max(1,r.q))),f=i+HB?\"Up\":f< -B?\"Down\":\"Flat\";all.push({t:aa[i].t,y,x:[aa[i].c/aa[i-1].c-1,aa[i].c/aa[i-7].c-1,aa[i].c/aa[i-30].c-1,sd(lr)*Math.sqrt(365),bb[i].c/bb[i-7].c-1,bb[i].c/bb[i-30].c-1,sd(bl)*Math.sqrt(365),(q.at(-1)!-avg(q))/sd(q)]})}return{labeled:all.filter(r=>r.y!==null),latest:all.at(-1)}}\nfunction pr(tr:any[],x:number[]){const m=x.map((_,j)=>avg(tr.map(r=>r.x[j]))),s=x.map((_,j)=>sd(tr.map(r=>r.x[j]))),d=tr.map((r,i)=>({i,d:x.reduce((z,v,j)=>z+((v-m[j])/s[j]-(r.x[j]-m[j])/s[j])**2,0)})).sort((a,b)=>a.d-b.d).slice(0,Math.min(K,tr.length)),c=[1,1,1];d.forEach(z=>c[CLS.indexOf(tr[z.i].y)]++);const n=c.reduce((a,b)=>a+b,0);return c.map(v=>v/n)}\nexport async function main(){const A:any={};for(const s of SYMS)A[s]=await get(s);const btc=A[\"BTC-USD\"],out=[];for(const s of SYMS){const built=build(A[s],btc),v=built.labeled,latest=built.latest,p:number[][]=[],y:string[]=[];for(let i=I;iMath.max(1,yt.filter(x=>x===c).length)),fn=fq.reduce((a,b)=>a+b,0),freq=fq.map(x=>x/fn);let ba=0,bs=1e9;for(let n=0;n<=20;n++){const a=n/20,mm=met(yt,pt.map(q=>q.map((x,j)=>(1-a)*x+a*freq[j])));if(mm.brierq.map((x,j)=>(1-ba)*x+ba*freq[j]))),use=cal.brier(1-ba)*x+ba*freq[j]),sp=use?cp:rp;out.push({symbol:s,historyStart:new Date(A[s][0].t).toISOString().slice(0,10),historyEnd:new Date(A[s].at(-1).t).toISOString().slice(0,10),oosN:y.length,validationN:yv.length,calibrationAlpha:ba,calibrationSelected:use,rawValidation:raw,calibratedValidation:cal,currentRaw:Object.fromEntries(CLS.map((c,j)=>[c,rp[j]])),currentSelected:Object.fromEntries(CLS.map((c,j)=>[c,sp[j]])),featureDate:new Date(latest.t).toISOString().slice(0,10),horizonEnd:new Date(latest.t+H*86400000).toISOString().slice(0,10)});}return{source:\"Yahoo Finance chart API\",method:\"purged expanding-window KNN; 7-day horizon; +/-2.5% flat; chronological 60/40 calibration split; calibration only if Brier and logloss both improve\",results:out}}","const SYMS=[\"XLK\",\"XLF\",\"XLE\",\"XLV\",\"XLI\",\"XLY\",\"XLP\",\"XLU\",\"XLB\",\"XLRE\",\"XLC\",\"SMH\",\"IBB\",\"IYT\"],CLS=[\"Down\",\"Flat\",\"Up\"];\nconst H=5,B=.02,I=500,S=60,K=50;\ntype R={t:number,c:number,q:number};\nconst avg=(a:number[])=>a.reduce((x,y)=>x+y,0)/a.length;\nconst sd=(a:number[])=>{const m=avg(a);return Math.sqrt(avg(a.map(x=>(x-m)**2)))||1};\nasync function get(s:string){const u=new URL(`https://query1.finance.yahoo.com/v8/finance/chart/${s}`);u.searchParams.set(\"period1\",String(Math.floor(Date.UTC(2021,0,1)/1000)));u.searchParams.set(\"period2\",String(Math.floor(Date.now()/1000)+86400));u.searchParams.set(\"interval\",\"1d\");const r=await fetch(u,{headers:{\"User-Agent\":\"Mozilla/5.0\"}});if(!r.ok)throw Error(`${s}:${r.status}`);const j=await r.json(),z=j?.chart?.result?.[0];if(!z)throw Error(`${s}:no-data`);const ts:number[]=z.timestamp||[],q=z.indicators?.quote?.[0]||{},out:R[]=[];for(let i=0;i0)out.push({t:ts[i]*1000,c,q:Number.isFinite(v)&&v>0?v:1})}return out}\nfunction met(y:string[],p:number[][]){let ok=0,br=0,ll=0;y.forEach((v,i)=>{let k=p[i].indexOf(Math.max(...p[i]));if(CLS[k]===v)ok++;p[i].forEach((z,j)=>br+=(z-(CLS[j]===v?1:0))**2);ll-=Math.log(Math.max(1e-12,p[i][CLS.indexOf(v)]))});return{accuracy:ok/y.length,brier:br/y.length,logloss:ll/y.length}}\nfunction build(a:R[],b:R[]){const mb=new Map(b.map(r=>[r.t,r])),aa=a.filter(r=>mb.has(r.t)),bb=aa.map(r=>mb.get(r.t)!);const all:any[]=[];for(let i=30;ij?Math.log(r.c/aa[i-30+j].c):Math.log(r.c/aa[i-1].c)),bl=bb.slice(i-29,i+1).map((r,j)=>j?Math.log(r.c/bb[i-30+j].c):Math.log(r.c/bb[i-1].c)),q=aa.slice(i-29,i+1).map(r=>Math.log(Math.max(1,r.q))),f=i+HB?\"Up\":f< -B?\"Down\":\"Flat\";all.push({t:aa[i].t,y,x:[aa[i].c/aa[i-1].c-1,aa[i].c/aa[i-7].c-1,aa[i].c/aa[i-30].c-1,sd(lr)*Math.sqrt(365),bb[i].c/bb[i-7].c-1,bb[i].c/bb[i-30].c-1,sd(bl)*Math.sqrt(365),(q.at(-1)!-avg(q))/sd(q)]})}return{labeled:all.filter(r=>r.y!==null),latest:all.at(-1)}}\nfunction pr(tr:any[],x:number[]){const m=x.map((_,j)=>avg(tr.map(r=>r.x[j]))),s=x.map((_,j)=>sd(tr.map(r=>r.x[j]))),d=tr.map((r,i)=>({i,d:x.reduce((z,v,j)=>z+((v-m[j])/s[j]-(r.x[j]-m[j])/s[j])**2,0)})).sort((a,b)=>a.d-b.d).slice(0,Math.min(K,tr.length)),c=[1,1,1];d.forEach(z=>c[CLS.indexOf(tr[z.i].y)]++);const n=c.reduce((a,b)=>a+b,0);return 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Diff · v2