Backtest Evidence

CoverageResults use the current detection rules. Each pattern, setup, timeframe, and quality is reported separately. Backtests measure individual patterns over fixed holding periods. AI Journal trades use AI selection and separate exit rules. For example, a 10-session Daily backtest measures the return after 10 trading days. An AI Journal trade can close earlier or later.

Returns and win rateProfitable BUY and SELL trades have positive returns. N is the total trade count for the study. The smaller n is the completed result count for each holding period. Average return is the sum of those completed returns divided by n. Win rate is the share above 0%. A 0% result counts in n, but is not a win. Missing or pending results do not count in n.

Entry price is the next market-session open. Exit price is the closing price at the chosen holding period.
Buy return (%) = (exit price − entry price) ÷ entry price × 100.
Sell return (%) = (entry price − exit price) ÷ entry price × 100.

Example: +6%, 0%, and −3% give n = 3, an average return of +1%, and a win rate of 33.3%.

Established sample means N is at least 100. It does not mean every holding period has 100 completed results. It does not mean the pattern is reliable.