效度 · 模型概率可信吗？
校准可靠性 / 自校正显示
leakage-safe · walk-forward 扩窗重拟合 Platt 显示映射
Pooled ECE
0.0348
越低越准（所有 walk-forward 预测汇总）
最新月 ECE
0.1215
最近一个月的样本外校准误差
概率带（最新月）
[0.46, 0.55]
紧绕 base rate ⇒ 模型无判别力（诚实 null）
训练对数（最新月）
30,579
用于重拟合的 realized (score, fwd) 对
Walk-forward calibration reliability (display-only, leakage-safe). For each realized OOS month T, the Platt calibration map is refit on all realized (score, forward-return) pairs STRICTLY before T, then T's tickers are predicted; T's own realized outcome scores the prediction (backward audit). Per-month OOS ECE shows whether the calibrated P(up) stays trustworthy as the realized sample grows; the pooled reliability diagram bins all walk-forward OOS predictions (mean predicted P vs empirical up-frequency). Only the 2-param display map is refit — the frozen LightGBM learner is NEVER touched, and no ledger / frozen surface / research estimator is affected. NOT a research claim and NOT a path to positive rank-IC (research verdict ledger #49: combined rank-IC −0.0088, NULL).
显示层自校正——只重拟合 2 参 Platt 映射，frozen LightGBM 永不触碰；非研究 claim，不制造正 IC（#49 NULL）。