foxalgo.io
EnglishDeutschEspañolFrançaisItalianoPortuguêsNederlandsPolskiTürkçe日本語한국어العربية
Ottieni il brief
LIVE ORA
Caricamento delle call live…
Caricamento delle call live…Apri la board →

Probabilità di touch FX

Principali coppie FX, touch sul prezzo mid (non il prezzo di esecuzione). P(touch entro i prossimi 75 minuti) dal checkpoint corrente, per distanza ATR.

Probabilità misurate. Nessuna indicazione operativa. cosa significa →

distanza (ATR)P(touch up)P(tocco al ribasso)n
0,123,1%22,8%8520
0,252,6%2,4%8520
0,50,4%0,3%8520
0,750,1%0,1%8520
10,1%0,1%8520
1,50,0%0,0%8520

Lacune note: XAU (gold) is not yet measured for FX touch levels.

Calibrazione: Forex

Quando abbiamo detto che un livello aveva una probabilità del X% di essere toccato, quanto spesso è successo davvero? Fuori campione, fascia per fascia.

Scarto medio
0,49 pp
Verifiche misurate
776.8M
776.797.176
Finestra fuori campione
2018-2026 (out-of-sample, futures/fx)
002525505075751001000-10%: predicted 2.4%, realized 2.4% (+0.0 pp) -- n = 410,478,45510-20%: predicted 14.7%, realized 15.2% (+0.4 pp) -- n = 85,032,16220-30%: predicted 24.5%, realized 25.3% (+0.8 pp) -- n = 46,212,28430-40%: predicted 35.0%, realized 35.6% (+0.7 pp) -- n = 48,007,24940-50%: predicted 45.2%, realized 46.3% (+1.1 pp) -- n = 27,125,94950-60%: predicted 55.3%, realized 56.2% (+0.9 pp) -- n = 38,443,92560-70%: predicted 64.0%, realized 64.9% (+0.9 pp) -- n = 42,457,28170-80%: predicted 75.8%, realized 76.4% (+0.6 pp) -- n = 36,150,46980-90%: predicted 83.5%, realized 83.9% (+0.4 pp) -- n = 42,889,402
PrevistoRealizzato
Scarto medio
0,49 pp
Verifiche misurate
776.8M
776.797.176
Finestra fuori campione
2018-2026 (out-of-sample, futures/fx)
002525505075751001000-20%: predicted 4.5%, realized 4.6% (+0.1 pp) -- n = 495,510,61720-40%: predicted 29.9%, realized 30.6% (+0.7 pp) -- n = 94,219,53340-60%: predicted 51.1%, realized 52.1% (+1.0 pp) -- n = 65,569,87460-80%: predicted 69.4%, realized 70.2% (+0.8 pp) -- n = 78,607,75080-100%: predicted 83.5%, realized 83.9% (+0.4 pp) -- n = 42,889,402
PrevistoRealizzato
Scarto medio
0,91 pp
Verifiche misurate
114.5M
114.544.524
Finestra fuori campione
2018-2026 (out-of-sample, futures/fx)
002525505075751001000-20%: predicted 4.6%, realized 4.5% (-0.1 pp) -- n = 73,969,01120-40%: predicted 29.8%, realized 30.1% (+0.4 pp) -- n = 13,646,60540-60%: predicted 51.7%, realized 52.3% (+0.6 pp) -- n = 8,847,07660-80%: predicted 68.4%, realized 68.3% (-0.1 pp) -- n = 10,912,82480-100%: predicted 84.1%, realized 83.3% (-0.8 pp) -- n = 7,169,008
PrevistoRealizzato

Queste sono touch probabilities dal controllo di affidabilità del modello, non segnali di trading valutati — per quelli, vedi lo Scorecard live.

Per-sector breakdown, not per-symbol — the source data does not carry a per-symbol (e.g. ES vs NQ, or AAPL vs MSFT) calibration split, only per-sector/scope. 20-point-percentage bins (coarser than the 10pp futures/fx/stocks breakdown above) to keep per-sector cells sampled. Stocks: historical period 2020-2026, these 12 names selected ex-post (survivorship) — calibration applies to these names, not a random stock.