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.
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): —
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.
Want the full signal feed?
Risk disclosure: Trading involves significant risk. Not investment advice.