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 | 324 | 224/324 | 69.1% | +1089.05% | +1899.11% | +18.991 | OK | — | — |
| Head Shoulders | 205 | 62/205 | 30.2% | -12.03% | +1116.56% | +11.166 | Watch-only | — | — |
| Double Top | 118 | 61/118 | 51.7% | +1.09% | +1093.00% | +10.930 | OK | — | — |
| Rounded Base | 81 | 43/81 | 53.1% | +0.61% | +33.35% | +0.333 | OK | — | — |
| Channel Breakout | 78 | 39/78 | 50.0% | -0.46% | -145.71% | -1.457 | OK | — | — |
| Rising Wedge | 71 | 17/71 | 23.9% | -5.50% | +256.90% | +2.569 | Watch-only | — | — |
| Triple Top | 68 | 44/68 | 64.7% | +1402.46% | +4178.85% | +41.788 | OK | — | — |
| Bull Flag | 65 | 42/65 | 64.6% | +3.59% | +214.28% | +2.143 | OK | — | — |
| Ascending Triangle | 60 | 38/60 | 63.3% | +5.25% | +3.03% | +0.030 | OK | — | — |
| Cup With Handle | 60 | 38/60 | 63.3% | +6.59% | +3.78% | +0.038 | OK | — | — |
| Double Bottom | 60 | 27/60 | 45.0% | -0.56% | +0.10% | +0.001 | Pilot-only | — | — |
| Falling Wedge | 60 | 27/60 | 45.0% | -2.18% | -0.26% | -0.003 | Pilot-only | — | — |
| Inverse Head Shoulders | 60 | 33/60 | 55.0% | +3.86% | +1.52% | +0.015 | OK | — | — |
| Ma Reclaim | 60 | 29/60 | 48.3% | -0.96% | -0.43% | -0.004 | Pilot-only | — | — |
| Rectangle | 60 | 37/60 | 61.7% | +4.28% | +2.41% | +0.024 | OK | — | — |
| Descending Triangle Breakdown | 45 | 12/45 | 26.7% | -272.44% | +746.83% | +7.468 | Watch-only | — | — |
| Rectangle Breakout | 11 | 0/11 | 0.0% | -1224.83% | -1188.88% | -11.889 | Watch-only | — | — |
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 | 324 | — | — | — | — |
| Head Shoulders | 205 | — | — | — | — |
| Double Top | 118 | — | — | — | — |
| Rounded Base | 81 | — | — | — | — |
| Channel Breakout | 78 | — | — | — | — |
| Rising Wedge | 71 | — | — | — | — |
| Triple Top | 68 | — | — | — | — |
| Bull Flag | 65 | — | — | — | — |
| Ascending Triangle | 60 | — | — | — | — |
| Cup With Handle | 60 | — | — | — | — |
| Double Bottom | 60 | — | — | — | — |
| Falling Wedge | 60 | — | — | — | — |
| Inverse Head Shoulders | 60 | — | — | — | — |
| Ma Reclaim | 60 | — | — | — | — |
| Rectangle | 60 | — | — | — | — |
| Descending Triangle Breakdown | 45 | — | — | — | — |
| Rectangle Breakout | 11 | — | — | — | — |
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 |
|---|---|---|---|---|---|
| ascending triangle | 0 | 0 | 0% | 0 | Insufficient |
| breakout retest hold | 0 | 0 | 0% | 0 | Insufficient |
| bull pennant | 0 | 0 | 0% | 0 | Insufficient |
| channel breakout | 0 | 0 | 0% | 0 | Insufficient |
| descending triangle breakdown | 0 | 0 | 0% | 0 | Insufficient |
| double bottom | 0 | 0 | 0% | 0 | Insufficient |
| double top | 0 | 0 | 0% | 0 | Insufficient |
| falling wedge | 0 | 0 | 0% | 0 | Insufficient |
| head shoulders | 0 | 0 | 0% | 0 | Insufficient |
| inverse head shoulders | 0 | 0 | 0% | 0 | Insufficient |
| pre breakout coil | 0 | 0 | 0% | 0 | Insufficient |
| rectangle breakout | 0 | 0 | 0% | 0 | Insufficient |
| rounded base | 0 | 0 | 0% | 0 | Insufficient |
| triple top | 0 | 0 | 0% | 0 | Insufficient |