Win Rate
56.5%
24 / 42 winning signals
Signal-Return Correlation
0.68
Statistically positive
Average Trade Return
+2.4%
Per 14-day window
Total Signals Triggered
42
Across 100 historical bars
Cumulative Strategy PnL vs Asset Benchmark
Comparing indicator trade returns vs passive holding
TA Strategy Return
Buy & Hold Benchmark
Analysis Result: Moderate Alpha Predictive Signal
The tested rule produced 42 signals across the 100-bar sample. Trades generated an average return of +2.4% with a 56.5% win rate, yielding a correlation of 0.68 against price direction.
| # | Bar Date | Entry Price | Indicator Value | Exit Price | Holding Ret % | Outcome |
|---|