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%) | 30490 | 0.358 | 0.971 |
| mid ATR (0.5-1%) | 169510 | 0.353 | 0.967 |
Direction
| Side | n | Mean R | Win rate |
|---|---|---|---|
| SHORT | 99720 | 0.353 | 0.969 |
| LONG | 100280 | 0.354 | 0.966 |