A conformal prediction interval is a confidence band with a finite-sample, distribution-free coverage guarantee. If the engine reports a 90% conformal interval of [56, 82], then 90% of similar future predictions will contain the realised value — assuming exchangeability. Wider intervals reflect higher per-ticker uncertainty, not lower expected return.
Vovk-Gammerman-Shafer 2005 conformal prediction provides finite-sample, distribution-free coverage guarantees: if the model says [56, 82] is a 90% interval, then 90% of similar future predictions WILL contain the realised value. We use Mondrian conformal (different intervals per regime + verdict bin). Wider interval = more uncertainty about this name.