feat: wavelets

backend/routers/wavelet.py

@@ -73,7 +73,7 @@ def wavelet_analyze(
 def wavelet_rolling(
     symbol: str = Query("SPY"),
     period: str = Query("1y", description="how much of the causal output range to return"),
-    lookback: int = Query(130, ge=32),
+    lookback: int = Query(260, ge=32),
     levels: int = Query(4, ge=2, le=6),
     wavelet: str = Query("gmw"),
     step: int = Query(1, ge=1),
@@ -114,7 +114,7 @@ def wavelet_rolling(
 def wavelet_reliability_endpoint(
     symbol: str = Query("SPY"),
     period: str = Query("1y", description="how much of the causal output range to scan for turning points"),
-    lookback: int = Query(130, ge=32),
+    lookback: int = Query(260, ge=32),
     levels: int = Query(4, ge=2, le=6),
     wavelet: str = Query("gmw"),
     step: int = Query(1, ge=1),

backend/services/wavelet_engine.py

@@ -610,11 +610,20 @@ def wavelet_reliability(
             # last index already IS "original date + horizon"; no separate bound needed.
             d_pos = g_idx - window_start
             hindsight_turns = _turning_points(h_series, smooth_days)
-            confirmed = any(idx >= d_pos and new_dir == direction for idx, new_dir in hindsight_turns)
-            tested.append({"date": d_date, "confirmed": confirmed})
+            matches = [idx for idx, new_dir in hindsight_turns if idx >= d_pos and new_dir == direction]
+            confirmed = bool(matches)
+            # Actual delay = how many days after the original date the confirming reversal
+            # showed up (earliest match) — compared against avg_cycle_days below to check
+            # whether "one cycle" is actually a well-calibrated horizon, or systematically
+            # too long/short relative to how quickly a real reversal actually confirms.
+            actual_delay = (min(matches) - d_pos) if confirmed else None
+            tested.append({"date": d_date, "confirmed": confirmed, "actual_delay_days": actual_delay})
 
         n_tested = len(tested)
         n_confirmed = sum(1 for t in tested if t["confirmed"])
+        delays = [t["actual_delay_days"] for t in tested if t["actual_delay_days"] is not None]
+        avg_actual_delay = round(sum(delays) / len(delays), 1) if delays else None
+        calibration_gap = round(sum(abs(avg_cycle_days - d) for d in delays) / len(delays), 1) if delays else None
         bands_out.append({
             "label": band["label"],
             "n_tested": n_tested,
@@ -622,6 +631,8 @@ def wavelet_reliability(
             "confidence_pct": round(n_confirmed / n_tested * 100, 1) if n_tested else None,
             "avg_cycle_days": round(avg_cycle_days, 1),
             "confirm_horizon": confirm_horizon,
+            "avg_actual_delay_days": avg_actual_delay,
+            "calibration_gap_days": calibration_gap,
             "turns": tested,
         })