Regime Analysis
Trades stratified by market regime at entry (ex-ante features only).
ATR regime (symbol median)
| Regime | n | Mean R | Win rate |
|---|---|---|---|
| high ATR (>=1%) | 33978 | 0.055 | 0.436 |
| mid ATR (0.5-1%) | 166022 | 0.064 | 0.442 |
Direction
| Side | n | Mean R | Win rate |
|---|---|---|---|
| LONG | 94913 | 0.061 | 0.432 |
| SHORT | 105087 | 0.063 | 0.449 |