Preregistered multivariate OOS experiment
Pattern Lab · OHLCV + context
Does candle structure, volatility, volume and strictly lagged cross-market context add information beyond the original close-only shape?
Protocol 2026-08-13.1 · SHA-256 2873d77a3188a155… · generated 2026-08-12T22:53:47.881794+00:00
Global corrected result
| Valid market × window × horizon cells | 108 / 153 |
|---|---|
| Hypotheses tested in one correction family | 216 / 306 |
| BH-FDR 10% discoveries | 2 |
| BH-FDR 5% discoveries | 1 |
| Holm family-wise 5% discoveries | 1 |
Versus close-only
Positive Brier skill: 56 / 108; weighted mean skill 0.00421; raw p<0.05: 18; corrected BH10: 2; Holm5: 1.
Versus momentum/volatility matched control
Positive Brier skill: 34 / 108; weighted mean skill -0.00583; raw p<0.05: 1; corrected BH10: 0; Holm5: 0.
Data continuity diagnostics
This is reporting-only and was added after the locked run; no market is removed and no p-value is recomputed because of it. A warning means preregistered feature availability created a gap longer than 14 calendar days in the fully-featured sequence.
| Market | Raw max gap, days | Feature max gap, days | Feature gaps >14d |
|---|---|---|---|
| FTSE 100 ^FTSE | 5 | 1563 | 7 |
| EUR/USD EURUSD=X | 18 | 41 | 2 |
| USD/JPY JPY=X | 18 | 18 | 1 |
| AUD/USD AUDUSD=X | 5 | 41 | 1 |
| USD/CAD CAD=X | 5 | 215 | 2 |
Best hypotheses after family correction
| Market | Pattern | Forward | Benchmark | N | Brier skill | Raw p | BH q | Holm p | Multi net | Benchmark net |
|---|---|---|---|---|---|---|---|---|---|---|
| Bitcoin BTC-USD | 20d | 1d | close | 52 | 0.06135 | 0.0001 | 0.0159 | 0.0159 | -0.12% | -0.61% |
| WTI crude futures CL=F | 20d | 1d | close | 87 | 0.03601 | 0.0009 | 0.0952 | 0.1896 | +0.20% | -0.06% |
| Hang Seng ^HSI | 60d | 1d | close | 106 | 0.03358 | 0.0050 | 0.2964 | 1.0000 | -0.04% | -0.22% |
| WTI crude futures CL=F | 60d | 1d | close | 65 | 0.06069 | 0.0055 | 0.2964 | 1.0000 | -0.24% | +0.10% |
| USD/CAD CAD=X | 60d | 5d | close | 42 | 0.05655 | 0.0096 | 0.4129 | 1.0000 | +0.13% | -0.06% |
| Gold futures GC=F | 60d | 1d | close | 68 | 0.05179 | 0.0120 | 0.4314 | 1.0000 | -0.07% | +0.04% |
| SPDR S&P 500 ETF SPY | 60d | 1d | close | 95 | 0.03664 | 0.0145 | 0.4388 | 1.0000 | -0.04% | -0.04% |
| Nikkei 225 ^N225 | 60d | 1d | close | 95 | 0.03379 | 0.0163 | 0.4388 | 1.0000 | -0.03% | -0.26% |
| Dow Jones Industrial Average ^DJI | 60d | 1d | close | 98 | 0.02880 | 0.0218 | 0.4755 | 1.0000 | +0.03% | -0.08% |
| DAX ^GDAXI | 20d | 1d | matched | 116 | 0.01700 | 0.0220 | 0.4755 | 1.0000 | +0.21% | +0.07% |
| Hang Seng ^HSI | 20d | 5d | close | 127 | 0.01908 | 0.0268 | 0.5256 | 1.0000 | +0.18% | +0.02% |
| EUR/USD EURUSD=X | 60d | 5d | close | 46 | 0.04641 | 0.0303 | 0.5293 | 1.0000 | -0.20% | -0.27% |
| Nikkei 225 ^N225 | 60d | 20d | close | 95 | 0.03172 | 0.0319 | 0.5293 | 1.0000 | +0.91% | +0.28% |
| DAX ^GDAXI | 20d | 1d | close | 116 | 0.01806 | 0.0351 | 0.5301 | 1.0000 | +0.21% | +0.03% |
Locked protocol
Own-market channels: close shape, candle body, intraday range, overnight gap and volatility regime; volume is included only for ETF, commodity and crypto instruments. External channels are S&P 500 returns, US Dollar Index returns and VIX level. Every external value is strictly earlier than the target bar date, so same-day cross-market closes cannot leak forward across time zones.
All non-close inputs are causal 252-bar z-scores; analogue prefilter uses 16-point multichannel descriptors, then aeon multivariate DTW with a 10% Sakoe–Chiba band. Close-only STUMPY/DTW and the momentum/volatility matched control are recomputed at exactly the same OOS anchors.
Two Brier hypotheses are tested per cell and pooled into one BH/Holm family. Trading figures keep the previous fixed 0.55/0.45 threshold and the same cost stress; they are secondary and cannot override the probability test.
Multivariate JSON · locked protocol JSON · close-only walk-forward · current analogue snapshot
All cells
S&P 500 · ^GSPC · 130 anchors · features from 1990-03-28 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 130 | 8 | 0.00250 | 0.3794 | 0.9995 | 0.00698 | 0.1930 | 0.9697 | 58.5% | 56.9% | 50.0% | +0.08% |
| 20d | 5d | 130 | 8 | -0.00149 | 0.5665 | 0.9995 | 0.00373 | 0.3212 | 0.9995 | 60.0% | 50.0% | 58.5% | +0.14% |
| 20d | 20d | 130 | 8 | -0.00074 | 0.5356 | 0.9995 | -0.00349 | 0.6978 | 0.9995 | 66.9% | 66.9% | 66.2% | +0.85% |
| 60d | 1d | 108 | 8 | -0.00933 | 0.7576 | 0.9995 | 0.00343 | 0.3660 | 0.9995 | 52.8% | 58.3% | 49.1% | +0.09% |
| 60d | 5d | 108 | 8 | 0.00496 | 0.3549 | 0.9995 | -0.01568 | 0.9337 | 0.9995 | 51.9% | 52.8% | 57.4% | -0.10% |
| 60d | 20d | 108 | 8 | 0.02138 | 0.0471 | 0.5349 | -0.00082 | 0.5369 | 0.9995 | 72.2% | 62.0% | 69.4% | +0.81% |
| 120d | 1d | 15 | 8 | — | — | — | — | — | — | 33.3% | 53.3% | 46.7% | -0.08% |
| 120d | 5d | 15 | 8 | — | — | — | — | — | — | 53.3% | 40.0% | 46.7% | +0.06% |
| 120d | 20d | 15 | 8 | — | — | — | — | — | — | 53.3% | 53.3% | 66.7% | +1.76% |
NASDAQ Composite · ^IXIC · 130 anchors · features from 1990-03-28 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 130 | 8 | -0.00010 | 0.5047 | 0.9995 | -0.00688 | 0.8074 | 0.9995 | 50.0% | 49.2% | 56.2% | +0.09% |
| 20d | 5d | 130 | 8 | -0.00689 | 0.7668 | 0.9995 | -0.00209 | 0.6011 | 0.9995 | 56.2% | 57.7% | 57.7% | +0.02% |
| 20d | 20d | 130 | 8 | -0.00243 | 0.6175 | 0.9995 | -0.00273 | 0.6536 | 0.9995 | 63.8% | 62.3% | 64.6% | +0.63% |
| 60d | 1d | 103 | 8 | -0.00770 | 0.6925 | 0.9995 | -0.00195 | 0.5889 | 0.9995 | 55.3% | 61.2% | 53.4% | +0.08% |
| 60d | 5d | 103 | 8 | -0.01665 | 0.8784 | 0.9995 | -0.01330 | 0.9265 | 0.9995 | 52.4% | 55.3% | 58.3% | +0.15% |
| 60d | 20d | 103 | 8 | 0.01498 | 0.0865 | 0.7853 | 0.00048 | 0.4710 | 0.9995 | 64.1% | 60.2% | 67.0% | +0.82% |
| 120d | 1d | 17 | 8 | — | — | — | — | — | — | 47.1% | 41.2% | 17.6% | -0.09% |
| 120d | 5d | 17 | 8 | — | — | — | — | — | — | 47.1% | 58.8% | 64.7% | -0.26% |
| 120d | 20d | 17 | 8 | — | — | — | — | — | — | 70.6% | 58.8% | 70.6% | +0.95% |
Dow Jones Industrial Average · ^DJI · 121 anchors · features from 1992-04-24 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 121 | 8 | -0.01770 | 0.9737 | 0.9995 | -0.02157 | 0.9990 | 0.9995 | 42.1% | 53.7% | 58.7% | +0.00% |
| 20d | 5d | 121 | 8 | -0.00111 | 0.5500 | 0.9995 | 0.00156 | 0.4078 | 0.9995 | 57.9% | 60.3% | 58.7% | +0.27% |
| 20d | 20d | 121 | 8 | -0.00278 | 0.6249 | 0.9995 | -0.00108 | 0.5599 | 0.9995 | 67.8% | 69.4% | 67.8% | +0.91% |
| 60d | 1d | 98 | 8 | 0.02880 | 0.0218 | 0.4755 | -0.00319 | 0.6234 | 0.9995 | 57.1% | 51.0% | 62.2% | +0.03% |
| 60d | 5d | 98 | 8 | 0.01394 | 0.1747 | 0.9435 | -0.00098 | 0.5419 | 0.9995 | 53.1% | 45.9% | 55.1% | +0.13% |
| 60d | 20d | 98 | 8 | 0.00931 | 0.2137 | 0.9995 | 0.00386 | 0.3214 | 0.9995 | 65.3% | 67.3% | 67.3% | +0.79% |
| 120d | 1d | 20 | 8 | 0.03240 | 0.0425 | 0.5349 | 0.01896 | 0.0776 | 0.7615 | 65.0% | 45.0% | 55.0% | +0.14% |
| 120d | 5d | 20 | 8 | -0.02402 | 0.8699 | 0.9995 | 0.02151 | 0.2352 | 0.9995 | 65.0% | 55.0% | 50.0% | +0.04% |
| 120d | 20d | 20 | 8 | -0.03092 | 0.8730 | 0.9995 | -0.00462 | 0.5874 | 0.9995 | 60.0% | 80.0% | 75.0% | -0.75% |
DAX · ^GDAXI · 116 anchors · features from 1993-12-14 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 116 | 8 | 0.01806 | 0.0351 | 0.5301 | 0.01700 | 0.0220 | 0.4755 | 62.1% | 55.2% | 58.6% | +0.21% |
| 20d | 5d | 116 | 8 | -0.00994 | 0.8865 | 0.9995 | -0.01701 | 0.9871 | 0.9995 | 55.2% | 56.0% | 62.1% | +0.05% |
| 20d | 20d | 116 | 8 | -0.00872 | 0.8568 | 0.9995 | -0.01122 | 0.9511 | 0.9995 | 53.4% | 50.9% | 53.4% | -0.19% |
| 60d | 1d | 95 | 8 | 0.01856 | 0.1420 | 0.9043 | 0.00710 | 0.1902 | 0.9697 | 56.8% | 51.6% | 51.6% | +0.02% |
| 60d | 5d | 95 | 8 | -0.00499 | 0.6573 | 0.9995 | 0.00156 | 0.4337 | 0.9995 | 54.7% | 60.0% | 61.1% | +0.17% |
| 60d | 20d | 95 | 8 | 0.01338 | 0.1549 | 0.9043 | 0.00083 | 0.4587 | 0.9995 | 54.7% | 55.8% | 57.9% | +0.38% |
| 120d | 1d | 17 | 8 | — | — | — | — | — | — | 58.8% | 64.7% | 64.7% | +0.14% |
| 120d | 5d | 17 | 8 | — | — | — | — | — | — | 52.9% | 58.8% | 58.8% | -0.24% |
| 120d | 20d | 17 | 8 | — | — | — | — | — | — | 58.8% | 58.8% | 64.7% | +1.42% |
FTSE 100 · ^FTSE · 96 anchors · features from 1990-03-28 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 96 | 8 | 0.00158 | 0.4471 | 0.9995 | -0.01014 | 0.8529 | 0.9995 | 52.1% | 52.1% | 46.9% | -0.08% |
| 20d | 5d | 96 | 8 | -0.01352 | 0.8992 | 0.9995 | -0.01567 | 0.9789 | 0.9995 | 44.8% | 49.0% | 49.0% | -0.46% |
| 20d | 20d | 96 | 8 | -0.02132 | 0.9661 | 0.9995 | -0.01669 | 0.9298 | 0.9995 | 51.0% | 56.2% | 56.2% | -0.49% |
| 60d | 1d | 75 | 8 | -0.01280 | 0.7389 | 0.9995 | -0.01683 | 0.9272 | 0.9995 | 49.3% | 58.7% | 53.3% | -0.11% |
| 60d | 5d | 75 | 8 | -0.00029 | 0.5066 | 0.9995 | -0.01245 | 0.8275 | 0.9995 | 53.3% | 50.7% | 52.0% | -0.09% |
| 60d | 20d | 75 | 8 | 0.01915 | 0.0922 | 0.7966 | -0.00371 | 0.6851 | 0.9995 | 54.7% | 49.3% | 60.0% | -0.02% |
| 120d | 1d | 10 | 8 | — | — | — | — | — | — | 40.0% | 60.0% | 50.0% | +0.11% |
| 120d | 5d | 10 | 8 | — | — | — | — | — | — | 40.0% | 70.0% | 50.0% | -0.29% |
| 120d | 20d | 10 | 8 | — | — | — | — | — | — | 70.0% | 50.0% | 80.0% | +0.81% |
Nikkei 225 · ^N225 · 126 anchors · features from 1990-03-28 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 126 | 8 | -0.01385 | 0.9188 | 0.9995 | -0.01346 | 0.9769 | 0.9995 | 52.4% | 53.2% | 50.8% | -0.07% |
| 20d | 5d | 126 | 8 | 0.00121 | 0.4530 | 0.9995 | 0.00049 | 0.4743 | 0.9995 | 52.4% | 52.4% | 50.8% | +0.04% |
| 20d | 20d | 126 | 8 | -0.00743 | 0.7773 | 0.9995 | -0.01078 | 0.9056 | 0.9995 | 51.6% | 54.0% | 55.6% | +0.27% |
| 60d | 1d | 95 | 8 | 0.03379 | 0.0163 | 0.4388 | 0.00445 | 0.3137 | 0.9995 | 45.3% | 45.3% | 47.4% | -0.03% |
| 60d | 5d | 95 | 8 | -0.01010 | 0.7433 | 0.9995 | -0.00950 | 0.8661 | 0.9995 | 49.5% | 51.6% | 51.6% | +0.06% |
| 60d | 20d | 95 | 8 | 0.03172 | 0.0319 | 0.5293 | 0.00453 | 0.2902 | 0.9995 | 58.9% | 53.7% | 65.3% | +0.91% |
| 120d | 1d | 16 | 8 | — | — | — | — | — | — | 25.0% | 31.2% | 50.0% | -0.66% |
| 120d | 5d | 16 | 8 | — | — | — | — | — | — | 50.0% | 37.5% | 37.5% | +0.70% |
| 120d | 20d | 16 | 8 | — | — | — | — | — | — | 62.5% | 56.2% | 75.0% | +0.93% |
Hang Seng · ^HSI · 127 anchors · features from 1990-03-28 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 127 | 8 | -0.00344 | 0.6320 | 0.9995 | -0.00931 | 0.8587 | 0.9995 | 52.0% | 47.2% | 56.7% | -0.13% |
| 20d | 5d | 127 | 8 | 0.01908 | 0.0268 | 0.5256 | 0.00771 | 0.1686 | 0.9339 | 45.7% | 46.5% | 41.7% | +0.18% |
| 20d | 20d | 127 | 8 | -0.00109 | 0.5497 | 0.9995 | -0.00232 | 0.6110 | 0.9995 | 52.0% | 50.4% | 47.2% | +0.04% |
| 60d | 1d | 106 | 8 | 0.03358 | 0.0050 | 0.2964 | -0.01126 | 0.9092 | 0.9995 | 49.1% | 41.5% | 47.2% | -0.04% |
| 60d | 5d | 106 | 8 | 0.01316 | 0.1988 | 0.9761 | 0.00506 | 0.2693 | 0.9995 | 51.9% | 46.2% | 48.1% | +0.06% |
| 60d | 20d | 106 | 8 | 0.00723 | 0.2848 | 0.9995 | -0.00716 | 0.8434 | 0.9995 | 45.3% | 50.9% | 50.0% | -0.01% |
| 120d | 1d | 9 | 8 | — | — | — | — | — | — | 66.7% | 55.6% | 77.8% | +0.03% |
| 120d | 5d | 9 | 8 | — | — | — | — | — | — | 33.3% | 33.3% | 44.4% | -0.34% |
| 120d | 20d | 9 | 8 | — | — | — | — | — | — | 55.6% | 44.4% | 55.6% | -0.98% |
EUR/USD · EURUSD=X · 76 anchors · features from 2004-03-19 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 76 | 8 | -0.00962 | 0.7673 | 0.9995 | -0.01406 | 0.8918 | 0.9995 | 42.1% | 50.0% | 44.7% | -0.02% |
| 20d | 5d | 76 | 8 | -0.01207 | 0.8691 | 0.9995 | -0.00931 | 0.8464 | 0.9995 | 52.6% | 47.4% | 44.7% | -0.07% |
| 20d | 20d | 76 | 8 | -0.00397 | 0.6435 | 0.9995 | -0.00587 | 0.7336 | 0.9995 | 46.1% | 40.8% | 46.1% | +0.02% |
| 60d | 1d | 46 | 8 | -0.01968 | 0.8002 | 0.9995 | -0.00410 | 0.6352 | 0.9995 | 50.0% | 54.3% | 50.0% | +0.01% |
| 60d | 5d | 46 | 8 | 0.04641 | 0.0303 | 0.5293 | -0.00572 | 0.6953 | 0.9995 | 41.3% | 41.3% | 43.5% | -0.20% |
| 60d | 20d | 46 | 8 | 0.02055 | 0.1549 | 0.9043 | -0.01411 | 0.9205 | 0.9995 | 37.0% | 32.6% | 39.1% | -0.28% |
| 120d | 1d | 3 | 8 | — | — | — | — | — | — | 33.3% | 33.3% | 66.7% | -0.10% |
| 120d | 5d | 3 | 8 | — | — | — | — | — | — | 66.7% | 66.7% | 66.7% | -0.69% |
| 120d | 20d | 3 | 8 | — | — | — | — | — | — | 33.3% | 100.0% | 66.7% | -0.32% |
GBP/USD · GBPUSD=X · 77 anchors · features from 2004-03-19 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 77 | 8 | -0.00263 | 0.5840 | 0.9995 | -0.01677 | 0.9446 | 0.9995 | 42.9% | 51.9% | 54.5% | -0.05% |
| 20d | 5d | 77 | 8 | 0.00176 | 0.4349 | 0.9995 | -0.00026 | 0.5105 | 0.9995 | 50.6% | 58.4% | 50.6% | +0.03% |
| 20d | 20d | 77 | 8 | -0.00404 | 0.6471 | 0.9995 | 0.00387 | 0.3322 | 0.9995 | 55.8% | 54.5% | 51.9% | +0.29% |
| 60d | 1d | 51 | 8 | 0.00164 | 0.4713 | 0.9995 | -0.01576 | 0.8712 | 0.9995 | 49.0% | 52.9% | 47.1% | -0.01% |
| 60d | 5d | 51 | 8 | -0.02454 | 0.8659 | 0.9995 | -0.01745 | 0.8979 | 0.9995 | 45.1% | 56.9% | 49.0% | -0.19% |
| 60d | 20d | 51 | 8 | 0.02197 | 0.1396 | 0.9043 | -0.00421 | 0.6039 | 0.9995 | 52.9% | 43.1% | 33.3% | -0.21% |
| 120d | 1d | 1 | 8 | — | — | — | — | — | — | 100.0% | 0.0% | 100.0% | +0.14% |
| 120d | 5d | 1 | 8 | — | — | — | — | — | — | 100.0% | 100.0% | 0.0% | +0.84% |
| 120d | 20d | 1 | 8 | — | — | — | — | — | — | 100.0% | 100.0% | 100.0% | +1.56% |
USD/JPY · JPY=X · 106 anchors · features from 1997-03-04 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 106 | 8 | -0.00603 | 0.7134 | 0.9995 | -0.00019 | 0.5100 | 0.9995 | 50.9% | 53.8% | 42.5% | +0.00% |
| 20d | 5d | 106 | 8 | 0.00875 | 0.2109 | 0.9995 | 0.00039 | 0.4806 | 0.9995 | 55.7% | 52.8% | 46.2% | -0.05% |
| 20d | 20d | 106 | 8 | 0.01827 | 0.0469 | 0.5349 | 0.00921 | 0.1370 | 0.9043 | 56.6% | 40.6% | 45.3% | +0.08% |
| 60d | 1d | 78 | 8 | -0.01119 | 0.7084 | 0.9995 | -0.03086 | 0.9995 | 0.9995 | 39.7% | 51.3% | 46.2% | -0.12% |
| 60d | 5d | 78 | 8 | -0.03039 | 0.9649 | 0.9995 | -0.02588 | 0.9844 | 0.9995 | 48.7% | 59.0% | 50.0% | -0.18% |
| 60d | 20d | 78 | 8 | 0.01987 | 0.0873 | 0.7853 | -0.01359 | 0.8844 | 0.9995 | 44.9% | 39.7% | 57.7% | -0.22% |
| 120d | 1d | 7 | 8 | — | — | — | — | — | — | 57.1% | 71.4% | 28.6% | +0.08% |
| 120d | 5d | 7 | 8 | — | — | — | — | — | — | 42.9% | 28.6% | 42.9% | +0.10% |
| 120d | 20d | 7 | 8 | — | — | — | — | — | — | 42.9% | 28.6% | 57.1% | -0.27% |
AUD/USD · AUDUSD=X · 66 anchors · features from 2006-09-04 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 66 | 8 | 0.02401 | 0.0585 | 0.6322 | -0.00373 | 0.6187 | 0.9995 | 45.5% | 47.0% | 53.0% | -0.03% |
| 20d | 5d | 66 | 8 | 0.00267 | 0.4195 | 0.9995 | 0.01174 | 0.1449 | 0.9043 | 54.5% | 54.5% | 48.5% | +0.09% |
| 20d | 20d | 66 | 8 | 0.00859 | 0.2793 | 0.9995 | 0.00780 | 0.3171 | 0.9995 | 51.5% | 50.0% | 50.0% | +0.37% |
| 60d | 1d | 43 | 8 | 0.02408 | 0.1466 | 0.9043 | -0.03981 | 0.9991 | 0.9995 | 30.2% | 41.9% | 48.8% | -0.19% |
| 60d | 5d | 43 | 8 | 0.00152 | 0.4786 | 0.9995 | -0.03605 | 0.9835 | 0.9995 | 39.5% | 60.5% | 53.5% | -0.15% |
| 60d | 20d | 43 | 8 | 0.04114 | 0.0368 | 0.5301 | 0.01189 | 0.1310 | 0.9043 | 60.5% | 41.9% | 41.9% | +0.76% |
| 120d | 1d | 2 | 8 | — | — | — | — | — | — | 50.0% | 100.0% | 50.0% | +0.00% |
| 120d | 5d | 2 | 8 | — | — | — | — | — | — | 0.0% | 50.0% | 50.0% | -0.46% |
| 120d | 20d | 2 | 8 | — | — | — | — | — | — | 50.0% | 50.0% | 50.0% | +1.14% |
USD/CAD · CAD=X · 75 anchors · features from 2004-01-06 · no volume channel
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 75 | 8 | -0.00155 | 0.5526 | 0.9995 | -0.02262 | 0.9798 | 0.9995 | 48.0% | 45.3% | 53.3% | +0.03% |
| 20d | 5d | 75 | 8 | 0.00515 | 0.3523 | 0.9995 | 0.00037 | 0.4857 | 0.9995 | 50.7% | 50.7% | 49.3% | -0.13% |
| 20d | 20d | 75 | 8 | -0.00340 | 0.6261 | 0.9995 | 0.00250 | 0.3858 | 0.9995 | 52.0% | 49.3% | 45.3% | -0.30% |
| 60d | 1d | 42 | 8 | -0.00304 | 0.5486 | 0.9995 | -0.00759 | 0.6738 | 0.9995 | 61.9% | 61.9% | 52.4% | -0.03% |
| 60d | 5d | 42 | 8 | 0.05655 | 0.0096 | 0.4129 | 0.00941 | 0.2644 | 0.9995 | 54.8% | 40.5% | 42.9% | +0.13% |
| 60d | 20d | 42 | 8 | -0.03492 | 0.9930 | 0.9995 | -0.01723 | 0.9227 | 0.9995 | 42.9% | 64.3% | 42.9% | -0.29% |
| 120d | 1d | 2 | 8 | — | — | — | — | — | — | 0.0% | 0.0% | 50.0% | +0.00% |
| 120d | 5d | 2 | 8 | — | — | — | — | — | — | 50.0% | 50.0% | 0.0% | +0.21% |
| 120d | 20d | 2 | 8 | — | — | — | — | — | — | 50.0% | 0.0% | 50.0% | +0.36% |
Gold futures · GC=F · 86 anchors · features from 2000-12-22 · with volume
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 86 | 9 | 0.01571 | 0.1017 | 0.8446 | -0.01431 | 0.9186 | 0.9995 | 52.3% | 46.5% | 53.5% | -0.04% |
| 20d | 5d | 86 | 9 | -0.00047 | 0.5191 | 0.9995 | 0.00139 | 0.4282 | 0.9995 | 58.1% | 53.5% | 58.1% | -0.14% |
| 20d | 20d | 86 | 9 | -0.03490 | 0.9978 | 0.9995 | -0.01998 | 0.9819 | 0.9995 | 51.2% | 54.7% | 55.8% | +0.50% |
| 60d | 1d | 68 | 9 | 0.05179 | 0.0120 | 0.4314 | -0.02552 | 0.9966 | 0.9995 | 39.7% | 39.7% | 50.0% | -0.07% |
| 60d | 5d | 68 | 9 | 0.00882 | 0.2969 | 0.9995 | -0.00338 | 0.6019 | 0.9995 | 58.8% | 51.5% | 54.4% | -0.02% |
| 60d | 20d | 68 | 9 | -0.00067 | 0.5138 | 0.9995 | -0.01415 | 0.9246 | 0.9995 | 54.4% | 54.4% | 54.4% | +0.65% |
| 120d | 1d | 5 | 9 | — | — | — | — | — | — | 60.0% | 60.0% | 40.0% | +0.12% |
| 120d | 5d | 5 | 9 | — | — | — | — | — | — | 60.0% | 60.0% | 80.0% | +0.50% |
| 120d | 20d | 5 | 9 | — | — | — | — | — | — | 40.0% | 80.0% | 80.0% | -0.31% |
WTI crude futures · CL=F · 87 anchors · features from 2000-12-15 · with volume
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 87 | 9 | 0.03601 | 0.0009 | 0.0952 | -0.00295 | 0.6074 | 0.9995 | 51.7% | 40.2% | 50.6% | +0.20% |
| 20d | 5d | 87 | 9 | 0.01126 | 0.1500 | 0.9043 | 0.01345 | 0.0691 | 0.7110 | 66.7% | 59.8% | 60.9% | +1.07% |
| 20d | 20d | 87 | 9 | -0.00545 | 0.6878 | 0.9995 | -0.01024 | 0.8898 | 0.9995 | 41.4% | 48.3% | 48.3% | -0.23% |
| 60d | 1d | 65 | 9 | 0.06069 | 0.0055 | 0.2964 | -0.01576 | 0.9257 | 0.9995 | 46.2% | 41.5% | 50.8% | -0.24% |
| 60d | 5d | 65 | 9 | 0.00804 | 0.3440 | 0.9995 | 0.00107 | 0.4517 | 0.9995 | 60.0% | 58.5% | 64.6% | +0.21% |
| 60d | 20d | 65 | 9 | -0.02260 | 0.9173 | 0.9995 | -0.00056 | 0.5206 | 0.9995 | 44.6% | 60.0% | 43.1% | +0.16% |
| 120d | 1d | 3 | 9 | — | — | — | — | — | — | 0.0% | 0.0% | 33.3% | +0.00% |
| 120d | 5d | 3 | 9 | — | — | — | — | — | — | 33.3% | 33.3% | 0.0% | -4.35% |
| 120d | 20d | 3 | 9 | — | — | — | — | — | — | 0.0% | 0.0% | 0.0% | -1.15% |
Bitcoin · BTC-USD · 52 anchors · features from 2014-12-05 · with volume
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 52 | 9 | 0.06135 | 0.0001 | 0.0159 | 0.00710 | 0.2925 | 0.9995 | 57.7% | 40.4% | 57.7% | -0.12% |
| 20d | 5d | 52 | 9 | -0.00018 | 0.5046 | 0.9995 | -0.00842 | 0.7486 | 0.9995 | 44.2% | 51.9% | 46.2% | -0.50% |
| 20d | 20d | 52 | 9 | -0.00399 | 0.6020 | 0.9995 | -0.01185 | 0.7796 | 0.9995 | 51.9% | 51.9% | 55.8% | -0.61% |
| 60d | 1d | 35 | 9 | 0.02786 | 0.1641 | 0.9330 | 0.00126 | 0.4783 | 0.9995 | 62.9% | 54.3% | 60.0% | -0.30% |
| 60d | 5d | 35 | 9 | -0.00604 | 0.5844 | 0.9995 | -0.04172 | 0.9958 | 0.9995 | 48.6% | 48.6% | 48.6% | -1.33% |
| 60d | 20d | 35 | 9 | -0.00451 | 0.5767 | 0.9995 | -0.02510 | 0.9051 | 0.9995 | 54.3% | 54.3% | 54.3% | +2.52% |
SPDR S&P 500 ETF · SPY · 117 anchors · features from 1993-05-24 · with volume
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 117 | 9 | 0.00365 | 0.3625 | 0.9995 | -0.01342 | 0.9512 | 0.9995 | 47.9% | 49.6% | 53.8% | -0.03% |
| 20d | 5d | 117 | 9 | -0.00943 | 0.8636 | 0.9995 | -0.01872 | 0.9918 | 0.9995 | 49.6% | 54.7% | 56.4% | -0.09% |
| 20d | 20d | 117 | 9 | -0.00817 | 0.8495 | 0.9995 | -0.00869 | 0.8893 | 0.9995 | 63.2% | 66.7% | 64.1% | -0.02% |
| 60d | 1d | 95 | 9 | 0.03664 | 0.0145 | 0.4388 | -0.00759 | 0.7402 | 0.9995 | 52.6% | 51.6% | 55.8% | -0.04% |
| 60d | 5d | 95 | 9 | -0.00562 | 0.6529 | 0.9995 | -0.01881 | 0.9625 | 0.9995 | 47.4% | 55.8% | 56.8% | -0.41% |
| 60d | 20d | 95 | 9 | -0.00758 | 0.7239 | 0.9995 | -0.02066 | 0.9962 | 0.9995 | 64.2% | 62.1% | 66.3% | -0.03% |
| 120d | 1d | 28 | 9 | 0.05392 | 0.0420 | 0.5349 | -0.02388 | 0.8676 | 0.9995 | 60.7% | 35.7% | 71.4% | +0.05% |
| 120d | 5d | 28 | 9 | 0.03387 | 0.1443 | 0.9043 | -0.01825 | 0.7543 | 0.9995 | 60.7% | 53.6% | 57.1% | -0.06% |
| 120d | 20d | 28 | 9 | 0.00988 | 0.3158 | 0.9995 | 0.00346 | 0.3757 | 0.9995 | 71.4% | 64.3% | 71.4% | +0.64% |
Invesco QQQ ETF · QQQ · 93 anchors · features from 1999-07-01 · with volume
| Pattern | Forward | N | Ch | Skill vs close | p | BH q | Skill vs matched | p | BH q | Acc multi | Acc close | Acc matched | Multi net/anchor |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 20d | 1d | 93 | 9 | 0.01373 | 0.1450 | 0.9043 | -0.00027 | 0.5119 | 0.9995 | 51.6% | 50.5% | 47.3% | -0.07% |
| 20d | 5d | 93 | 9 | 0.00010 | 0.4959 | 0.9995 | 0.00457 | 0.2733 | 0.9995 | 55.9% | 53.8% | 52.7% | +0.15% |
| 20d | 20d | 93 | 9 | 0.00200 | 0.4308 | 0.9995 | -0.00868 | 0.8160 | 0.9995 | 65.6% | 68.8% | 68.8% | +1.16% |
| 60d | 1d | 77 | 9 | 0.00708 | 0.3313 | 0.9995 | 0.00566 | 0.2939 | 0.9995 | 57.1% | 54.5% | 50.6% | -0.00% |
| 60d | 5d | 77 | 9 | 0.01652 | 0.1852 | 0.9697 | -0.00354 | 0.6462 | 0.9995 | 45.5% | 55.8% | 49.4% | -0.09% |
| 60d | 20d | 77 | 9 | 0.00911 | 0.2721 | 0.9995 | -0.00690 | 0.8380 | 0.9995 | 70.1% | 67.5% | 71.4% | +1.22% |
| 120d | 1d | 10 | 9 | — | — | — | — | — | — | 60.0% | 50.0% | 60.0% | +0.27% |
| 120d | 5d | 10 | 9 | — | — | — | — | — | — | 10.0% | 60.0% | 40.0% | -0.73% |
| 120d | 20d | 10 | 9 | — | — | — | — | — | — | 70.0% | 70.0% | 70.0% | -0.99% |