In May I promised — out loud, on the internet, where people can screenshot you — that I'd grade Helium's published prob_itm
forecasts when the June 2026 AAPL contracts expired.
June 26 came. The contracts died. So I graded them.
This is not a victory lap. Mean Brier loss on n=2 is 0.3846. A coin flip that always says 0.5 scores 0.25 when the world resolves to 0 or 1. We did worse than a coin flip. That is information.
| Contract | Helium prob_itm
|
Market-ish implied |
|---|---|---|
| AAPL $310C 2026-06-26 | 0.42 | ~0.50 |
| AAPL $295P 2026-06-26 | 0.23 | ~0.24 |
AAPL NASDAQ close on 2026-06-26: $283.78
git clone https://github.com/connerlambden/helium-mcp-cookbook
cd helium-mcp-cookbook
python calibration/grade_june_expiry.py
Frozen inputs live in calibration/june_2026_forecasts.json.
Because the alternative is the usual ML options blog post: a backtest, a vibe, a screenshot of a green P&L. Publishing prob_itm
with a fixed expiry is a tiny discipline. Grading it after the fact is the second half of that discipline.
If you log your own forecasts with recipe 02, you can run the same scorer when your contracts expire. I'll keep adding rows.
—
Also adjacent, if you're here for news rather than options: we published a free 212×37 news-outlet framing corpus with an explorer. Different animal. Same "put numbers where people can grade them" instinct.