Probable: Fine-Tuning a Market Foundation Model with Leak-Audited Evaluation

What this paper is

Kronos is a foundation model for financial candlestick data with millions of monthly downloads and, at the time of writing, no published community fine-tune. This paper documents fine-tuning it on a single market under an evaluation protocol built for honesty: frozen constituent snapshots, temporal splits with an embargo, walk-forward testing, and a leak audit that covers both our pipeline and the upstream pretraining window. Forecasting research, not trading advice, and the paper says so plainly.

Status

In preparation. First experiments running. No DOI exists yet; this page is the paper's permanent home and will carry the publication record when it ships. The experiments and artifacts behind it are public as they land.

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