Out-of-sample validation
Pattern Lab · Walk-forward
Does geometric similarity predict anything after the model is forced to live only in the past?
Generated 2026-08-12T19:51:40.654135+00:00. Primary test: Brier-score improvement over a same-market momentum/volatility matched control.
Global result
| Hypothesis cells tested | 117 / 153 |
|---|---|
| Excluded for insufficient OOS depth | 36 |
| Shape better on Brier score | 15 / 117 |
| Weighted mean Brier skill | -0.01268 |
| Raw p < 0.05 | 1 |
| Benjamini–Hochberg FDR 10% | 0 |
| Holm family-wise 5% | 0 |
| Positive net cells at base cost | 55 |
| Positive net cells at 2× cost | 51 |
| Shape net beats matched-control net | 45 |
Interpretation rule: raw p-values are exploratory. A pattern cell is treated as a discovery only after all tested markets/windows/horizons are corrected together. Holm is the strict family-wise control; BH is the less conservative false-discovery-rate view.
Best corrected cells
| Market | Pattern | Forward | N | Brier skill | Raw p | BH q | Holm p | Shape net | Matched net |
|---|---|---|---|---|---|---|---|---|---|
| WTI crude futures CL=F | 60d | 5d | 64 | 0.03431 | 0.0233 | 1.0000 | 1.0000 | +0.79% | -0.09% |
| DAX ^GDAXI | 120d | 5d | 23 | 0.03471 | 0.0963 | 1.0000 | 1.0000 | +0.56% | -0.37% |
| WTI crude futures CL=F | 60d | 20d | 64 | 0.01277 | 0.1546 | 1.0000 | 1.0000 | +1.52% | +1.96% |
| USD/CAD CAD=X | 20d | 1d | 79 | 0.01128 | 0.1675 | 1.0000 | 1.0000 | +0.07% | +0.00% |
| USD/CAD CAD=X | 60d | 20d | 58 | 0.00842 | 0.2542 | 1.0000 | 1.0000 | +0.00% | -0.19% |
| Gold futures GC=F | 20d | 20d | 88 | 0.00566 | 0.2611 | 1.0000 | 1.0000 | +0.88% | +1.35% |
| USD/CAD CAD=X | 20d | 20d | 79 | 0.00571 | 0.2753 | 1.0000 | 1.0000 | +0.11% | -0.08% |
| WTI crude futures CL=F | 20d | 20d | 88 | 0.00506 | 0.3166 | 1.0000 | 1.0000 | +0.81% | +1.28% |
| SPDR S&P 500 ETF SPY | 20d | 20d | 118 | 0.00259 | 0.3466 | 1.0000 | 1.0000 | +0.95% | +0.88% |
| Bitcoin BTC-USD | 60d | 1d | 32 | 0.00730 | 0.3740 | 1.0000 | 1.0000 | -0.00% | +0.15% |
| Invesco QQQ ETF QQQ | 20d | 5d | 94 | 0.00270 | 0.3828 | 1.0000 | 1.0000 | +0.19% | +0.00% |
| Bitcoin BTC-USD | 20d | 1d | 53 | 0.00403 | 0.3918 | 1.0000 | 1.0000 | +0.56% | +0.01% |
Protocol
Expanding walk-forward starts only after 1000 observations. Evaluation anchors are fixed every 63 bars, so the longest 20-day outcomes do not overlap. At every anchor, STUMPY/DTW sees only history whose full continuation was already known before the query pattern began. No future analogue is eligible.
Forecast probabilities use a Jeffreys-smoothed empirical up-frequency from historical analogues. The baseline uses historical windows from the same instrument matched on momentum and realized volatility, but not on shape. The paired loss difference is tested with a one-sided Newey–West/HAC mean test; lag length grows with pattern-window overlap.
The trading diagnostic uses a pre-declared threshold: long at P(up) ≥ 0.55, short at P(up) ≤ 0.45, otherwise flat. Round-trip costs are fixed research assumptions: FX 2 bp, index/ETF proxy 4 bp, commodities 6 bp, crypto 20 bp. A 2×-cost stress result is reported alongside the base case.
Important: these are model-validation diagnostics, not executable price quotes. Index rows use proxy execution assumptions; borrow, financing, taxes, market impact and broker-specific slippage are not fully modelled. Surviving corrected significance would justify deeper replication, not automatic live trading.
All cells
S&P 500 · ^GSPC · 377 walk-forward anchors · 1927-12-30…2026-08-12
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 377 | -0.00357 | 52.8% | 47.7% | 0.7636 | 1.0000 | 1.0000 | — | 199 | -0.03% | -0.05% |
| 20d | 5d | 377 | -0.00717 | 51.7% | 56.0% | 0.9310 | 1.0000 | 1.0000 | — | 213 | -0.04% | -0.07% |
| 20d | 20d | 377 | -0.00254 | 56.5% | 58.6% | 0.7230 | 1.0000 | 1.0000 | — | 249 | +0.07% | +0.04% |
| 60d | 1d | 352 | -0.02087 | 49.4% | 48.9% | 0.9958 | 1.0000 | 1.0000 | — | 259 | -0.01% | -0.04% |
| 60d | 5d | 352 | -0.01514 | 53.1% | 56.5% | 0.9899 | 1.0000 | 1.0000 | — | 236 | -0.08% | -0.11% |
| 60d | 20d | 352 | -0.01415 | 53.7% | 59.7% | 0.9960 | 1.0000 | 1.0000 | — | 254 | +0.22% | +0.19% |
| 120d | 1d | 170 | -0.02073 | 51.2% | 47.6% | 0.9518 | 1.0000 | 1.0000 | — | 133 | -0.11% | -0.14% |
| 120d | 5d | 170 | -0.03599 | 50.0% | 59.4% | 0.9992 | 1.0000 | 1.0000 | — | 136 | -0.19% | -0.22% |
| 120d | 20d | 170 | -0.01682 | 57.6% | 63.5% | 0.9597 | 1.0000 | 1.0000 | — | 138 | +0.43% | +0.40% |
NASDAQ Composite · ^IXIC · 206 walk-forward anchors · 1971-02-05…2026-08-12
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 206 | -0.01327 | 57.3% | 58.7% | 0.9841 | 1.0000 | 1.0000 | — | 120 | +0.03% | +0.01% |
| 20d | 5d | 206 | -0.00548 | 57.8% | 54.4% | 0.8143 | 1.0000 | 1.0000 | — | 117 | -0.02% | -0.04% |
| 20d | 20d | 206 | 0.00097 | 63.1% | 55.8% | 0.4368 | 1.0000 | 1.0000 | — | 134 | +0.63% | +0.60% |
| 60d | 1d | 178 | -0.02775 | 52.2% | 60.7% | 0.9991 | 1.0000 | 1.0000 | — | 125 | -0.08% | -0.11% |
| 60d | 5d | 178 | -0.03375 | 50.6% | 59.6% | 1.0000 | 1.0000 | 1.0000 | — | 130 | -0.13% | -0.16% |
| 60d | 20d | 178 | -0.01914 | 51.7% | 60.7% | 0.9913 | 1.0000 | 1.0000 | — | 133 | +0.36% | +0.33% |
| 120d | 1d | 53 | -0.07042 | 41.5% | 66.0% | 0.9999 | 1.0000 | 1.0000 | — | 45 | -0.03% | -0.06% |
| 120d | 5d | 53 | -0.04125 | 50.9% | 64.2% | 0.9722 | 1.0000 | 1.0000 | — | 41 | +0.35% | +0.32% |
| 120d | 20d | 53 | -0.03291 | 54.7% | 67.9% | 0.9792 | 1.0000 | 1.0000 | — | 44 | +0.77% | +0.73% |
Dow Jones Industrial Average · ^DJI · 123 walk-forward anchors · 1992-01-02…2026-08-12
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 123 | -0.00718 | 50.4% | 43.1% | 0.7589 | 1.0000 | 1.0000 | — | 83 | -0.11% | -0.13% |
| 20d | 5d | 123 | -0.00927 | 47.2% | 44.7% | 0.8387 | 1.0000 | 1.0000 | — | 80 | -0.17% | -0.20% |
| 20d | 20d | 123 | -0.00639 | 61.8% | 61.8% | 0.8245 | 1.0000 | 1.0000 | — | 103 | +0.71% | +0.67% |
| 60d | 1d | 105 | -0.02546 | 45.7% | 41.9% | 0.9628 | 1.0000 | 1.0000 | — | 81 | -0.09% | -0.12% |
| 60d | 5d | 105 | -0.00675 | 52.4% | 43.8% | 0.6823 | 1.0000 | 1.0000 | — | 86 | -0.05% | -0.09% |
| 60d | 20d | 105 | -0.02189 | 61.0% | 61.9% | 0.9779 | 1.0000 | 1.0000 | — | 86 | +0.56% | +0.53% |
| 120d | 1d | 14 | — | 57.1% | 42.9% | — | — | — | — | 10 | -0.26% | -0.29% |
| 120d | 5d | 14 | — | 28.6% | 42.9% | — | — | — | — | 10 | -0.79% | -0.81% |
| 120d | 20d | 14 | — | 50.0% | 50.0% | — | — | — | — | 13 | +0.24% | +0.20% |
DAX · ^GDAXI · 139 walk-forward anchors · 1987-12-29…2026-08-11
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 139 | -0.02262 | 42.4% | 51.8% | 0.9882 | 1.0000 | 1.0000 | — | 85 | -0.10% | -0.13% |
| 20d | 5d | 139 | -0.02424 | 46.8% | 59.0% | 0.9994 | 1.0000 | 1.0000 | — | 81 | -0.02% | -0.04% |
| 20d | 20d | 139 | -0.01040 | 55.4% | 59.7% | 0.9487 | 1.0000 | 1.0000 | — | 103 | +0.31% | +0.28% |
| 60d | 1d | 116 | -0.01615 | 51.7% | 56.9% | 0.8491 | 1.0000 | 1.0000 | — | 88 | +0.10% | +0.06% |
| 60d | 5d | 116 | -0.01399 | 50.0% | 56.9% | 0.8876 | 1.0000 | 1.0000 | — | 84 | -0.14% | -0.17% |
| 60d | 20d | 116 | -0.01416 | 50.0% | 56.9% | 0.9462 | 1.0000 | 1.0000 | — | 95 | -0.52% | -0.55% |
| 120d | 1d | 23 | -0.03189 | 39.1% | 39.1% | 0.8770 | 1.0000 | 1.0000 | — | 19 | -0.17% | -0.20% |
| 120d | 5d | 23 | 0.03471 | 60.9% | 43.5% | 0.0963 | 1.0000 | 1.0000 | — | 18 | +0.56% | +0.53% |
| 120d | 20d | 23 | -0.01831 | 52.2% | 56.5% | 0.7673 | 1.0000 | 1.0000 | — | 18 | +0.60% | +0.56% |
FTSE 100 · ^FTSE · 155 walk-forward anchors · 1984-01-03…2026-08-11
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 155 | -0.01692 | 49.7% | 54.2% | 0.9668 | 1.0000 | 1.0000 | — | 89 | +0.03% | +0.00% |
| 20d | 5d | 155 | -0.00220 | 47.7% | 43.9% | 0.6351 | 1.0000 | 1.0000 | — | 99 | -0.08% | -0.10% |
| 20d | 20d | 155 | -0.00992 | 49.7% | 50.3% | 0.9297 | 1.0000 | 1.0000 | — | 108 | -0.07% | -0.09% |
| 60d | 1d | 132 | -0.02195 | 51.5% | 51.5% | 0.9446 | 1.0000 | 1.0000 | — | 102 | -0.00% | -0.03% |
| 60d | 5d | 132 | -0.01105 | 47.7% | 43.2% | 0.8701 | 1.0000 | 1.0000 | — | 94 | -0.04% | -0.07% |
| 60d | 20d | 132 | -0.01757 | 50.8% | 47.0% | 0.9642 | 1.0000 | 1.0000 | — | 94 | -0.41% | -0.44% |
| 120d | 1d | 34 | -0.00558 | 50.0% | 55.9% | 0.5720 | 1.0000 | 1.0000 | — | 28 | +0.08% | +0.05% |
| 120d | 5d | 34 | -0.00042 | 47.1% | 38.2% | 0.5060 | 1.0000 | 1.0000 | — | 22 | -0.14% | -0.17% |
| 120d | 20d | 34 | -0.01449 | 41.2% | 44.1% | 0.8040 | 1.0000 | 1.0000 | — | 26 | -0.78% | -0.81% |
Nikkei 225 · ^N225 · 225 walk-forward anchors · 1965-01-04…2026-08-09
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 225 | -0.00650 | 53.8% | 53.8% | 0.8285 | 1.0000 | 1.0000 | — | 128 | +0.02% | -0.01% |
| 20d | 5d | 225 | -0.00561 | 52.0% | 53.8% | 0.8268 | 1.0000 | 1.0000 | — | 124 | +0.09% | +0.07% |
| 20d | 20d | 225 | -0.00074 | 56.0% | 57.8% | 0.5528 | 1.0000 | 1.0000 | — | 152 | +0.76% | +0.73% |
| 60d | 1d | 200 | -0.02516 | 48.5% | 51.5% | 0.9878 | 1.0000 | 1.0000 | — | 152 | -0.04% | -0.07% |
| 60d | 5d | 200 | -0.00306 | 54.5% | 51.0% | 0.6347 | 1.0000 | 1.0000 | — | 143 | +0.19% | +0.16% |
| 60d | 20d | 200 | -0.01339 | 52.0% | 56.0% | 0.9456 | 1.0000 | 1.0000 | — | 147 | +0.51% | +0.48% |
| 120d | 1d | 60 | -0.04956 | 50.0% | 65.0% | 0.9782 | 1.0000 | 1.0000 | — | 47 | +0.03% | +0.00% |
| 120d | 5d | 60 | -0.02353 | 53.3% | 56.7% | 0.8700 | 1.0000 | 1.0000 | — | 45 | +0.51% | +0.48% |
| 120d | 20d | 60 | -0.02970 | 45.0% | 56.7% | 0.9559 | 1.0000 | 1.0000 | — | 48 | +0.34% | +0.31% |
Hang Seng · ^HSI · 139 walk-forward anchors · 1986-12-30…2026-08-10
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 139 | -0.00809 | 54.0% | 56.1% | 0.7934 | 1.0000 | 1.0000 | — | 89 | -0.00% | -0.03% |
| 20d | 5d | 139 | -0.01083 | 53.2% | 58.3% | 0.9257 | 1.0000 | 1.0000 | — | 91 | +0.22% | +0.19% |
| 20d | 20d | 139 | -0.00311 | 53.2% | 53.2% | 0.6627 | 1.0000 | 1.0000 | — | 94 | +0.39% | +0.36% |
| 60d | 1d | 118 | -0.02262 | 47.5% | 43.2% | 0.9349 | 1.0000 | 1.0000 | — | 87 | -0.08% | -0.11% |
| 60d | 5d | 118 | 0.00246 | 57.6% | 55.1% | 0.4051 | 1.0000 | 1.0000 | — | 80 | +0.45% | +0.43% |
| 60d | 20d | 118 | -0.01936 | 48.3% | 51.7% | 0.9703 | 1.0000 | 1.0000 | — | 84 | -0.33% | -0.36% |
| 120d | 1d | 17 | — | 41.2% | 17.6% | — | — | — | — | 14 | -0.23% | -0.27% |
| 120d | 5d | 17 | — | 35.3% | 58.8% | — | — | — | — | 13 | -0.84% | -0.87% |
| 120d | 20d | 17 | — | 52.9% | 47.1% | — | — | — | — | 13 | +0.61% | +0.58% |
EUR/USD · EURUSD=X · 78 walk-forward anchors · 2003-12-01…2026-08-11
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 78 | -0.00604 | 55.1% | 52.6% | 0.6392 | 1.0000 | 1.0000 | — | 55 | +0.03% | +0.02% |
| 20d | 5d | 78 | -0.01238 | 41.0% | 50.0% | 0.8419 | 1.0000 | 1.0000 | — | 43 | -0.15% | -0.16% |
| 20d | 20d | 78 | -0.01503 | 43.6% | 53.8% | 0.9661 | 1.0000 | 1.0000 | — | 36 | -0.30% | -0.31% |
| 60d | 1d | 55 | -0.00857 | 45.5% | 54.5% | 0.6475 | 1.0000 | 1.0000 | — | 35 | -0.01% | -0.02% |
| 60d | 5d | 55 | -0.03245 | 45.5% | 65.5% | 0.9171 | 1.0000 | 1.0000 | — | 41 | -0.05% | -0.06% |
| 60d | 20d | 55 | -0.00493 | 56.4% | 61.8% | 0.6041 | 1.0000 | 1.0000 | — | 40 | +0.14% | +0.13% |
| 120d | 1d | 1 | — | 0.0% | 100.0% | — | — | — | — | 1 | -0.27% | -0.29% |
| 120d | 5d | 1 | — | 100.0% | 0.0% | — | — | — | — | 1 | +0.14% | +0.12% |
| 120d | 20d | 1 | — | 0.0% | 0.0% | — | — | — | — | 0 | +0.00% | +0.00% |
GBP/USD · GBPUSD=X · 78 walk-forward anchors · 2003-12-01…2026-08-11
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 78 | 0.00217 | 51.3% | 50.0% | 0.4371 | 1.0000 | 1.0000 | — | 49 | +0.04% | +0.03% |
| 20d | 5d | 78 | -0.02396 | 43.6% | 51.3% | 0.9860 | 1.0000 | 1.0000 | — | 47 | -0.12% | -0.13% |
| 20d | 20d | 78 | -0.02596 | 42.3% | 56.4% | 0.9951 | 1.0000 | 1.0000 | — | 37 | -0.17% | -0.18% |
| 60d | 1d | 56 | -0.01282 | 51.8% | 46.4% | 0.7172 | 1.0000 | 1.0000 | — | 44 | +0.02% | +0.01% |
| 60d | 5d | 56 | -0.03290 | 44.6% | 51.8% | 0.9451 | 1.0000 | 1.0000 | — | 44 | +0.01% | -0.00% |
| 60d | 20d | 56 | -0.01233 | 44.6% | 44.6% | 0.7992 | 1.0000 | 1.0000 | — | 40 | -0.07% | -0.09% |
| 120d | 1d | 1 | — | 100.0% | 100.0% | — | — | — | — | 1 | +0.86% | +0.84% |
| 120d | 5d | 1 | — | 100.0% | 0.0% | — | — | — | — | 1 | +0.32% | +0.30% |
| 120d | 20d | 1 | — | 0.0% | 100.0% | — | — | — | — | 1 | -0.98% | -1.00% |
USD/JPY · JPY=X · 107 walk-forward anchors · 1996-10-30…2026-08-11
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 107 | -0.01849 | 47.7% | 46.7% | 0.9463 | 1.0000 | 1.0000 | — | 72 | -0.06% | -0.08% |
| 20d | 5d | 107 | -0.00339 | 50.5% | 54.2% | 0.6434 | 1.0000 | 1.0000 | — | 62 | -0.03% | -0.04% |
| 20d | 20d | 107 | -0.00136 | 51.4% | 48.6% | 0.5669 | 1.0000 | 1.0000 | — | 58 | -0.09% | -0.10% |
| 60d | 1d | 76 | -0.01191 | 51.3% | 51.3% | 0.7664 | 1.0000 | 1.0000 | — | 60 | +0.09% | +0.07% |
| 60d | 5d | 76 | -0.02512 | 48.7% | 60.5% | 0.9486 | 1.0000 | 1.0000 | — | 57 | +0.09% | +0.07% |
| 60d | 20d | 76 | -0.01161 | 50.0% | 51.3% | 0.8208 | 1.0000 | 1.0000 | — | 51 | -0.03% | -0.04% |
| 120d | 1d | 10 | — | 30.0% | 30.0% | — | — | — | — | 7 | -0.13% | -0.15% |
| 120d | 5d | 10 | — | 60.0% | 70.0% | — | — | — | — | 9 | +0.09% | +0.07% |
| 120d | 20d | 10 | — | 50.0% | 40.0% | — | — | — | — | 7 | -0.38% | -0.39% |
AUD/USD · AUDUSD=X · 68 walk-forward anchors · 2006-05-15…2026-08-11
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 68 | -0.01090 | 51.5% | 52.9% | 0.7647 | 1.0000 | 1.0000 | — | 52 | +0.01% | -0.01% |
| 20d | 5d | 68 | -0.02264 | 47.1% | 51.5% | 0.9881 | 1.0000 | 1.0000 | — | 34 | -0.14% | -0.15% |
| 20d | 20d | 68 | -0.00411 | 50.0% | 50.0% | 0.6590 | 1.0000 | 1.0000 | — | 33 | +0.05% | +0.04% |
| 60d | 1d | 49 | -0.04870 | 44.9% | 42.9% | 0.9749 | 1.0000 | 1.0000 | — | 37 | -0.00% | -0.02% |
| 60d | 5d | 49 | -0.02200 | 46.9% | 51.0% | 0.8715 | 1.0000 | 1.0000 | — | 34 | -0.01% | -0.02% |
| 60d | 20d | 49 | -0.00470 | 49.0% | 57.1% | 0.6070 | 1.0000 | 1.0000 | — | 38 | -0.00% | -0.02% |
| 120d | 1d | 1 | — | 0.0% | 0.0% | — | — | — | — | 0 | +0.00% | +0.00% |
| 120d | 5d | 1 | — | 0.0% | 100.0% | — | — | — | — | 0 | +0.00% | +0.00% |
| 120d | 20d | 1 | — | 100.0% | 100.0% | — | — | — | — | 1 | +0.39% | +0.37% |
USD/CAD · CAD=X · 79 walk-forward anchors · 2003-09-16…2026-08-11
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 79 | 0.01128 | 60.8% | 49.4% | 0.1675 | 1.0000 | 1.0000 | — | 45 | +0.07% | +0.06% |
| 20d | 5d | 79 | -0.01168 | 46.8% | 46.8% | 0.9038 | 1.0000 | 1.0000 | — | 38 | -0.24% | -0.25% |
| 20d | 20d | 79 | 0.00571 | 53.2% | 48.1% | 0.2753 | 1.0000 | 1.0000 | — | 44 | +0.11% | +0.10% |
| 60d | 1d | 58 | -0.01812 | 56.9% | 50.0% | 0.7647 | 1.0000 | 1.0000 | — | 50 | -0.04% | -0.06% |
| 60d | 5d | 58 | -0.01533 | 56.9% | 39.7% | 0.7846 | 1.0000 | 1.0000 | — | 42 | +0.09% | +0.08% |
| 60d | 20d | 58 | 0.00842 | 51.7% | 51.7% | 0.2542 | 1.0000 | 1.0000 | — | 33 | +0.00% | -0.01% |
| 120d | 1d | 4 | — | 100.0% | 75.0% | — | — | — | — | 4 | +0.07% | +0.05% |
| 120d | 5d | 4 | — | 50.0% | 50.0% | — | — | — | — | 3 | -0.18% | -0.20% |
| 120d | 20d | 4 | — | 75.0% | 75.0% | — | — | — | — | 2 | +0.03% | +0.02% |
Gold futures · GC=F · 88 walk-forward anchors · 2000-08-30…2026-08-12
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 88 | -0.01857 | 51.1% | 51.1% | 0.9268 | 1.0000 | 1.0000 | — | 64 | -0.22% | -0.26% |
| 20d | 5d | 88 | -0.00792 | 52.3% | 52.3% | 0.7863 | 1.0000 | 1.0000 | — | 51 | -0.27% | -0.31% |
| 20d | 20d | 88 | 0.00566 | 55.7% | 63.6% | 0.2611 | 1.0000 | 1.0000 | — | 57 | +0.88% | +0.84% |
| 60d | 1d | 70 | -0.00624 | 51.4% | 47.1% | 0.6320 | 1.0000 | 1.0000 | — | 52 | -0.15% | -0.19% |
| 60d | 5d | 70 | -0.04063 | 45.7% | 55.7% | 0.9949 | 1.0000 | 1.0000 | — | 55 | -0.34% | -0.38% |
| 60d | 20d | 70 | -0.00755 | 64.3% | 67.1% | 0.6749 | 1.0000 | 1.0000 | — | 54 | +0.43% | +0.39% |
| 120d | 1d | 7 | — | 85.7% | 71.4% | — | — | — | — | 7 | +0.44% | +0.38% |
| 120d | 5d | 7 | — | 85.7% | 57.1% | — | — | — | — | 5 | +1.48% | +1.43% |
| 120d | 20d | 7 | — | 71.4% | 71.4% | — | — | — | — | 4 | +0.06% | +0.03% |
WTI crude futures · CL=F · 88 walk-forward anchors · 2000-08-23…2026-08-12
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 88 | -0.02622 | 40.9% | 52.3% | 0.9934 | 1.0000 | 1.0000 | — | 49 | -0.23% | -0.26% |
| 20d | 5d | 88 | -0.00199 | 44.3% | 42.0% | 0.5739 | 1.0000 | 1.0000 | — | 54 | +0.14% | +0.10% |
| 20d | 20d | 88 | 0.00506 | 64.8% | 62.5% | 0.3166 | 1.0000 | 1.0000 | — | 57 | +0.81% | +0.78% |
| 60d | 1d | 64 | -0.04894 | 46.9% | 57.8% | 0.9872 | 1.0000 | 1.0000 | — | 48 | -0.31% | -0.35% |
| 60d | 5d | 64 | 0.03431 | 64.1% | 56.2% | 0.0233 | 1.0000 | 1.0000 | — | 47 | +0.79% | +0.75% |
| 60d | 20d | 64 | 0.01277 | 67.2% | 67.2% | 0.1546 | 1.0000 | 1.0000 | — | 45 | +1.52% | +1.48% |
| 120d | 1d | 4 | — | 75.0% | 50.0% | — | — | — | — | 4 | +0.33% | +0.27% |
| 120d | 5d | 4 | — | 50.0% | 75.0% | — | — | — | — | 3 | +0.52% | +0.47% |
| 120d | 20d | 4 | — | 50.0% | 75.0% | — | — | — | — | 2 | -5.21% | -5.24% |
Bitcoin · BTC-USD · 53 walk-forward anchors · 2014-09-17…2026-08-12
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 53 | 0.00403 | 69.8% | 66.0% | 0.3918 | 1.0000 | 1.0000 | — | 35 | +0.56% | +0.43% |
| 20d | 5d | 53 | -0.00226 | 56.6% | 50.9% | 0.5720 | 1.0000 | 1.0000 | — | 36 | -0.11% | -0.24% |
| 20d | 20d | 53 | -0.01351 | 52.8% | 50.9% | 0.8851 | 1.0000 | 1.0000 | — | 30 | -0.97% | -1.09% |
| 60d | 1d | 32 | 0.00730 | 59.4% | 65.6% | 0.3740 | 1.0000 | 1.0000 | — | 21 | -0.00% | -0.13% |
| 60d | 5d | 32 | -0.03387 | 53.1% | 65.6% | 0.8819 | 1.0000 | 1.0000 | — | 21 | -0.87% | -1.00% |
| 60d | 20d | 32 | -0.01125 | 56.2% | 59.4% | 0.7158 | 1.0000 | 1.0000 | — | 24 | +1.70% | +1.55% |
SPDR S&P 500 ETF · SPY · 118 walk-forward anchors · 1993-01-29…2026-08-12
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 118 | -0.00617 | 53.4% | 52.5% | 0.7088 | 1.0000 | 1.0000 | — | 71 | -0.01% | -0.03% |
| 20d | 5d | 118 | -0.01343 | 49.2% | 53.4% | 0.9095 | 1.0000 | 1.0000 | — | 84 | -0.10% | -0.13% |
| 20d | 20d | 118 | 0.00259 | 66.1% | 66.1% | 0.3466 | 1.0000 | 1.0000 | — | 102 | +0.95% | +0.92% |
| 60d | 1d | 98 | -0.01095 | 52.0% | 52.0% | 0.7264 | 1.0000 | 1.0000 | — | 65 | -0.02% | -0.04% |
| 60d | 5d | 98 | -0.01203 | 49.0% | 52.0% | 0.8199 | 1.0000 | 1.0000 | — | 73 | -0.07% | -0.10% |
| 60d | 20d | 98 | -0.02152 | 60.2% | 63.3% | 0.9768 | 1.0000 | 1.0000 | — | 80 | +0.45% | +0.42% |
| 120d | 1d | 18 | — | 44.4% | 66.7% | — | — | — | — | 15 | -0.08% | -0.12% |
| 120d | 5d | 18 | — | 50.0% | 50.0% | — | — | — | — | 13 | +0.01% | -0.01% |
| 120d | 20d | 18 | — | 61.1% | 61.1% | — | — | — | — | 16 | +0.19% | +0.15% |
Invesco QQQ ETF · QQQ · 94 walk-forward anchors · 1999-03-10…2026-08-12
| Pattern | Forward | N OOS | Brier skill | Acc shape | Acc matched | Raw p | BH q | Holm p | Pass | Trades | Net/anchor | Net 2× cost |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 94 | -0.00149 | 58.5% | 54.3% | 0.5534 | 1.0000 | 1.0000 | — | 58 | +0.05% | +0.03% |
| 20d | 5d | 94 | 0.00270 | 56.4% | 46.8% | 0.3828 | 1.0000 | 1.0000 | — | 59 | +0.19% | +0.17% |
| 20d | 20d | 94 | -0.00245 | 55.3% | 57.4% | 0.6059 | 1.0000 | 1.0000 | — | 60 | +0.45% | +0.43% |
| 60d | 1d | 73 | -0.00140 | 57.5% | 60.3% | 0.5343 | 1.0000 | 1.0000 | — | 53 | +0.24% | +0.21% |
| 60d | 5d | 73 | -0.04168 | 47.9% | 54.8% | 0.9899 | 1.0000 | 1.0000 | — | 57 | -0.28% | -0.32% |
| 60d | 20d | 73 | -0.03117 | 54.8% | 63.0% | 0.9890 | 1.0000 | 1.0000 | — | 61 | +0.64% | +0.61% |
| 120d | 1d | 8 | — | 50.0% | 37.5% | — | — | — | — | 6 | +0.52% | +0.49% |
| 120d | 5d | 8 | — | 62.5% | 50.0% | — | — | — | — | 8 | -0.00% | -0.04% |
| 120d | 20d | 8 | — | 75.0% | 75.0% | — | — | — | — | 7 | +2.89% | +2.86% |