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← Back to Breakouts Best Breakouts by Realized PnL Historical expectancy and Sharpe by (pattern × stage × grade) cell, computed from the same realized-outcome pool that powers calibration and adaptive weights. Cells with fewer than 3 samples are hidden.
154 outcomesSource: fixtures (sqlite 0, fixtures 154) Horizon: 5d 5/25/2026, 9:52:55 PM
Top cells by expectancy (pattern × stage × grade) # Cell Trades Hit rate Median ret Expectancy Sharpe MaxDD Calmar ▸ 1 vcp · completed · C 5 60.0%[23%–88%] 14.0% 6.2% 2.44[-4.11–38.51] -24.3% 12.83 ▸ 2 wyckoff accumulation · completed · C 8 62.5%[31%–86%] 7.5% 3.6% 2.92[-2.77–10.49] -18.7% 9.76 ▸ 3 bull pennant · completed · C 3 100.0%[44%–100%] 3.6% 3.3% 13.32[0.00–45.71] 0.0% 0.00 ▸ 4 double top · completed · C 3 33.3%[6%–79%] 3.5% 1.0% 6.28[0.00–16.58] -0.3% 731.73 ▸ 5 cup handle · completed · C 18 50.0%[29%–71%] -1.3% 0.9% 0.66[-3.19–4.06] -49.8% 0.87 ▸ 6 bear flag · completed · C 5 40.0%[12%–77%] 1.7% 0.3% -0.37[-6.15–11.90] -12.0% -1.54 ▸ 7 wyckoff distribution · completed · C 8 62.5%[31%–86%] -11.5% 0.0% -3.46[-10.29–1.63] -70.6% -6.52 ▸ 8 bear pennant · completed · C 4 100.0%[51%–100%] -10.7% 0.0% -11.68[-169.03–-5.78] -33.0% -14.35 ▸ 9 head shoulders · completed · C 3 33.3%[6%–79%] 0.1% 0.0% -1.56[-8.05–8.51] -7.4% -8.40 ▸ 10 rising wedge · completed · C 3 66.7%[21%–94%] -4.1% 0.0% -4.14[-14.55–1.08] -15.8% -14.12 ▸ 11 ascending triangle · completed · C 17 52.9%[31%–74%] 2.7% -0.4% -0.54[-4.01–3.20] -39.5% -0.56 ▸ 12 double bottom · completed · C 22 45.5%[27%–65%] -6.3% -0.7% -0.55[-3.97–2.76] -63.9% -0.53 ▸ 13 descending triangle breakdown · completed · C 6 33.3%[10%–70%] 0.2% -1.1% -2.06[-6.54–8.40] -32.9% -5.90 ▸ 14 rectangle breakout · completed · C 22 54.5%[35%–73%] 1.8% -1.4% -1.87[-4.92–1.31] -51.1% -1.36 ▸ 15 bull flag · completed · C 23 43.5%[26%–63%] -5.5% -2.3% -2.42[-6.05–0.39] -66.3% -1.78
Top cells by Sharpe (pattern × regime) # Cell Trades Hit rate Median ret Expectancy Sharpe MaxDD Calmar ▸ 1 bull pennant 3 100.0%[44%–100%] 3.6% 3.3% 13.32[0.00–45.71] 0.0% 0.00 ▸ 2 double top 3 33.3%[6%–79%] 3.5% 1.0% 6.28[0.00–16.58] -0.3% 731.73 ▸ 3 wyckoff accumulation 8 62.5%[31%–86%] 7.5% 3.6% 2.92[-2.77–10.49] -18.7% 9.76 ▸ 4 vcp 5 60.0%[23%–88%] 14.0% 6.2% 2.44[-4.11–38.51] -24.3% 12.83 ▸ 5 cup handle 18 50.0%[29%–71%] -1.3% 0.9% 0.66[-3.19–4.06] -49.8% 0.87 ▸ 6 bear flag 5 40.0%[12%–77%] 1.7% 0.3% -0.37[-6.15–11.90] -12.0% -1.54 ▸ 7 ascending triangle 17 52.9%[31%–74%] 2.7% -0.4% -0.54[-4.01–3.20] -39.5% -0.56 ▸ 8 double bottom 22 45.5%[27%–65%] -6.3% -0.7% -0.55[-3.97–2.76] -63.9% -0.53 ▸ 9 head shoulders 3 33.3%[6%–79%] 0.1% 0.0% -1.56[-8.05–8.51] -7.4% -8.40 ▸ 10 rectangle breakout 22 54.5%[35%–73%] 1.8% -1.4% -1.87[-4.92–1.31] -51.1% -1.36
Top detectors by expectancy (pattern only) # Cell Trades Hit rate Median ret Expectancy Sharpe MaxDD Calmar ▸ 1 vcp 5 60.0%[23%–88%] 14.0% 6.2% 2.44[-4.11–38.51] -24.3% 12.83 ▸ 2 wyckoff accumulation 8 62.5%[31%–86%] 7.5% 3.6% 2.92[-2.77–10.49] -18.7% 9.76 ▸ 3 bull pennant 3 100.0%[44%–100%] 3.6% 3.3% 13.32[0.00–45.71] 0.0% 0.00 ▸ 4 double top 3 33.3%[6%–79%] 3.5% 1.0% 6.28[0.00–16.58] -0.3% 731.73 ▸ 5 cup handle 18 50.0%[29%–71%] -1.3% 0.9% 0.66[-3.19–4.06] -49.8% 0.87 ▸ 6 bear flag 5 40.0%[12%–77%] 1.7% 0.3% -0.37[-6.15–11.90] -12.0% -1.54 ▸ 7 wyckoff distribution 8 62.5%[31%–86%] -11.5% 0.0% -3.46[-10.29–1.63] -70.6% -6.52 ▸ 8 bear pennant 4 100.0%[51%–100%] -10.7% 0.0% -11.68[-169.03–-5.78] -33.0% -14.35 ▸ 9 head shoulders 3 33.3%[6%–79%] 0.1% 0.0% -1.56[-8.05–8.51] -7.4% -8.40 ▸ 10 rising wedge 3 66.7%[21%–94%] -4.1% 0.0% -4.14[-14.55–1.08] -15.8% -14.12