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%) | 24228 | 0.342 | 0.524 |
| mid ATR (0.5-1%) | 175772 | 0.352 | 0.536 |
Direction
| Side | n | Mean R | Win rate |
|---|---|---|---|
| SHORT | 93278 | 0.404 | 0.545 |
| LONG | 106722 | 0.303 | 0.525 |