Night BuildsNo. 001 · all builds

Historical base rates, not signals · US and Hong Kong stocks

Base Rates

Check a trade idea against history. Did this kind of setup beat an ordinary day in the same market and regime, and how far did it usually go against you first?

The unit: 1R = 8% of entry

Every trade starts at the next open. A touch of −8% books −1R. Otherwise it closes out after 10 sessions.

Regime now · context, not a forecast

Edge by setup · all years

Same setup, different markets

Order

Edge is R per trade minus the mean R of the eligible universe on the same day. Select a row to open it in the explorer below.

Table view

Explorer

Look up a setup

Pick a market and a slice of history. The leaderboard ranks every setup by how much it beat or lagged an ordinary day there. The detail panel shows the selected setup.

Market
Slice
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Read-out

What the data says

Plain statements from the numbers above. Each one can be opened in the explorer.

Method

How it was measured

The trade rule, drawn to scale

Levels are percent of the entry price. The graded trade always ends at the close 10 sessions after entry (session 11 here). Every 20-session chart in the explorer ends the same way, at the close 20 sessions after entry.

Caveats