Optional node: calibrated historical base-rates alongside the backtests

[grahammccain]

Hi Avaya — AgentQuant turning a stock list into backtested strategies with no code is slick. One complementary node: given a (ticker, date), the cohort of real historical analogs + a calibrated forward-return distribution (historical, never a forecast; 80% band held 80.8% across 302,880 cases) — a grounding layer next to the backtests, not another confident narrative.

Open-source reference crew + a with/without answer-lift test: https://github.com/grahammccain/chart-library-agent-crew

Happy to open an off-by-default node — no worries if not a fit.

— Graham, chartlibrary.io

[OnePunchMonk]

Hi Graham,

Thanks for your interest in the project!

Sounds like a solid grounding layer to flag overfitted agent strategies. Please go ahead with an off-by-default node, just ensure the historical cohort matching is free of lookahead bias.

Looking forward to seeing the implementation!

[grahammccain]

Thanks Avaya — "flag overfitted strategies" is exactly the use we hope for.

On lookahead: the cohort is strictly historical — analogs are drawn only from bars dated before the anchor, forward returns are realized (never modeled), and the calibration is fit out-of-sample (the 80% band held 80.8% across 302,880 past cases). We've been aggressive about killing leakage in our own eval — same-symbol and future-adjacent anchors get excluded — so a grounding node that's clean on exactly this is the whole point.

I'll open the off-by-default node as a PR and spell out the no-lookahead guarantees in the description.