Record

٨٩٫٢% headline hit rate across ٣٢٧٬٧١٥ backfilled calls. This is a BACKFILL, not a live-tracked record — see the note below.

احتمالات محسوبة. لا توجد توصيات تداول. ما يعنيه هذا →

The rule

At TF-bar close t: range_N = max(High,N)-min(Low,N) over last N TF bars. position = (Close_t - min(Low,N))/range_N. prior_move_atr = (Close_t - Close_(t-N)) / mean(High-Low,N). Extreme-high setup (position>=0.97, prior_move_atr>=+0.50) -> CALL UP (continuation). Extreme-low setup (position<=0.03, prior_move_atr<=-0.50) -> CALL DOWN. Winning lookback: N=40.

ASYMMETRIC RACE, v3 (DESIGN.md #1). HIT = a later TF bar's High/Low TOUCHES entry +/- d_target*ATR_N(t). MISS = a later TF bar's CLOSE is beyond entry -/+ d_inv*ATR_N(t). HIT has precedence over MISS within the same bar. Neither within 40 periods -> EXPIRED (reported separately, excluded from the odds fit).

EXPIRED (neither target nor invalidation hit within the ٤٠-period cap): ٠٫٠٠٢% of calls (٧) — excluded from the odds fit and from every tier's hit rate.

Stated vs. actual, by tier

Stated vs. actual, by year

Stated vs. actual, by market

Stated vs. actual, by timeframe

Payoff

Average move size (in ATR) on hits vs. misses, and expected value per call.

Fixed-horizon side number

1-period close-vs-entry outcome, reported ALONGSIDE the v3 asymmetric-race status (target touch / invalidation close) per parity/DESIGN.md #6 -- 'hit is not whether it paid'. Independent field, not a substitute for the main HIT/MISS/EXPIRED status.

Download

Every backfilled call, unfiltered: record-backfill.csv (17.6 MB, CSV)

Known gaps

• SIGNATURE MISMATCH (central finding, explicitly requested): NO cell in the 48-cell sweep reproduces leppyrd's MISS decision speed. Their record20yr.csv shows MISS median 5-8 periods; every single cell in our grid (d_target in [0.05,0.20] ATR, d_inv in [0.15,1.00] ATR, both N=10 and N=40 lookbacks) gives MISS median 1-3 periods - see sweep_v3.csv column miss_median_period, min=1.0 max=3.0 across all 48 rows. Mechanically this is because ATR is itself the AVERAGE single-bar range, so a single bar's CLOSE crossing a threshold of 0.15-1.00x ATR from entry is a routine, often-1-bar event, especially right after the momentum push that generated the setup. PROPOSAL for the next iteration: replace the single-bar-close invalidation with either (a) a WIDE, TF-scaled invalidation that requires touching a boundary several ATR away (this is what v2's N-bar-range invalidation did, and it DID produce slow MISS - median 17 periods - but was too wide, given hit rate 99.3%), suggesting the true invalidation distance is between v2's N-range width and v3's single-ATR band; or (b) a PERSISTENCE requirement - K consecutive bar closes beyond d_inv before registering MISS, which would let isolated single-bar spikes revert while forcing MISS to wait out a genuine trend, matching HIT staying fast. Neither implemented here (out of scope for this pass) - recommend (b) as the next sweep axis since it directly targets bar-count without re-opening the near/far ATR-distance search.
• Because of the mismatch above, the winning cell is a best-available choice under the documented distance metric, not a close match: hit_pct in the 2-symbol sweep was 90.6% (vs target 80%) and the full 6-market walk-forward gives 89.2% - still meaningfully above the leppyrd 80% target, though the tier distribution now genuinely spans S/A/B/D (unlike v2's near-monolithic S).
• PARAMETER_DISCLOSURE above applies throughout: d_target=0.05 ATR / d_inv=0.15 ATR are a chosen design, not derived truth.
• v1 (literal close-vs-entry rule) kept as *_v1_literal.*; v2 (near=touch-ladder ATR, far=N-range boundary) kept as *_v2_range.* - both superseded by this v3 run for the live deliverable but preserved for audit trail.
• 8396 resolved (HIT/MISS) calls in each market's first calendar year of history have no walk-forward odds (no prior year to fit on) and are dropped from backfill_record.csv, not fabricated.
• No proximity/edge trading gate applied (parity/DESIGN.md point 4) - this is a probability product output, not a trade recommendation.
• Continuous 24h Globex session used, no RTH-only filter. RTY history starts 2017-07 (fewer fold-years than ES/NQ/YM/GC/CL, which start 2010-06).
• EXPIRED (40-period cap, neither side touched) is 0.002% of all calls in the full 6-market build (vs ~0.008% in the 2-symbol sweep) - excluded from the odds fit and from backfill_record.csv, reported separately here.
• DESIGN.md point 2 (call_side/confidence_held/rate_held two-sided grading schema, unified 2026-09-01 evening) is NOT yet implemented in these exports - our calls are already single-directional by construction (the trigger picks UP or DOWN, not both sides of a table cell), so grade is derived directly from odds_assigned without a call_side flip step. This should be reconciled with the /roadmap and /pulse packages' schema in a follow-up pass; flagged here rather than silently left inconsistent.