Quantum tunneling probability estimated the odds the Fear & Greed Index escapes its current zone within a nominal 30-day horizon, using a Schrödinger-equation potential fitted to historical occupancy. Retired from the composite Market Conditions score in 2026-07.
The model built a potential well from the Fear & Greed Index's historical occupancy pattern, evolved a probability wave centered on today's reading forward under that potential (the same Schrödinger-equation approach used elsewhere in the model), and reported how much of the evolved probability mass ended up outside the current fear or greed zone.
Live example: Quantustik's composite Market Conditions read is currently Caution. Tunneling probability is no longer one of the inputs folded into that composite — see the Market Conditions page for the full breakdown of the signals that are.
This was a genuinely experimental, non-consensus signal. An internal backtest first found the branch that fired most often (deep fear readings) had historically leaned the wrong direction, flagging its weighting for recalibration. That work then surfaced a deeper problem: the escape probability turned out to be structurally unreachable at the model's own evolution timescale, computing an identically-zero contribution on every one of 253 reconstructable walk-forward days. No principled recalibration was possible without curve-fitting the four episodes in the available sample, so the signal was retired from the composite entirely rather than published on a fit tuned to look better than the evidence supports — consistent with how the calibration pages show misses alongside hits.
Historically, it meant the model's fitted potential assigned most of the evolved probability mass to staying in the current zone — but an internal backtest found this branch had historically leaned the wrong direction on a small sample, one of the findings behind the signal's retirement.
No — it was retired from the composite Market Conditions score in 2026-07. The composite is now built from roughly 18 other inputs, including VIX term structure, credit spreads, and market breadth.
A backtest found its contribution was identically zero on every one of 253 reconstructable walk-forward days — the escape probability it modeled was structurally unreachable at the model's own evolution timescale. Fixing that would have required curve-fitting the four episodes in the available sample, which the platform's honesty standard rules out; retiring the signal and publishing why was the more honest call.
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Educational research only — not investment advice.