How the confirmation score
behaves after publication
Observed outcomes from logged smart_money_confirm and
regime_flip calls, including in-sample tier comparisons, the
forward-holdout count, and performance by horizon. These charts describe recorded outcomes;
they do not establish a durable trading edge.
Observed hit rate by score bucket in-sample
HIGH and MEDIUM are categorical confirmation tiers, not predicted probabilities. The regime value is a filter score, also not a probability. This chart asks only whether higher labels or score buckets correspond to different observed hit rates. Whiskers are 95% Wilson intervals; rates are suppressed below the endpoint's minimum sample.
| Score bucket | Samples (n) | Observed hit-rate | 95% CI | Avg move (dir-adj) |
|---|---|---|---|---|
| Loading calibration… | ||||
Forward holdout since scorer freeze …
The scorer-freeze timestamp is 2026-06-30. Calls generated on or after that timestamp are tracked separately. The API suppresses the overall rate until there are at least 40 outcomes spanning at least 7 calendar days; the HIGH tier also requires 30 observations.
This is stronger evidence than the in-sample window, but it can still represent a narrow market regime. It is a signal-outcome record, not a filled-trade or net-return backtest.
The freeze timestamp is defined in code (SCORER_FROZEN_TS). When the forward
sample is still thin, this block reports "accruing" rather than quoting a noisy percentage. When our
in-sample walk-forward showed no out-of-sample directional edge in the raw features, we published that too.
Performance by horizon in-sample
Compare observed hit rate, Wilson interval, direction-adjusted mean move, and profit factor at each horizon. A point estimate above 50% is not meaningful when its interval crosses 50%. All figures are pre-fee signal outcomes, not strategy returns. The dashed line marks 50%; bars are hit-rate with 95% CI whiskers.
| Horizon | Samples (n) | Win-rate | 95% CI | Expectancy % | Profit factor |
|---|---|---|---|---|---|
| Loading decay curve… | |||||
Calibration uses the last 90 days of signal_log and
signal_outcomes at the 4h, 12h, and 24h blend horizons. The decay table uses
the edge endpoint's default 30-day window across 4h through 7d. Analytics are computed on demand and
cached for 2 minutes; the outcome worker resolves eligible horizons about every 10 minutes.
- In-sample means the scoring thresholds were tuned within the window shown — treat it as descriptive, not predictive.
- Figures are pre-fee. Taker fees and slippage will reduce every number here; see the per-risk equity curves on the performance page for net-of-cost views.
- Signals were generated live, not backtested — each was published in real time and scored against actual subsequent price.
- Our own long-panel walk-forward found no shippable directional edge out-of-sample in the raw features. The product's value is breadth of real-time aggregation and transparency, not a magic win-rate.
- Past performance does not guarantee future results. Nothing here is financial advice.
Every chart on this page is a live call you can make yourself:
GET /v1/signals/analytics/calibration,
GET /v1/signals/analytics/edge, and
GET /v1/stats (the forward_holdout block). No key required.