Signal Accuracy and Backtest (15D)
Did past signals actually lead to price hitting the target or stop?
What does this page tell me?
- TARGET_HIT - price reached +3.0xATR above entry within 15 days. Win.
- STOPPED_OUT - price fell 1.5xATR below entry. Loss.
- OPEN_AT_EXPIRY - neither hit; valued at close on day 15.
- EV = win_rate x 3.0 + loss_rate x (-1.5). Positive = edge.
Settings: score≥0.45, stop=1.5xATR, target=3.0xATR, last 12 months, max 500 signals.
Signals: 2025-06-30 to 2026-06-10
500
Total Signals
25.4%
Win Rate
127
Target Hit
287
Stopped Out
6.4%
Avg Winner
-3.7%
Avg Loser
-0.36xATR
EV
Win Rate by Regime
Does signal work better in bull markets?
| regime | Signals | Win Rate % | Avg delta% |
|---|---|---|---|
| SIDEWAYS | 95.000 | 31.600 | 0.310 |
| BEAR | 24.000 | 29.200 | 1.030 |
| BULL | 301.000 | 24.600 | -0.110 |
| STRONG_BULL | 69.000 | 21.700 | -0.390 |
| STRONG_BEAR | 11.000 | 9.100 | -2.850 |
Win Rate by Score Bucket
Rising win rate with score = real predictive power.
| score_bucket | Signals | Win Rate % | Avg delta% |
|---|---|---|---|
| 0.75+ | 500.000 | 25.400 | -0.080 |
Win Rate by Month
Any seasonal months that consistently outperform?
Download all 500 evaluated signals