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Signal Accuracy — Measurement Notes

This page explains how the “Signal Accuracy (last 90 days)” metric on the homepage is computed. It is a classification metric (not a PnL metric) and is provided for transparency.

Confidence Trade Gate — Candidate v2

  • Full-universe policy scoring: 61.43% on the current replay sample (all symbols remain visible).
  • Confidence-gated trade accuracy: 76.11% (188 / 247, 27.94% coverage).
  • Immediate trade-eligible accuracy: 68.90% (113 / 164, stricter boundary/action wording).
  • Gate: Directional Bull/Bear currently requires confidence ≥95; Range requires confidence ≥45 with S1/R1 context.
  • Range semantics: near S1/R1 can be mean-reversion; mid-band is watch-to-trade / wait for boundary, not immediate entry.
Candidate policy version: accuracy_v2_confidence_trade_gate_candidate_20260426. These are classification/gate metrics, not a profit guarantee.

Definition

  • Cadence: signals are evaluated on fixed publish points (currently 6H).
  • Label space: a 3-class regime label: Bull / Bear / Range.
  • Bull / Bear definition:
    • Bull: price closes above the active resistance level (R1_active) and holds for 2 consecutive closes (holdBars=2), which triggers an “active level roll-up”.
    • Bear: price closes below the active support level (S1_active) and holds for 2 consecutive closes (holdBars=2), which triggers an “active level roll-down”.
    • Range: neither Bull nor Bear is confirmed at the publish point.
  • Correctness: a publish point is “correct” when the realized regime label matches the published label. Range counts as correct when range is published.
  • Window: rolling last 90 days.
Why this metric: it measures whether the signal correctly classifies the market regime at publish points. It is not intended to represent trading returns.

Accuracy by instrument

We report a classification accuracy (not PnL) per instrument over the rolling window. This table is updated on our publish cadence.

Updated (UTC): — · Last updated (Sydney): —
Note: We do not publicly expose the raw data feed. The displayed values are computed internally and published as an aggregated metric.
Symbol Acc (tau) Signal rate N

Limitations

  • Classification accuracy does not include position sizing, entries/exits, slippage, commissions, or risk controls.
  • Market microstructure and broker execution can materially change real trading outcomes.
  • Past performance is not a guarantee of future performance.

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Risk disclosure: Trading involves significant risk. Not investment advice.