This is a short summary of the same backtest described in the full analysis: each trade risks up to $100, with stop and target distances set from recent volatility. Here we focus on the strongest signal bands—where average results were clearly positive in this sample.
When the model’s confidence score was in the top bands (6–7 or 8–10), trades had a higher win rate and a better balance of gross wins vs. gross losses (profit factor) than the full sample. Together, these two bands account for — of — trades in the backtest window (—).
The 8–10 band is a small slice—useful as directional evidence, not as proof the edge will repeat. The 6–7 band has more trades, so the averages are somewhat more stable in statistical terms (still not a guarantee out-of-sample).
Each row is 100% of trades in that confidence band. “Time exit” means neither stop nor target was hit before the maximum holding period.
Horizontal axis is progress through trades in that band only (chronological order), scaled to 0–100% so both curves span the chart. Dollar amounts are not adjusted for fees or slippage.
Legend: ■ Confidence 6–7 · ■ Confidence 8–10
Same methodology and limitations as the full post: end-of-day prices, no transaction costs, in-sample backtest. For deployment, validate out-of-sample and add realistic costs.