Pattern Performance
Realized win rate per pattern over closed signals (return20d direction). The Strategy Rank outcomes gate consumes this same data — patterns flagged Pilot-only or Watch-only here trigger tier downgrades there.
Pattern performance — historical hit rate over closed signals
Realized win rate is computed from `return20d` per closed signal. Patterns below 50% face a tier downgrade in Strategy Rank; below 35% drop to watch.
Note: Avg Return, Expectancy, and E[R] Today are computed position-aware when the underlying signal_outcomesrows carry a direction field. Outcomes seeded before that fix may still aggregate as raw price return — for bearish patterns ( head_shoulders, double_top,triple_top, rising_wedge,descending_triangle, bear_flag,bear_pennant ) a positive value would then mean the underlying ran UP (against the bear thesis). Use Win Rate and Median Return as a sanity cross-check.
| Pattern | Samples | Wins | Win Rate | Median Return | Avg Return | Expectancy | Status | NEW Today | E[R] Today |
|---|---|---|---|---|---|---|---|---|---|
| Breakout Retest Hold | 27023 | 11030/27023 | 40.8% | -205.51% | -58.18% | -0.582 | Pilot-only | 0/ 6 | — |
| Head Shoulders | 6995 | 3551/6995 | 50.8% | +25.63% | +19.07% | +0.191 | OK | — | — |
| Rounded Base | 3510 | 1370/3510 | 39.0% | -229.50% | -217.77% | -2.178 | Pilot-only | 0/ 1 | — |
| Pre Breakout Coil | 1999 | 1270/1999 | 63.5% | +315.79% | +171.38% | +1.714 | OK | — | — |
| Descending Triangle Breakdown | 1748 | 1070/1748 | 61.2% | +288.55% | +411.11% | +4.111 | OK | — | — |
| Falling Wedge | 1619 | 730/1619 | 45.1% | -142.08% | -49.96% | -0.500 | Pilot-only | — | — |
| Double Top | 1379 | 548/1379 | 39.7% | -209.37% | +60.80% | +0.608 | Pilot-only | — | — |
| Triple Top | 1347 | 780/1347 | 57.9% | +147.36% | +536.44% | +5.364 | OK | — | — |
| Channel Breakout | 1303 | 703/1303 | 54.0% | +112.57% | -36.40% | -0.364 | OK | — | — |
| Ascending Triangle | 620 | 372/620 | 60.0% | +181.09% | -273.04% | -2.730 | OK | — | — |
| Ma Bounce 200 | 542 | 233/542 | 43.0% | -105.81% | -208.87% | -2.089 | Pilot-only | — | — |
| Inverse Head Shoulders | 530 | 219/530 | 41.3% | -159.21% | -31.81% | -0.318 | Pilot-only | — | — |
| Rectangle Breakout | 371 | 291/371 | 78.4% | +541.33% | +412.01% | +4.120 | OK | — | — |
| Triple Bottom | 344 | 253/344 | 73.5% | +515.26% | +401.37% | +4.014 | OK | — | — |
| Rising Wedge | 165 | 82/165 | 49.7% | -77.67% | +111.34% | +1.113 | Pilot-only | — | — |
| Ma Bounce 50 | 149 | 11/149 | 7.4% | -853.81% | -862.07% | -8.621 | Watch-only | — | — |
| Double Bottom | 119 | 63/119 | 52.9% | +305.24% | +93.03% | +0.930 | OK | — | — |
| Bear Flag | 111 | 110/111 | 99.1% | +616.89% | +556.37% | +5.564 | OK | — | — |
| Bull Pennant | 100 | 21/100 | 21.0% | -717.75% | -922.93% | -9.229 | Watch-only | — | — |
| Downtrend Line Breakout | 89 | 58/89 | 65.2% | +756.85% | +419.16% | +4.192 | OK | — | — |
| Bull Flag | 65 | 42/65 | 64.6% | +359.46% | +370.16% | +3.702 | OK | — | — |
| Cup With Handle | 60 | 38/60 | 63.3% | +659.34% | +377.94% | +3.779 | OK | — | — |
| Ma Reclaim | 60 | 29/60 | 48.3% | -95.57% | -42.89% | -0.429 | Pilot-only | — | — |
| Rectangle | 60 | 37/60 | 61.7% | +427.59% | +241.41% | +2.414 | OK | — | — |
| Symmetrical Triangle | 52 | 50/52 | 96.2% | +967.20% | +831.40% | +8.314 | OK | — | — |
| Bear Pennant | 27 | 0/27 | 0.0% | -337.08% | -341.84% | -3.418 | Watch-only | — | — |
| Cup Handle | 15 | 15/15 | 100.0% | +541.33% | +583.70% | +5.837 | OK | — | — |
| Squeeze Breakout | 8 | 5/8 | 62.5% | +96.41% | +70.85% | +0.709 | Insufficient (n<10) | — | — |
Pattern × Grade — realized win rate
Each cell shows {patternType} signals filtered to {grade}. Cells with fewer than 5 samples render '—'.
| Pattern | Total | A | B | C | D |
|---|---|---|---|---|---|
| Breakout Retest Hold | 27023 | — | — | — | — |
| Head Shoulders | 6995 | — | — | — | — |
| Rounded Base | 3510 | — | — | — | — |
| Pre Breakout Coil | 1999 | — | — | — | — |
| Descending Triangle Breakdown | 1748 | — | — | — | — |
| Falling Wedge | 1619 | — | — | — | — |
| Double Top | 1379 | — | — | — | — |
| Triple Top | 1347 | — | — | — | — |
| Channel Breakout | 1303 | — | — | — | — |
| Ascending Triangle | 620 | — | — | — | — |
| Ma Bounce 200 | 542 | — | — | — | — |
| Inverse Head Shoulders | 530 | — | — | — | — |
| Rectangle Breakout | 371 | — | — | — | — |
| Triple Bottom | 344 | — | — | — | — |
| Rising Wedge | 165 | — | — | — | — |
| Ma Bounce 50 | 149 | — | — | — | — |
| Double Bottom | 119 | — | — | — | — |
| Bear Flag | 111 | — | — | — | — |
| Bull Pennant | 100 | — | — | — | — |
| Downtrend Line Breakout | 89 | — | — | — | — |
| Bull Flag | 65 | — | — | — | — |
| Cup With Handle | 60 | — | — | — | — |
| Ma Reclaim | 60 | — | — | — | — |
| Rectangle | 60 | — | — | — | — |
| Symmetrical Triangle | 52 | — | — | — | — |
| Bear Pennant | 27 | — | — | — | — |
| Cup Handle | 15 | — | — | — | — |
| Squeeze Breakout | 8 | — | — | — | — |
Reclaim rate — failed → reclaimed by pattern
High reclaim rate is the Wyckoff Spring + LPS dynamic — patterns that fall, shake out longs, and reclaim the breakout level. Historically these often outperform first-time breaks.
| Pattern | Failed | Reclaimed | Reclaim Rate | Sample | Band |
|---|---|---|---|---|---|
| breakout retest hold | 4 | 443 | 99% | 447 | High |
| rounded base | 2 | 50 | 96% | 52 | High |
| channel breakout | 0 | 1 | 100% | 1 | Insufficient |