Pre-Entry Score Β· Advanced Statistical Components

Columns grouped by the 8 statistical buckets from the pre-entry score doc. 1 Base-rate honesty (Wilson LB, Bayesian shrinkage) Β· 2 Capital efficiency (Kelly, E[R], RR) Β· 3 Distributional shape (Sharpe, ΞΌ/Οƒ ticks) Β· 4 Path quality (MAE/MFE efficiency, follow-through) Β· 5 Temporal stability (regime WR, walk-forward min/max, trend) Β· 6 Context-conditional (quick/slow resolve, compression/extension) Β· 7 Fill realism (EV ticks, chop) Β· 8 Survival (loss streak, drawdown, P(ruin)) Β· FF Timing (trades-since-last-FF, median FF gap, P(FF≤5), median post-FF run, after-FF WR) Β· Composite weighted per the doc. Rows with negative Kelly are gated (dimmed). Click any column header to sort. Toggle FF Mode to limit to setups whose last FF is within the trade window.
Identity 1. Base rate 2. Capital eff. 3. Distrib. shape 4. Path quality 5. Temporal 6. Conditional 7. Fill 8. Survival FF Timing Composite
SetupInstDirN WR Wilson LB Shrunk Kelly E[R] RR Sharpe ΞΌ ticks Οƒ ticks MAE-eff MFE-eff Follow Reg WR Reg min Reg max Trend After2W After2L Compr Ext EV ticks Chop Loss streak Max DD P(ruin) TS-FF Med-Gap P FF≤5 PostFF run AfterFF WR Score
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