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%) | 16055 | 0.026 | 0.429 |
| mid ATR (0.5-1%) | 93181 | 0.051 | 0.434 |
Direction
| Side | n | Mean R | Win rate |
|---|---|---|---|
| LONG | 45494 | 0.035 | 0.432 |
| SHORT | 63742 | 0.056 | 0.434 |