{"title":"Signal track record","live":{"7d":{"signalsLogged":203847,"directionalSignals":118471,"byHorizon":{"5m":{"evaluated":105291,"sufficientSample":true,"hitRatePercent":44.6,"averageReturnInSignalDirectionPercent":0.0071},"15m":{"evaluated":101897,"sufficientSample":true,"hitRatePercent":49.7,"averageReturnInSignalDirectionPercent":0.0186},"1h":{"evaluated":100005,"sufficientSample":true,"hitRatePercent":49.1,"averageReturnInSignalDirectionPercent":0.0262},"24h":{"evaluated":94611,"sufficientSample":true,"hitRatePercent":49.5,"averageReturnInSignalDirectionPercent":-0.0441}},"bySignal1h":{"BULLISH_ACCUMULATION":{"evaluated":1613,"sufficientSample":true,"hitRatePercent":48.7,"averageReturnInSignalDirectionPercent":0.0759},"BUYING_ACTIVITY":{"evaluated":28613,"sufficientSample":true,"hitRatePercent":48.0,"averageReturnInSignalDirectionPercent":-7.0E-4},"CAPITULATION":{"evaluated":1786,"sufficientSample":true,"hitRatePercent":50.3,"averageReturnInSignalDirectionPercent":0.2285},"DISTRIBUTION":{"evaluated":13515,"sufficientSample":true,"hitRatePercent":51.5,"averageReturnInSignalDirectionPercent":0.067},"MOMENTUM_ACCELERATION":{"evaluated":7167,"sufficientSample":true,"hitRatePercent":44.3,"averageReturnInSignalDirectionPercent":-0.0607},"MOMENTUM_EXHAUSTION":{"evaluated":5252,"sufficientSample":true,"hitRatePercent":48.6,"averageReturnInSignalDirectionPercent":0.0062},"POTENTIAL_BREAKOUT":{"evaluated":9106,"sufficientSample":true,"hitRatePercent":49.6,"averageReturnInSignalDirectionPercent":0.0307},"SELLING_ACTIVITY":{"evaluated":27214,"sufficientSample":true,"hitRatePercent":50.5,"averageReturnInSignalDirectionPercent":0.0495},"UNUSUAL_ACTIVITY":{"evaluated":5739,"sufficientSample":true,"hitRatePercent":47.0,"averageReturnInSignalDirectionPercent":-0.0036}},"calibration1hByConfidence":{"0-40":{"evaluated":14057,"sufficientSample":true,"hitRatePercent":50.1,"averageReturnInSignalDirectionPercent":0.0324},"40-60":{"evaluated":19267,"sufficientSample":true,"hitRatePercent":50.1,"averageReturnInSignalDirectionPercent":0.0495},"60-80":{"evaluated":15742,"sufficientSample":true,"hitRatePercent":49.7,"averageReturnInSignalDirectionPercent":0.0482},"80-100":{"evaluated":50939,"sufficientSample":true,"hitRatePercent":48.2,"averageReturnInSignalDirectionPercent":0.0089}},"periodDays":7,"window":"5m","algoVersion":"flow-v2-2026-09-25","algoNote":"flow-v2: buy pressure from organic flow only (arbitrage, MEV and two-sided bots excluded), pool mid prices, seasonal volume baselines; deployed 2026-09-25.","liveSince":"2026-09-25T08:33:00Z","method":"Live record: every change of the published signal is logged with its price; hit = the price moved in the signal's direction after the horizon (last trade price per minute, pool prices). Neutral signals are logged but not scored. Returns without a trade within 15 minutes of the horizon are not evaluable. Hit rates are shown only from 30 evaluated signals (sufficientSample)."},"30d":{"signalsLogged":895690,"directionalSignals":516870,"byHorizon":{"5m":{"evaluated":503690,"sufficientSample":true,"hitRatePercent":43.6,"averageReturnInSignalDirectionPercent":-0.0021},"15m":{"evaluated":486719,"sufficientSample":true,"hitRatePercent":49.0,"averageReturnInSignalDirectionPercent":0.0058},"1h":{"evaluated":477911,"sufficientSample":true,"hitRatePercent":49.5,"averageReturnInSignalDirectionPercent":0.013},"24h":{"evaluated":467328,"sufficientSample":true,"hitRatePercent":48.9,"averageReturnInSignalDirectionPercent":-0.0638}},"bySignal1h":{"BULLISH_ACCUMULATION":{"evaluated":7355,"sufficientSample":true,"hitRatePercent":46.8,"averageReturnInSignalDirectionPercent":0.0128},"BUYING_ACTIVITY":{"evaluated":139139,"sufficientSample":true,"hitRatePercent":47.8,"averageReturnInSignalDirectionPercent":-0.0136},"CAPITULATION":{"evaluated":7777,"sufficientSample":true,"hitRatePercent":50.3,"averageReturnInSignalDirectionPercent":0.0883},"DISTRIBUTION":{"evaluated":64732,"sufficientSample":true,"hitRatePercent":52.6,"averageReturnInSignalDirectionPercent":0.0609},"MOMENTUM_ACCELERATION":{"evaluated":33081,"sufficientSample":true,"hitRatePercent":44.3,"averageReturnInSignalDirectionPercent":-0.058},"MOMENTUM_EXHAUSTION":{"evaluated":26307,"sufficientSample":true,"hitRatePercent":49.9,"averageReturnInSignalDirectionPercent":0.009},"POTENTIAL_BREAKOUT":{"evaluated":44200,"sufficientSample":true,"hitRatePercent":49.1,"averageReturnInSignalDirectionPercent":0.0117},"SELLING_ACTIVITY":{"evaluated":127237,"sufficientSample":true,"hitRatePercent":51.6,"averageReturnInSignalDirectionPercent":0.0376},"UNUSUAL_ACTIVITY":{"evaluated":28083,"sufficientSample":true,"hitRatePercent":47.8,"averageReturnInSignalDirectionPercent":-0.0086}},"calibration1hByConfidence":{"0-40":{"evaluated":72073,"sufficientSample":true,"hitRatePercent":51.5,"averageReturnInSignalDirectionPercent":0.0286},"40-60":{"evaluated":87107,"sufficientSample":true,"hitRatePercent":50.4,"averageReturnInSignalDirectionPercent":0.0336},"60-80":{"evaluated":70198,"sufficientSample":true,"hitRatePercent":49.3,"averageReturnInSignalDirectionPercent":0.011},"80-100":{"evaluated":248533,"sufficientSample":true,"hitRatePercent":48.6,"averageReturnInSignalDirectionPercent":0.0018}},"periodDays":30,"window":"5m","algoVersion":"flow-v2-2026-09-25","algoNote":"flow-v2: buy pressure from organic flow only (arbitrage, MEV and two-sided bots excluded), pool mid prices, seasonal volume baselines; deployed 2026-09-25.","liveSince":"2026-09-25T08:33:00Z","method":"Live record: every change of the published signal is logged with its price; hit = the price moved in the signal's direction after the horizon (last trade price per minute, pool prices). Neutral signals are logged but not scored. Returns without a trade within 15 minutes of the horizon are not evaluable. Hit rates are shown only from 30 evaluated signals (sufficientSample)."},"90d":{"signalsLogged":1258079,"directionalSignals":725449,"byHorizon":{"5m":{"evaluated":712269,"sufficientSample":true,"hitRatePercent":43.8,"averageReturnInSignalDirectionPercent":-0.0011},"15m":{"evaluated":687157,"sufficientSample":true,"hitRatePercent":49.4,"averageReturnInSignalDirectionPercent":0.0071},"1h":{"evaluated":674265,"sufficientSample":true,"hitRatePercent":49.9,"averageReturnInSignalDirectionPercent":0.0165},"24h":{"evaluated":659154,"sufficientSample":true,"hitRatePercent":49.3,"averageReturnInSignalDirectionPercent":-0.0457}},"bySignal1h":{"BULLISH_ACCUMULATION":{"evaluated":10299,"sufficientSample":true,"hitRatePercent":46.5,"averageReturnInSignalDirectionPercent":0.0026},"BUYING_ACTIVITY":{"evaluated":197178,"sufficientSample":true,"hitRatePercent":48.7,"averageReturnInSignalDirectionPercent":-0.0062},"CAPITULATION":{"evaluated":10472,"sufficientSample":true,"hitRatePercent":49.9,"averageReturnInSignalDirectionPercent":0.0988},"DISTRIBUTION":{"evaluated":90803,"sufficientSample":true,"hitRatePercent":52.2,"averageReturnInSignalDirectionPercent":0.0568},"MOMENTUM_ACCELERATION":{"evaluated":46809,"sufficientSample":true,"hitRatePercent":44.9,"averageReturnInSignalDirectionPercent":-0.0546},"MOMENTUM_EXHAUSTION":{"evaluated":37487,"sufficientSample":true,"hitRatePercent":50.6,"averageReturnInSignalDirectionPercent":0.0149},"POTENTIAL_BREAKOUT":{"evaluated":63757,"sufficientSample":true,"hitRatePercent":50.0,"averageReturnInSignalDirectionPercent":0.0217},"SELLING_ACTIVITY":{"evaluated":176844,"sufficientSample":true,"hitRatePercent":51.4,"averageReturnInSignalDirectionPercent":0.0365},"UNUSUAL_ACTIVITY":{"evaluated":40616,"sufficientSample":true,"hitRatePercent":49.5,"averageReturnInSignalDirectionPercent":0.0076}},"calibration1hByConfidence":{"0-40":{"evaluated":111800,"sufficientSample":true,"hitRatePercent":52.5,"averageReturnInSignalDirectionPercent":0.0336},"40-60":{"evaluated":124407,"sufficientSample":true,"hitRatePercent":50.7,"averageReturnInSignalDirectionPercent":0.0358},"60-80":{"evaluated":94278,"sufficientSample":true,"hitRatePercent":49.5,"averageReturnInSignalDirectionPercent":0.0156},"80-100":{"evaluated":343780,"sufficientSample":true,"hitRatePercent":48.8,"averageReturnInSignalDirectionPercent":0.0043}},"periodDays":90,"window":"5m","algoVersion":"flow-v2-2026-09-25","algoNote":"flow-v2: buy pressure from organic flow only (arbitrage, MEV and two-sided bots excluded), pool mid prices, seasonal volume baselines; deployed 2026-09-25.","liveSince":"2026-09-25T08:33:00Z","method":"Live record: every change of the published signal is logged with its price; hit = the price moved in the signal's direction after the horizon (last trade price per minute, pool prices). Neutral signals are logged but not scored. Returns without a trade within 15 minutes of the horizon are not evaluable. Hit rates are shown only from 30 evaluated signals (sufficientSample)."}},"interimBacktest":{"label":"BACKTEST (walk-forward reconstruction from stored trades), not a live record","from":"2026-10-11T19:16:00Z","to":"2026-11-09T19:16:00Z","result":{"start":"2026-10-11T19:16:00Z","end":"2026-11-09T19:16:00Z","window":"5m","symbolsAnalyzed":123,"signalsEvaluated":123477,"minConfidence":60,"minBaselineSamples":10,"methodology":"walk-forward; baseline uses only preceding buckets; returns are measured after signal detection","signals":{"BULLISH_ACCUMULATION":{"occurrences":2880,"averageConfidence":92.6175,"winRate5m":50.9028,"winRate15m":50.9028,"winRate60m":49.7917,"averageReturn5mPercent":0.0293,"averageReturn15mPercent":0.0727,"averageReturn60mPercent":0.1323,"medianReturn15mPercent":0.0107,"averageMfe15mPercent":0.4247,"averageMae15mPercent":-0.3487,"direction":"BULLISH"},"UNUSUAL_ACTIVITY":{"occurrences":27987,"averageConfidence":90.5309,"winRate5m":null,"winRate15m":null,"winRate60m":null,"winRateNote":"Neutral signal: it has no direction to be right or wrong about; see the returns and MFE/MAE","averageReturn5mPercent":0.0044,"averageReturn15mPercent":-0.004,"averageReturn60mPercent":-0.0519,"medianReturn15mPercent":0.0,"averageMfe15mPercent":0.2341,"averageMae15mPercent":-0.2313,"direction":"NEUTRAL"},"POTENTIAL_BREAKOUT":{"occurrences":14112,"averageConfidence":88.4278,"winRate5m":50.1346,"winRate15m":50.3118,"winRate60m":48.93,"averageReturn5mPercent":0.0044,"averageReturn15mPercent":0.0141,"averageReturn60mPercent":0.0088,"medianReturn15mPercent":9.0E-4,"averageMfe15mPercent":0.2097,"averageMae15mPercent":-0.192,"direction":"BULLISH"},"MOMENTUM_EXHAUSTION":{"occurrences":47104,"averageConfidence":89.3289,"winRate5m":47.1595,"winRate15m":48.8854,"winRate60m":51.2441,"averageReturn5mPercent":0.0123,"averageReturn15mPercent":0.0052,"averageReturn60mPercent":-0.0195,"medianReturn15mPercent":0.0012,"averageMfe15mPercent":0.2183,"averageMae15mPercent":-0.2031,"direction":"BEARISH"},"MOMENTUM_ACCELERATION":{"occurrences":8436,"averageConfidence":88.9218,"winRate5m":41.7734,"winRate15m":43.2077,"winRate60m":42.7335,"averageReturn5mPercent":-0.0525,"averageReturn15mPercent":-0.0607,"averageReturn60mPercent":-0.0917,"medianReturn15mPercent":-0.0419,"averageMfe15mPercent":0.1987,"averageMae15mPercent":-0.2711,"direction":"BULLISH"},"CAPITULATION":{"occurrences":3080,"averageConfidence":92.4754,"winRate5m":53.2143,"winRate15m":51.1364,"winRate60m":51.461,"averageReturn5mPercent":-0.0589,"averageReturn15mPercent":-0.1094,"averageReturn60mPercent":-0.1541,"medianReturn15mPercent":-0.0178,"averageMfe15mPercent":0.3723,"averageMae15mPercent":-0.4947,"direction":"BEARISH"},"DISTRIBUTION":{"occurrences":19878,"averageConfidence":88.7608,"winRate5m":50.6842,"winRate15m":51.4287,"winRate60m":52.6009,"averageReturn5mPercent":-0.0101,"averageReturn15mPercent":-0.0205,"averageReturn60mPercent":-0.0594,"medianReturn15mPercent":-0.0081,"averageMfe15mPercent":0.1885,"averageMae15mPercent":-0.2097,"direction":"BEARISH"}},"confidenceCalibration":{"60-69":{"occurrences":14053,"averageConfidence":64.8996,"winRate5m":50.0446,"winRate15m":51.5349,"winRate60m":51.9722,"directionalOccurrences":11206,"winRateNote":"Win rate of the bullish and bearish signals in this bucket, each in its own direction; neutral signals left out","averageReturn5mPercent":0.0061,"averageReturn15mPercent":0.011,"averageReturn60mPercent":-0.0167,"medianReturn15mPercent":0.0,"averageMfe15mPercent":0.2135,"averageMae15mPercent":-0.1938,"direction":"MIXED"},"70-79":{"occurrences":15107,"averageConfidence":74.6849,"winRate5m":49.3433,"winRate15m":50.0748,"winRate60m":51.729,"directionalOccurrences":12030,"winRateNote":"Win rate of the bullish and bearish signals in this bucket, each in its own direction; neutral signals left out","averageReturn5mPercent":-0.0012,"averageReturn15mPercent":-0.0026,"averageReturn60mPercent":-0.0334,"medianReturn15mPercent":-4.0E-4,"averageMfe15mPercent":0.2125,"averageMae15mPercent":-0.2103,"direction":"MIXED"},"80-89":{"occurrences":18732,"averageConfidence":85.1824,"winRate5m":48.5228,"winRate15m":49.5659,"winRate60m":50.5889,"directionalOccurrences":14859,"winRateNote":"Win rate of the bullish and bearish signals in this bucket, each in its own direction; neutral signals left out","averageReturn5mPercent":0.0038,"averageReturn15mPercent":-0.0094,"averageReturn60mPercent":-0.0302,"medianReturn15mPercent":0.0,"averageMfe15mPercent":0.2145,"averageMae15mPercent":-0.2149,"direction":"MIXED"},"90-100":{"occurrences":75585,"averageConfidence":98.1609,"winRate5m":47.4588,"winRate15m":48.5617,"winRate60m":49.7587,"directionalOccurrences":57395,"winRateNote":"Win rate of the bullish and bearish signals in this bucket, each in its own direction; neutral signals left out","averageReturn5mPercent":-0.0015,"averageReturn15mPercent":-0.0087,"averageReturn60mPercent":-0.0395,"medianReturn15mPercent":-0.0018,"averageMfe15mPercent":0.2296,"averageMae15mPercent":-0.2356,"direction":"MIXED"}},"allSignalsForwardReturns":{"1m":{"samples":123477,"averagePercent":2.0E-4,"medianPercent":0.0,"positiveRate":48.9986},"5m":{"samples":123477,"averagePercent":2.0E-4,"medianPercent":0.0,"positiveRate":48.9986},"15m":{"samples":123477,"averagePercent":-0.0058,"medianPercent":0.0,"positiveRate":48.8496},"60m":{"samples":123477,"averagePercent":-0.0348,"medianPercent":-0.0265,"positiveRate":47.4785}},"dataResolution":"5m","effectiveWindow":"300s"}},"perpCrowding":{"eventsLogged":594,"byHorizon":{"1h":{"evaluated":304,"sufficientSample":true,"hitRatePercent":50.0,"averageReturnAgainstCrowdPercent":-0.0137},"4h":{"evaluated":289,"sufficientSample":true,"hitRatePercent":54.3,"averageReturnAgainstCrowdPercent":0.0099},"24h":{"evaluated":263,"sufficientSample":true,"hitRatePercent":51.0,"averageReturnAgainstCrowdPercent":-0.1986}},"bySide4h":{"CROWDED_LONG":{"evaluated":51,"sufficientSample":true,"hitRatePercent":43.1,"averageReturnAgainstCrowdPercent":-0.0984},"CROWDED_SHORT":{"evaluated":238,"sufficientSample":true,"hitRatePercent":56.7,"averageReturnAgainstCrowdPercent":0.0331}},"periodDays":30,"method":"Logged when perp open interest turns >= 65% one side with >= $100k open interest (again every 4h while it stays so); hit = the spot price (gold via GLD, oil via USO) moved against the crowd after the horizon. Hit rates need >= 30 evaluated events."},"detail":"/api/v1/intelligence/track-record?days=30&window=5m&symbol=ETHUSD (paid): per signal, per window, per symbol, and the latest signals with their forward returns","generatedAt":"2026-11-09T19:20:37.964947392Z"}