System State
Live market regime & engine status
Current Price
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Market State
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ATR(14)
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Pre-Move Score
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◆Breakout Engine — State Context
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◇Continuation Regime
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Markov Heatmap — State 2 Transitions
Pre-Move Score History (48h)
BB Width Percentile History
Performance Analytics
Combined engine results · all closed trades
Total Trades
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Win Rate
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Avg R
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Expectancy
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Equity Curve (R-based)
Drawdown
R Distribution
MFE vs MAE Scatter
Confidence vs Outcome
Trade Intelligence
Every trade · full decision pipeline · click to drill-down
All Trades — Click any row for full breakdown
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Continuation Engine — Prediction Validation
Source: cont_candidates only · no trade_id linkage · no data leakage
⚠️
STRICT DATA SEPARATION ENFORCED
This analysis uses cont_candidates exclusively as the prediction stream.
Forward returns (return_5/10/20, mfe/mae) are computed from raw price data, with no reference to trade_id or trade outcomes.
signal_candidates is used only in the Trade Drill-Down modal for execution context.
Directional Candidates
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with resolved forward returns
Multi-Horizon Accuracy
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correct at ANY of R5 / R10 / R20
MFE-Based Accuracy
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MFE@20 exceeded adaptive threshold
Score Monotonicity
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bucket consistency across horizons
Adaptive Threshold
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regime-aware ATR multiple
Filter Pass Accuracy
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vs — when failed
Avg Adj R (best horizon)
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max of R5/R10/R20 per candidate
False Positive Rate
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adverse at ALL horizons + MFE
◈Score → Avg Best-Horizon Return (Direction-Adj)
MONOTONIC = VALID EDGE
◈Multi-Horizon Accuracy — R5 / R10 / R20 / MFE
SINGLE-HORIZON BIAS REMOVED
◈Timing Profile — Avg Adj Return by Score Bucket
WHEN DOES EDGE MATERIALIZE?
◈Filter Pass vs Fail — Multi-Horizon Accuracy
CAUSAL EDGE CONTRIBUTION
◈Score Bucket × Horizon — Consistency Check
IS IMPROVEMENT STABLE ACROSS ALL HORIZONS?
◈Pullback Type → Multi-Horizon Avg Return
PURE PREDICTION · NO TRADE LINKAGE
◈Regime-Aware Threshold × Accuracy
ADAPTIVE — LOW/MID/HIGH ATR
◈MFE@20 vs MAE@10 — Intra-Window Movement
GREEN=MFE CORRECT · RED=WRONG
◈Trade Impact Analysis — Pre-Movement Context vs Outcome
LINKED BY TIMESTAMP ONLY · NO TRADE_ID · NO LEAKAGE
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◈Prediction Engine Verdict
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Resolved Candidates — Forward Returns (cont_candidates · no trade linkage)
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Signal → Trade Funnel
Pipeline conversion analysis per engine
◆Breakout Engine Funnel
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◇Continuation Engine Funnel
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Breakout Filter Hit Rate
Cont. Filter Failure Reasons
Claude Decision Distribution
Breakout Engine MARKOV
Squeeze compression → expansion · Spec v4
Trades (Breakout)
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Win Rate
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Avg Confidence
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Avg MFE
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◈ Per-Event Expansion Rate
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Confidence Score Breakdown
State Distribution in Signal Candidates
Signal Candidates Log
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Continuation Engine TREND PULLBACK
Split-window trend detection · v2.3
Candidates Evaluated
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Filters Passed
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Ideal Pullbacks
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Current Regime
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Pullback Type Distribution
ADX Bucket vs Filter Pass Rate
Recent Continuation Candidates
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Engine Comparison
Breakout vs Continuation · performance & conditions
◆Breakout
◇Continuation
Outcome Comparison
Average R by Engine
Session Performance
System Log
Last 100 events · audit trail
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