{
 "updated": "2026-09-04 21:00 UTC",
 "methodology": "Every published BUY/SELL signal is scored at its target date. Direction: did price finish on the side the model leaned (measured from spot at publication to the price at the target date)? Bracket: did the limit entry fill, and was the target or the stop touched first, replayed on hourly candles with ambiguity charged against us (fill-bar targets ignored, stop wins ties)? R is gross of costs. One row per asset and generation day. The published probabilities are capped at 45-55%, so the honest expectation for direction accuracy is 50-55% \u2014 anything at or below 50% means the tilt is worthless and this page will say so.",
 "counting_since": "2026-07-30",
 "categories": {
  "commodities": {
   "n": 161,
   "n_direction": 161,
   "direction_hit_rate_pct": 45.3,
   "n_filled": 79,
   "fill_rate_pct": 49.1,
   "win_rate_after_fill_pct": 31.6,
   "avg_R_gross": 0.04,
   "sum_R_gross": 3.12,
   "metrics": {
    "n_trades": 79,
    "expectancy_R": 0.04,
    "total_R": 3.12,
    "avg_win_R": 0.756,
    "avg_loss_R": -0.696,
    "profit_factor": 1.12,
    "sharpe_per_trade": 0.048,
    "max_drawdown_R": 8.88,
    "t_stat": 0.43,
    "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
   },
   "by_conviction": {
    "weak": {
     "n": 111,
     "n_direction": 111,
     "direction_hit_rate_pct": 39.6,
     "n_filled": 50,
     "fill_rate_pct": 45.0,
     "win_rate_after_fill_pct": 16.0,
     "avg_R_gross": -0.167,
     "sum_R_gross": -8.36,
     "metrics": {
      "n_trades": 50,
      "expectancy_R": -0.167,
      "total_R": -8.36,
      "avg_win_R": 0.599,
      "avg_loss_R": -0.678,
      "profit_factor": 0.59,
      "sharpe_per_trade": -0.227,
      "max_drawdown_R": 10.03,
      "t_stat": -1.6,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    },
    "moderate": {
     "n": 36,
     "n_direction": 36,
     "direction_hit_rate_pct": 52.8,
     "n_filled": 19,
     "fill_rate_pct": 52.8,
     "win_rate_after_fill_pct": 47.4,
     "avg_R_gross": 0.281,
     "sum_R_gross": 5.34,
     "metrics": {
      "n_trades": 19,
      "expectancy_R": 0.281,
      "total_R": 5.34,
      "avg_win_R": 0.845,
      "avg_loss_R": -0.686,
      "profit_factor": 2.11,
      "sharpe_per_trade": 0.331,
      "max_drawdown_R": 2.52,
      "t_stat": 1.44,
      "verdict": "sample too small to conclude (n<30)"
     }
    },
    "strong": {
     "n": 14,
     "n_direction": 14,
     "direction_hit_rate_pct": 71.4,
     "n_filled": 10,
     "fill_rate_pct": 71.4,
     "win_rate_after_fill_pct": 80.0,
     "avg_R_gross": 0.614,
     "sum_R_gross": 6.14,
     "metrics": {
      "n_trades": 10,
      "expectancy_R": 0.614,
      "total_R": 6.14,
      "avg_win_R": 1.017,
      "avg_loss_R": -1.0,
      "profit_factor": 4.07,
      "sharpe_per_trade": 0.722,
      "max_drawdown_R": 1.0,
      "t_stat": 2.28,
      "verdict": "sample too small to conclude (n<30)"
     }
    }
   },
   "by_side": {
    "BUY": {
     "n": 118,
     "n_direction": 118,
     "direction_hit_rate_pct": 55.1,
     "n_filled": 51,
     "fill_rate_pct": 43.2,
     "win_rate_after_fill_pct": 43.1,
     "avg_R_gross": 0.289,
     "sum_R_gross": 14.73,
     "metrics": {
      "n_trades": 51,
      "expectancy_R": 0.289,
      "total_R": 14.73,
      "avg_win_R": 0.835,
      "avg_loss_R": -0.558,
      "profit_factor": 2.32,
      "sharpe_per_trade": 0.371,
      "max_drawdown_R": 6.88,
      "t_stat": 2.65,
      "verdict": "positive expectancy, statistically significant at this sample"
     }
    },
    "SELL": {
     "n": 43,
     "n_direction": 43,
     "direction_hit_rate_pct": 18.6,
     "n_filled": 28,
     "fill_rate_pct": 65.1,
     "win_rate_after_fill_pct": 10.7,
     "avg_R_gross": -0.415,
     "sum_R_gross": -11.61,
     "metrics": {
      "n_trades": 28,
      "expectancy_R": -0.415,
      "total_R": -11.61,
      "avg_win_R": 0.484,
      "avg_loss_R": -0.84,
      "profit_factor": 0.27,
      "sharpe_per_trade": -0.588,
      "max_drawdown_R": 11.61,
      "t_stat": -3.11,
      "verdict": "sample too small to conclude (n<30)"
     }
    }
   }
  },
  "crypto": {
   "n": 290,
   "n_direction": 290,
   "direction_hit_rate_pct": 57.2,
   "n_filled": 157,
   "fill_rate_pct": 54.1,
   "win_rate_after_fill_pct": 36.9,
   "avg_R_gross": -0.129,
   "sum_R_gross": -20.2,
   "metrics": {
    "n_trades": 157,
    "expectancy_R": -0.129,
    "total_R": -20.2,
    "avg_win_R": 0.862,
    "avg_loss_R": -0.926,
    "profit_factor": 0.75,
    "sharpe_per_trade": -0.139,
    "max_drawdown_R": 38.61,
    "t_stat": -1.74,
    "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
   },
   "by_conviction": {
    "weak": {
     "n": 102,
     "n_direction": 102,
     "direction_hit_rate_pct": 53.9,
     "n_filled": 43,
     "fill_rate_pct": 42.2,
     "win_rate_after_fill_pct": 23.3,
     "avg_R_gross": -0.191,
     "sum_R_gross": -8.2,
     "metrics": {
      "n_trades": 43,
      "expectancy_R": -0.191,
      "total_R": -8.2,
      "avg_win_R": 0.659,
      "avg_loss_R": -0.803,
      "profit_factor": 0.59,
      "sharpe_per_trade": -0.234,
      "max_drawdown_R": 14.92,
      "t_stat": -1.53,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    },
    "moderate": {
     "n": 83,
     "n_direction": 83,
     "direction_hit_rate_pct": 55.4,
     "n_filled": 45,
     "fill_rate_pct": 54.2,
     "win_rate_after_fill_pct": 28.9,
     "avg_R_gross": -0.317,
     "sum_R_gross": -14.27,
     "metrics": {
      "n_trades": 45,
      "expectancy_R": -0.317,
      "total_R": -14.27,
      "avg_win_R": 0.84,
      "avg_loss_R": -0.956,
      "profit_factor": 0.48,
      "sharpe_per_trade": -0.353,
      "max_drawdown_R": 18.09,
      "t_stat": -2.37,
      "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
     }
    },
    "strong": {
     "n": 105,
     "n_direction": 105,
     "direction_hit_rate_pct": 61.9,
     "n_filled": 69,
     "fill_rate_pct": 65.7,
     "win_rate_after_fill_pct": 50.7,
     "avg_R_gross": 0.033,
     "sum_R_gross": 2.28,
     "metrics": {
      "n_trades": 69,
      "expectancy_R": 0.033,
      "total_R": 2.28,
      "avg_win_R": 0.974,
      "avg_loss_R": -0.993,
      "profit_factor": 1.07,
      "sharpe_per_trade": 0.033,
      "max_drawdown_R": 8.92,
      "t_stat": 0.28,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    }
   },
   "by_side": {
    "BUY": {
     "n": 93,
     "n_direction": 93,
     "direction_hit_rate_pct": 77.4,
     "n_filled": 33,
     "fill_rate_pct": 35.5,
     "win_rate_after_fill_pct": 57.6,
     "avg_R_gross": 0.361,
     "sum_R_gross": 11.91,
     "metrics": {
      "n_trades": 33,
      "expectancy_R": 0.361,
      "total_R": 11.91,
      "avg_win_R": 0.951,
      "avg_loss_R": -0.672,
      "profit_factor": 2.48,
      "sharpe_per_trade": 0.428,
      "max_drawdown_R": 2.99,
      "t_stat": 2.46,
      "verdict": "positive expectancy, statistically significant at this sample"
     }
    },
    "SELL": {
     "n": 197,
     "n_direction": 197,
     "direction_hit_rate_pct": 47.7,
     "n_filled": 124,
     "fill_rate_pct": 62.9,
     "win_rate_after_fill_pct": 31.5,
     "avg_R_gross": -0.259,
     "sum_R_gross": -32.11,
     "metrics": {
      "n_trades": 124,
      "expectancy_R": -0.259,
      "total_R": -32.11,
      "avg_win_R": 0.824,
      "avg_loss_R": -0.966,
      "profit_factor": 0.56,
      "sharpe_per_trade": -0.285,
      "max_drawdown_R": 44.41,
      "t_stat": -3.17,
      "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
     }
    }
   }
  },
  "equity": {
   "n": 494,
   "n_direction": 494,
   "direction_hit_rate_pct": 47.6,
   "n_filled": 230,
   "fill_rate_pct": 46.6,
   "win_rate_after_fill_pct": 27.0,
   "avg_R_gross": -0.102,
   "sum_R_gross": -23.51,
   "metrics": {
    "n_trades": 230,
    "expectancy_R": -0.102,
    "total_R": -23.51,
    "avg_win_R": 0.726,
    "avg_loss_R": -0.81,
    "profit_factor": 0.77,
    "sharpe_per_trade": -0.122,
    "max_drawdown_R": 37.91,
    "t_stat": -1.85,
    "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
   },
   "by_conviction": {
    "weak": {
     "n": 300,
     "n_direction": 300,
     "direction_hit_rate_pct": 50.7,
     "n_filled": 116,
     "fill_rate_pct": 38.7,
     "win_rate_after_fill_pct": 24.1,
     "avg_R_gross": -0.026,
     "sum_R_gross": -3.03,
     "metrics": {
      "n_trades": 116,
      "expectancy_R": -0.026,
      "total_R": -3.03,
      "avg_win_R": 0.661,
      "avg_loss_R": -0.667,
      "profit_factor": 0.92,
      "sharpe_per_trade": -0.034,
      "max_drawdown_R": 13.38,
      "t_stat": -0.37,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    },
    "moderate": {
     "n": 155,
     "n_direction": 155,
     "direction_hit_rate_pct": 45.8,
     "n_filled": 79,
     "fill_rate_pct": 51.0,
     "win_rate_after_fill_pct": 25.3,
     "avg_R_gross": -0.249,
     "sum_R_gross": -19.68,
     "metrics": {
      "n_trades": 79,
      "expectancy_R": -0.249,
      "total_R": -19.68,
      "avg_win_R": 0.767,
      "avg_loss_R": -0.941,
      "profit_factor": 0.55,
      "sharpe_per_trade": -0.282,
      "max_drawdown_R": 21.98,
      "t_stat": -2.51,
      "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
     }
    },
    "strong": {
     "n": 39,
     "n_direction": 39,
     "direction_hit_rate_pct": 30.8,
     "n_filled": 35,
     "fill_rate_pct": 89.7,
     "win_rate_after_fill_pct": 40.0,
     "avg_R_gross": -0.023,
     "sum_R_gross": -0.81,
     "metrics": {
      "n_trades": 35,
      "expectancy_R": -0.023,
      "total_R": -0.81,
      "avg_win_R": 0.856,
      "avg_loss_R": -0.954,
      "profit_factor": 0.95,
      "sharpe_per_trade": -0.024,
      "max_drawdown_R": 6.28,
      "t_stat": -0.14,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    }
   },
   "by_side": {
    "BUY": {
     "n": 255,
     "n_direction": 255,
     "direction_hit_rate_pct": 54.9,
     "n_filled": 95,
     "fill_rate_pct": 37.3,
     "win_rate_after_fill_pct": 32.6,
     "avg_R_gross": 0.105,
     "sum_R_gross": 9.93,
     "metrics": {
      "n_trades": 95,
      "expectancy_R": 0.105,
      "total_R": 9.93,
      "avg_win_R": 0.732,
      "avg_loss_R": -0.758,
      "profit_factor": 1.33,
      "sharpe_per_trade": 0.128,
      "max_drawdown_R": 5.72,
      "t_stat": 1.24,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    },
    "SELL": {
     "n": 239,
     "n_direction": 239,
     "direction_hit_rate_pct": 39.7,
     "n_filled": 135,
     "fill_rate_pct": 56.5,
     "win_rate_after_fill_pct": 23.0,
     "avg_R_gross": -0.248,
     "sum_R_gross": -33.44,
     "metrics": {
      "n_trades": 135,
      "expectancy_R": -0.248,
      "total_R": -33.44,
      "avg_win_R": 0.719,
      "avg_loss_R": -0.835,
      "profit_factor": 0.52,
      "sharpe_per_trade": -0.301,
      "max_drawdown_R": 40.05,
      "t_stat": -3.5,
      "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
     }
    }
   }
  },
  "forex": {
   "n": 304,
   "n_direction": 304,
   "direction_hit_rate_pct": 51.6,
   "n_filled": 138,
   "fill_rate_pct": 45.4,
   "win_rate_after_fill_pct": 26.1,
   "avg_R_gross": -0.063,
   "sum_R_gross": -8.69,
   "metrics": {
    "n_trades": 138,
    "expectancy_R": -0.063,
    "total_R": -8.69,
    "avg_win_R": 0.702,
    "avg_loss_R": -0.765,
    "profit_factor": 0.84,
    "sharpe_per_trade": -0.077,
    "max_drawdown_R": 15.46,
    "t_stat": -0.91,
    "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
   },
   "by_conviction": {
    "weak": {
     "n": 226,
     "n_direction": 226,
     "direction_hit_rate_pct": 57.5,
     "n_filled": 83,
     "fill_rate_pct": 36.7,
     "win_rate_after_fill_pct": 21.7,
     "avg_R_gross": 0.001,
     "sum_R_gross": 0.12,
     "metrics": {
      "n_trades": 83,
      "expectancy_R": 0.001,
      "total_R": 0.12,
      "avg_win_R": 0.648,
      "avg_loss_R": -0.661,
      "profit_factor": 1.0,
      "sharpe_per_trade": 0.002,
      "max_drawdown_R": 6.48,
      "t_stat": 0.02,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    },
    "moderate": {
     "n": 59,
     "n_direction": 59,
     "direction_hit_rate_pct": 45.8,
     "n_filled": 36,
     "fill_rate_pct": 61.0,
     "win_rate_after_fill_pct": 36.1,
     "avg_R_gross": -0.031,
     "sum_R_gross": -1.1,
     "metrics": {
      "n_trades": 36,
      "expectancy_R": -0.031,
      "total_R": -1.1,
      "avg_win_R": 0.746,
      "avg_loss_R": -0.898,
      "profit_factor": 0.93,
      "sharpe_per_trade": -0.035,
      "max_drawdown_R": 7.35,
      "t_stat": -0.21,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    },
    "strong": {
     "n": 19,
     "n_direction": 19,
     "direction_hit_rate_pct": 0.0,
     "n_filled": 19,
     "fill_rate_pct": 100.0,
     "win_rate_after_fill_pct": 26.3,
     "avg_R_gross": -0.406,
     "sum_R_gross": -7.7,
     "metrics": {
      "n_trades": 19,
      "expectancy_R": -0.406,
      "total_R": -7.7,
      "avg_win_R": 0.996,
      "avg_loss_R": -0.906,
      "profit_factor": 0.39,
      "sharpe_per_trade": -0.459,
      "max_drawdown_R": 9.69,
      "t_stat": -2.0,
      "verdict": "sample too small to conclude (n<30)"
     }
    }
   },
   "by_side": {
    "BUY": {
     "n": 185,
     "n_direction": 185,
     "direction_hit_rate_pct": 61.6,
     "n_filled": 62,
     "fill_rate_pct": 33.5,
     "win_rate_after_fill_pct": 22.6,
     "avg_R_gross": -0.093,
     "sum_R_gross": -5.79,
     "metrics": {
      "n_trades": 62,
      "expectancy_R": -0.093,
      "total_R": -5.79,
      "avg_win_R": 0.635,
      "avg_loss_R": -0.87,
      "profit_factor": 0.78,
      "sharpe_per_trade": -0.113,
      "max_drawdown_R": 11.35,
      "t_stat": -0.89,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    },
    "SELL": {
     "n": 119,
     "n_direction": 119,
     "direction_hit_rate_pct": 36.1,
     "n_filled": 76,
     "fill_rate_pct": 63.9,
     "win_rate_after_fill_pct": 28.9,
     "avg_R_gross": -0.038,
     "sum_R_gross": -2.9,
     "metrics": {
      "n_trades": 76,
      "expectancy_R": -0.038,
      "total_R": -2.9,
      "avg_win_R": 0.766,
      "avg_loss_R": -0.689,
      "profit_factor": 0.9,
      "sharpe_per_trade": -0.047,
      "max_drawdown_R": 16.33,
      "t_stat": -0.41,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    }
   }
  },
  "overall": {
   "n": 1249,
   "n_direction": 1249,
   "direction_hit_rate_pct": 50.5,
   "n_filled": 604,
   "fill_rate_pct": 48.4,
   "win_rate_after_fill_pct": 30.0,
   "avg_R_gross": -0.082,
   "sum_R_gross": -49.27,
   "metrics": {
    "n_trades": 604,
    "expectancy_R": -0.082,
    "total_R": -49.27,
    "avg_win_R": 0.759,
    "avg_loss_R": -0.817,
    "profit_factor": 0.81,
    "sharpe_per_trade": -0.095,
    "max_drawdown_R": 61.45,
    "t_stat": -2.35,
    "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
   }
  }
 }
}