Distribution & Consistency
R-multiple distribution, monthly consistency, and trade-path quality for VWAP-Deviation Fade (535,002 trades).
R-Multiple Distribution (535,002 trades)
Monthly R (gross)
600-day window covering the full checked-in dataset.
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +3691.1 | +3119.2 | +5107.0 | +5455.7 | +5450.4 | +4833.6 | +6548.3 | +7498.8 | +8692.1 | +9897.6 | +9970.5 | +10929.4 |
| 2026 | +11781.1 | +10823.3 | +12853.3 | +12144.8 | +14025.4 | +15416.1 | +16137.6 | +12693.7 | · | · | · | · |