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"n": 16, "continuation_wr": 0.625 }, "down_continuation": { "n": 18, "continuation_wr": 0.2222 } } }, "EXTREME_POS": { "fwd_30m": { "up_continuation": { "n": 34, "continuation_wr": 0.5294 }, "down_continuation": { "n": 27, "continuation_wr": 0.5926 } }, "fwd_1h": { "up_continuation": { "n": 34, "continuation_wr": 0.5294 }, "down_continuation": { "n": 27, "continuation_wr": 0.4815 } }, "fwd_2h": { "up_continuation": { "n": 33, "continuation_wr": 0.4242 }, "down_continuation": { "n": 27, "continuation_wr": 0.4444 } }, "fwd_eod": { "up_continuation": { "n": 34, "continuation_wr": 0.4118 }, "down_continuation": { "n": 27, "continuation_wr": 0.4815 } } } }, "OOS": { "NEG": { "fwd_30m": { "up_continuation": { "n": 1, "continuation_wr": null }, "down_continuation": { "n": 1, "continuation_wr": null } }, "fwd_1h": { "up_continuation": { "n": 1, "continuation_wr": null }, "down_continuation": { "n": 1, "continuation_wr": null } }, "fwd_2h": { "up_continuation": { "n": 1, "continuation_wr": null 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"fwd_2h": { "up_continuation": { "n": 24, "continuation_wr": 0.5417 }, "down_continuation": { "n": 18, "continuation_wr": 0.3333 } }, "fwd_eod": { "up_continuation": { "n": 24, "continuation_wr": 0.5417 }, "down_continuation": { "n": 18, "continuation_wr": 0.2778 } } }, "HIGH_POS": { "fwd_30m": { "up_continuation": { "n": 17, "continuation_wr": 0.5294 }, "down_continuation": { "n": 18, "continuation_wr": 0.6667 } }, "fwd_1h": { "up_continuation": { "n": 17, "continuation_wr": 0.7059 }, "down_continuation": { "n": 18, "continuation_wr": 0.4444 } }, "fwd_2h": { "up_continuation": { "n": 17, "continuation_wr": 0.6471 }, "down_continuation": { "n": 18, "continuation_wr": 0.6111 } }, "fwd_eod": { "up_continuation": { "n": 17, "continuation_wr": 0.6471 }, "down_continuation": { "n": 18, "continuation_wr": 0.6667 } } }, "EXTREME_POS": { "fwd_30m": { "up_continuation": { "n": 4, "continuation_wr": null }, "down_continuation": { "n": 5, "continuation_wr": 0.4 } }, "fwd_1h": { "up_continuation": { "n": 4, "continuation_wr": null }, "down_continuation": { "n": 5, "continuation_wr": 0.6 } }, "fwd_2h": { "up_continuation": { "n": 4, "continuation_wr": null }, "down_continuation": { "n": 5, "continuation_wr": 0.6 } }, "fwd_eod": { "up_continuation": { "n": 4, "continuation_wr": null }, "down_continuation": { "n": 5, "continuation_wr": 0.6 } } } }, "ALL": { "NEG": { "fwd_30m": { "up_continuation": { "n": 15, "continuation_wr": 0.6 }, "down_continuation": { "n": 15, "continuation_wr": 0.5333 } }, "fwd_1h": { "up_continuation": { "n": 15, "continuation_wr": 0.5333 }, "down_continuation": { "n": 15, "continuation_wr": 0.4667 } }, "fwd_2h": { "up_continuation": { "n": 15, "continuation_wr": 0.3333 }, "down_continuation": { "n": 15, "continuation_wr": 0.6 } }, "fwd_eod": { "up_continuation": { "n": 15, "continuation_wr": 0.6 }, "down_continuation": { "n": 15, "continuation_wr": 0.6 } } }, "LOW_POS": { "fwd_30m": { "up_continuation": { "n": 34, "continuation_wr": 0.3824 }, "down_continuation": { "n": 31, "continuation_wr": 0.5161 } }, "fwd_1h": { "up_continuation": { "n": 34, "continuation_wr": 0.5294 }, "down_continuation": { "n": 31, "continuation_wr": 0.5161 } }, "fwd_2h": { "up_continuation": { "n": 34, "continuation_wr": 0.5882 }, "down_continuation": { "n": 31, "continuation_wr": 0.4516 } }, "fwd_eod": { "up_continuation": { "n": 34, "continuation_wr": 0.5588 }, "down_continuation": { "n": 31, "continuation_wr": 0.5806 } } }, "MID_POS": { "fwd_30m": { "up_continuation": { "n": 55, "continuation_wr": 0.5455 }, "down_continuation": { "n": 47, "continuation_wr": 0.4255 } }, "fwd_1h": { "up_continuation": { "n": 55, "continuation_wr": 0.5636 }, "down_continuation": { "n": 47, "continuation_wr": 0.4681 } }, "fwd_2h": { "up_continuation": { "n": 55, "continuation_wr": 0.5455 }, "down_continuation": { "n": 47, "continuation_wr": 0.4043 } }, "fwd_eod": { "up_continuation": { "n": 55, "continuation_wr": 0.5818 }, "down_continuation": { "n": 47, "continuation_wr": 0.383 } } }, "HIGH_POS": { "fwd_30m": { "up_continuation": { "n": 33, "continuation_wr": 0.6061 }, "down_continuation": { "n": 36, "continuation_wr": 0.5833 } }, "fwd_1h": { "up_continuation": { "n": 33, "continuation_wr": 0.7576 }, "down_continuation": { "n": 36, "continuation_wr": 0.4444 } }, "fwd_2h": { "up_continuation": { "n": 33, "continuation_wr": 0.5758 }, "down_continuation": { "n": 36, "continuation_wr": 0.4722 } }, "fwd_eod": { "up_continuation": { "n": 33, "continuation_wr": 0.6364 }, "down_continuation": { "n": 36, "continuation_wr": 0.4444 } } }, "EXTREME_POS": { "fwd_30m": { "up_continuation": { "n": 38, "continuation_wr": 0.5789 }, "down_continuation": { "n": 32, "continuation_wr": 0.5625 } }, "fwd_1h": { "up_continuation": { "n": 38, "continuation_wr": 0.5526 }, "down_continuation": { "n": 32, "continuation_wr": 0.5 } }, "fwd_2h": { "up_continuation": { "n": 37, "continuation_wr": 0.4054 }, "down_continuation": { "n": 32, "continuation_wr": 0.4688 } }, "fwd_eod": { "up_continuation": { "n": 38, "continuation_wr": 0.4211 }, "down_continuation": { "n": 32, "continuation_wr": 0.5 } } } } }, "test4_rvol": { "IS": { "LOW": { "fwd_30m": { "n": 23, "wr": 0.4348, "avg_ret": -0.0058 }, "fwd_1h": { "n": 23, "wr": 0.4348, "avg_ret": 0.015 }, "fwd_2h": { "n": 23, "wr": 0.4783, "avg_ret": 0.023 }, "fwd_eod": { "n": 23, "wr": 0.4348, "avg_ret": 0.013 } }, "NORMAL": { "fwd_30m": { "n": 59, "wr": 0.4237, "avg_ret": 0.0019 }, "fwd_1h": { "n": 59, "wr": 0.4746, "avg_ret": 0.0448 }, "fwd_2h": { "n": 59, "wr": 0.4915, "avg_ret": 0.0439 }, "fwd_eod": { "n": 59, "wr": 0.5593, "avg_ret": 0.2053 } }, "HIGH": { "fwd_30m": { "n": 18, "wr": 0.5556, "avg_ret": 0.2127 }, "fwd_1h": { "n": 18, "wr": 0.5556, "avg_ret": 0.1206 }, "fwd_2h": { "n": 18, "wr": 0.5556, "avg_ret": 0.0047 }, "fwd_eod": { "n": 18, "wr": 0.7222, "avg_ret": -0.2158 } } }, "OOS": { "LOW": { "fwd_30m": { "n": 19, "wr": 0.4737, "avg_ret": 0.0681 }, "fwd_1h": { "n": 19, "wr": 0.6316, "avg_ret": 0.0612 }, "fwd_2h": { "n": 19, "wr": 0.6316, "avg_ret": 0.051 }, "fwd_eod": { "n": 19, "wr": 0.6316, "avg_ret": -0.0012 } }, "NORMAL": { "fwd_30m": { "n": 118, "wr": 0.6017, "avg_ret": -0.0108 }, "fwd_1h": { "n": 118, "wr": 0.6271, "avg_ret": 0.0034 }, "fwd_2h": { "n": 118, "wr": 0.5508, "avg_ret": -0.0364 }, "fwd_eod": { "n": 118, "wr": 0.5593, "avg_ret": -0.039 } }, "HIGH": { "fwd_30m": { "n": 32, "wr": 0.4375, "avg_ret": 0.0681 }, "fwd_1h": { "n": 32, "wr": 0.5312, "avg_ret": 0.0687 }, "fwd_2h": { "n": 32, "wr": 0.5, "avg_ret": 0.0891 }, "fwd_eod": { "n": 32, "wr": 0.5312, "avg_ret": 0.1012 } } }, "ALL": { "LOW": { "fwd_30m": { "n": 42, "wr": 0.4524, "avg_ret": 0.0276 }, "fwd_1h": { "n": 42, "wr": 0.5238, "avg_ret": 0.0359 }, "fwd_2h": { "n": 42, "wr": 0.5476, "avg_ret": 0.0357 }, "fwd_eod": { "n": 42, "wr": 0.5238, "avg_ret": 0.0065 } }, "NORMAL": { "fwd_30m": { "n": 177, "wr": 0.5424, "avg_ret": -0.0065 }, "fwd_1h": { "n": 177, "wr": 0.5763, "avg_ret": 0.0172 }, "fwd_2h": { "n": 177, "wr": 0.5311, "avg_ret": -0.0097 }, "fwd_eod": { "n": 177, "wr": 0.5593, "avg_ret": 0.0425 } }, "HIGH": { "fwd_30m": { "n": 50, "wr": 0.48, "avg_ret": 0.1202 }, "fwd_1h": { "n": 50, "wr": 0.54, "avg_ret": 0.0874 }, "fwd_2h": { "n": 50, "wr": 0.52, "avg_ret": 0.0587 }, "fwd_eod": { "n": 50, "wr": 0.6, "avg_ret": -0.0129 } } } }, "test5_tilt": { "IS": { "UP": { "BULLISH": { "fwd_30m": { "n": 12, "continuation_wr": 0.5, "avg_ret": -0.0074 }, "fwd_1h": { "n": 12, "continuation_wr": 0.6667, "avg_ret": -0.0462 }, "fwd_2h": { "n": 12, "continuation_wr": 0.4167, "avg_ret": -0.1338 }, "fwd_eod": { "n": 12, "continuation_wr": 0.4167, "avg_ret": -0.2229 } }, "NEUTRAL": { "fwd_30m": { "n": 104, "continuation_wr": 0.5288, "avg_ret": -0.0094 }, "fwd_1h": { "n": 104, "continuation_wr": 0.5385, "avg_ret": 0.0234 }, "fwd_2h": { "n": 103, "continuation_wr": 0.5049, "avg_ret": 0.0041 }, "fwd_eod": { "n": 104, "continuation_wr": 0.5385, "avg_ret": 0.0356 } }, "BEARISH": { "fwd_30m": { "n": 8, "continuation_wr": 0.375, "avg_ret": 0.0142 }, "fwd_1h": { "n": 8, "continuation_wr": 0.75, "avg_ret": 0.0425 }, "fwd_2h": { "n": 8, "continuation_wr": 0.5, "avg_ret": -0.0474 }, "fwd_eod": { "n": 8, "continuation_wr": 0.75, "avg_ret": 1.371 } } }, "DOWN": { "BULLISH": { "fwd_30m": { "n": 8, "continuation_wr": 0.375, "avg_ret": 0.0867 }, "fwd_1h": { "n": 8, "continuation_wr": 0.125, "avg_ret": 0.2842 }, "fwd_2h": { "n": 8, "continuation_wr": 0.25, "avg_ret": 0.1572 }, "fwd_eod": { "n": 8, "continuation_wr": 0.375, "avg_ret": -0.0596 } }, "NEUTRAL": { "fwd_30m": { "n": 94, "continuation_wr": 0.5213, "avg_ret": -0.0392 }, "fwd_1h": { "n": 94, "continuation_wr": 0.5319, "avg_ret": -0.0518 }, "fwd_2h": { "n": 94, "continuation_wr": 0.4787, "avg_ret": -0.0381 }, "fwd_eod": { "n": 94, "continuation_wr": 0.4787, "avg_ret": -0.1183 } }, "BEARISH": { "fwd_30m": { "n": 13, "continuation_wr": 0.3846, "avg_ret": 0.4902 }, "fwd_1h": { "n": 13, "continuation_wr": 0.3846, "avg_ret": 0.2994 }, "fwd_2h": { "n": 13, "continuation_wr": 0.3077, "avg_ret": 0.4006 }, "fwd_eod": { "n": 13, "continuation_wr": 0.3846, "avg_ret": 0.4703 } } } }, "OOS": { "UP": { "BULLISH": { "fwd_30m": { "n": 2, "continuation_wr": null }, "fwd_1h": { "n": 2, "continuation_wr": null }, "fwd_2h": { "n": 2, "continuation_wr": null }, "fwd_eod": { "n": 2, "continuation_wr": null } }, "NEUTRAL": { "fwd_30m": { "n": 34, "continuation_wr": 0.5882, "avg_ret": 0.0414 }, "fwd_1h": { "n": 34, "continuation_wr": 0.6765, "avg_ret": 0.08 }, "fwd_2h": { "n": 34, "continuation_wr": 0.5882, "avg_ret": 0.0194 }, "fwd_eod": { "n": 34, "continuation_wr": 0.5882, "avg_ret": -0.0035 } }, "BEARISH": { "fwd_30m": { "n": 15, "continuation_wr": 0.6, "avg_ret": 0.0354 }, "fwd_1h": { "n": 15, "continuation_wr": 0.6, "avg_ret": 0.0447 }, "fwd_2h": { "n": 15, "continuation_wr": 0.4667, "avg_ret": -0.009 }, "fwd_eod": { "n": 15, "continuation_wr": 0.6, "avg_ret": 0.117 } } }, "DOWN": { "BULLISH": { "fwd_30m": { "n": 0, "continuation_wr": null }, "fwd_1h": { "n": 0, "continuation_wr": null }, "fwd_2h": { "n": 0, "continuation_wr": null }, "fwd_eod": { "n": 0, "continuation_wr": null } }, "NEUTRAL": { "fwd_30m": { "n": 33, "continuation_wr": 0.6061, "avg_ret": 0.0242 }, "fwd_1h": { "n": 33, "continuation_wr": 0.4848, "avg_ret": -0.007 }, "fwd_2h": { "n": 33, "continuation_wr": 0.5152, "avg_ret": -0.006 }, "fwd_eod": { "n": 33, "continuation_wr": 0.6061, "avg_ret": -0.0168 } }, "BEARISH": { "fwd_30m": { "n": 13, "continuation_wr": 0.4615, "avg_ret": 0.0738 }, "fwd_1h": { "n": 13, "continuation_wr": 0.3846, "avg_ret": 0.0741 }, "fwd_2h": { "n": 13, "continuation_wr": 0.4615, "avg_ret": 0.0789 }, "fwd_eod": { "n": 13, "continuation_wr": 0.3077, "avg_ret": 0.1527 } } } }, "ALL": { "UP": { "BULLISH": { "fwd_30m": { "n": 14, "continuation_wr": 0.5, "avg_ret": -0.034 }, "fwd_1h": { "n": 14, "continuation_wr": 0.6429, "avg_ret": -0.0906 }, "fwd_2h": { "n": 14, "continuation_wr": 0.4286, "avg_ret": -0.134 }, "fwd_eod": { "n": 14, "continuation_wr": 0.4286, "avg_ret": -0.2169 } }, "NEUTRAL": { "fwd_30m": { "n": 138, "continuation_wr": 0.5435, "avg_ret": 0.0031 }, "fwd_1h": { "n": 138, "continuation_wr": 0.5725, "avg_ret": 0.0373 }, "fwd_2h": { "n": 137, "continuation_wr": 0.5255, "avg_ret": 0.0079 }, "fwd_eod": { "n": 138, "continuation_wr": 0.5507, "avg_ret": 0.026 } }, "BEARISH": { "fwd_30m": { "n": 23, "continuation_wr": 0.5217, "avg_ret": 0.028 }, "fwd_1h": { "n": 23, "continuation_wr": 0.6522, "avg_ret": 0.0439 }, "fwd_2h": { "n": 23, "continuation_wr": 0.4783, "avg_ret": -0.0224 }, "fwd_eod": { "n": 23, "continuation_wr": 0.6522, "avg_ret": 0.5532 } } }, "DOWN": { "BULLISH": { "fwd_30m": { "n": 8, "continuation_wr": 0.375, "avg_ret": 0.0867 }, "fwd_1h": { "n": 8, "continuation_wr": 0.125, "avg_ret": 0.2842 }, "fwd_2h": { "n": 8, "continuation_wr": 0.25, "avg_ret": 0.1572 }, "fwd_eod": { "n": 8, "continuation_wr": 0.375, "avg_ret": -0.0596 } }, "NEUTRAL": { "fwd_30m": { "n": 127, "continuation_wr": 0.5433, "avg_ret": -0.0227 }, "fwd_1h": { "n": 127, "continuation_wr": 0.5197, "avg_ret": -0.0402 }, "fwd_2h": { "n": 127, "continuation_wr": 0.4882, "avg_ret": -0.0297 }, "fwd_eod": { "n": 127, "continuation_wr": 0.5118, "avg_ret": -0.0919 } }, "BEARISH": { "fwd_30m": { "n": 26, "continuation_wr": 0.4231, "avg_ret": 0.282 }, "fwd_1h": { "n": 26, "continuation_wr": 0.3846, "avg_ret": 0.1868 }, "fwd_2h": { "n": 26, "continuation_wr": 0.3846, "avg_ret": 0.2397 }, "fwd_eod": { "n": 26, "continuation_wr": 0.3462, "avg_ret": 0.3115 } } } } }, "test6_magnitude": { "IS": { "WEAK": { "fwd_30m": { "n": 106, "wr": 0.4906, "avg_ret": -0.0133 }, "fwd_1h": { "n": 106, "wr": 0.4717, "avg_ret": -0.0153 }, "fwd_2h": { "n": 105, "wr": 0.4, "avg_ret": -0.0113 }, "fwd_eod": { "n": 106, "wr": 0.4151, "avg_ret": -0.0059 } }, "MODERATE": { "fwd_30m": { "n": 99, "wr": 0.5253, "avg_ret": -0.0348 }, "fwd_1h": { "n": 99, "wr": 0.5758, "avg_ret": 0.0062 }, "fwd_2h": { "n": 99, "wr": 0.5455, "avg_ret": 0.0414 }, "fwd_eod": { "n": 99, "wr": 0.5455, "avg_ret": 0.0057 } }, "STRONG": { "fwd_30m": { "n": 45, "wr": 0.4889, "avg_ret": 0.1386 }, "fwd_1h": { "n": 45, "wr": 0.4889, "avg_ret": 0.086 }, "fwd_2h": { "n": 45, "wr": 0.4444, "avg_ret": -0.0451 }, "fwd_eod": { "n": 45, "wr": 0.5556, "avg_ret": 0.1971 } } }, "OOS": { "WEAK": { "fwd_30m": { "n": 84, "wr": 0.5833, "avg_ret": -0.0053 }, "fwd_1h": { "n": 84, "wr": 0.5952, "avg_ret": -0.0048 }, "fwd_2h": { "n": 84, "wr": 0.5, "avg_ret": -0.0607 }, "fwd_eod": { "n": 84, "wr": 0.5952, "avg_ret": -0.0327 } }, "MODERATE": { "fwd_30m": { "n": 70, "wr": 0.5429, "avg_ret": 0.0112 }, "fwd_1h": { "n": 70, "wr": 0.6143, "avg_ret": 0.0317 }, "fwd_2h": { "n": 70, "wr": 0.6, "avg_ret": 0.0401 }, "fwd_eod": { "n": 70, "wr": 0.5286, "avg_ret": -0.0202 } }, "STRONG": { "fwd_30m": { "n": 14, "wr": 0.5, "avg_ret": 0.1381 }, "fwd_1h": { "n": 14, "wr": 0.7143, "avg_ret": 0.1318 }, "fwd_2h": { "n": 14, "wr": 0.6429, "avg_ret": 0.1234 }, "fwd_eod": { "n": 14, "wr": 0.5714, "avg_ret": 0.1955 } } }, "ALL": { "WEAK": { "fwd_30m": { "n": 190, "wr": 0.5316, "avg_ret": -0.0098 }, "fwd_1h": { "n": 190, "wr": 0.5263, "avg_ret": -0.0107 }, "fwd_2h": { "n": 189, "wr": 0.4444, "avg_ret": -0.0333 }, "fwd_eod": { "n": 190, "wr": 0.4947, "avg_ret": -0.0177 } }, "MODERATE": { "fwd_30m": { "n": 169, "wr": 0.5325, "avg_ret": -0.0158 }, "fwd_1h": { "n": 169, "wr": 0.5917, "avg_ret": 0.0167 }, "fwd_2h": { "n": 169, "wr": 0.568, "avg_ret": 0.0409 }, "fwd_eod": { "n": 169, "wr": 0.5385, "avg_ret": -0.005 } }, "STRONG": { "fwd_30m": { "n": 59, "wr": 0.4915, "avg_ret": 0.1385 }, "fwd_1h": { "n": 59, "wr": 0.5424, "avg_ret": 0.0968 }, "fwd_2h": { "n": 59, "wr": 0.4915, "avg_ret": -0.0051 }, "fwd_eod": { "n": 59, "wr": 0.5593, "avg_ret": 0.1967 } } }, "magnitude_gex_interact": { "WEAK_NEG": { "n": 2, "wr": null, "avg": null }, "WEAK_LOW_POS": { "n": 23, "wr": 0.6087, "avg_ret": -0.0863 }, "WEAK_MID_POS": { "n": 45, "wr": 0.3778, "avg_ret": 0.0217 }, "WEAK_HIGH_POS": { "n": 37, "wr": 0.4865, "avg_ret": 0.119 }, "WEAK_EXTREME_POS": { "n": 44, "wr": 0.5, "avg_ret": -0.0564 }, "MODERATE_NEG": { "n": 11, "wr": 0.4545, "avg_ret": 0.2182 }, "MODERATE_LOW_POS": { "n": 28, "wr": 0.6071, "avg_ret": -0.1335 }, "MODERATE_MID_POS": { "n": 50, "wr": 0.6, "avg_ret": -0.0109 }, "MODERATE_HIGH_POS": { "n": 23, "wr": 0.5652, "avg_ret": -0.0478 }, "MODERATE_EXTREME_POS": { "n": 20, "wr": 0.45, "avg_ret": 0.0399 }, "STRONG_NEG": { "n": 17, "wr": 0.7059, "avg_ret": 0.3036 }, "STRONG_LOW_POS": { "n": 13, "wr": 0.4615, "avg_ret": 0.3781 }, "STRONG_MID_POS": { "n": 6, "wr": 0.5, "avg_ret": 0.1664 }, "STRONG_HIGH_POS": { "n": 9, "wr": 0.6667, "avg_ret": 0.0853 }, "STRONG_EXTREME_POS": { "n": 5, "wr": 0.2, "avg_ret": -0.0722 } } }, "test7_combos": { "a_nonbreak_highgex_up": { "fwd_30m": { "n": 12, "fade_wr": 0.6667, "avg_ret": -0.0595 }, "fwd_1h": { "n": 12, "fade_wr": 0.4167, "avg_ret": 0.0121 }, "fwd_2h": { "n": 12, "fade_wr": 0.3333, "avg_ret": 0.0849 }, "fwd_eod": { "n": 12, "fade_wr": 0.3333, "avg_ret": 0.3253 } }, "b_nonbreak_lowrvol_strongup": {}, "b2_nonbreak_lowrvol_up": {}, "c_breakup_neggex_highrvol": {}, "c2_breakup_neggex": { "fwd_30m": { "n": 15, "continuation_wr": 0.7333, "avg_ret": 0.2142 }, "fwd_1h": { "n": 15, "continuation_wr": 0.7333, "avg_ret": 0.3039 }, "fwd_2h": { "n": 15, "continuation_wr": 0.5333, "avg_ret": 0.1966 }, "fwd_eod": { "n": 15, "continuation_wr": 0.6667, "avg_ret": 0.4882 } }, "d_down_bulltilt_posgex": { "fwd_30m": { "n": 7, "bounce_wr": 0.5714, "avg_ret": 0.0047 }, "fwd_1h": { "n": 7, "bounce_wr": 0.8571, "avg_ret": 0.1721 }, "fwd_2h": { "n": 7, "bounce_wr": 0.7143, "avg_ret": 0.1009 }, "fwd_eod": { "n": 7, "bounce_wr": 0.7143, "avg_ret": -0.0495 } }, "e_strongdown_neggex": { "fwd_30m": { "n": 8, "continuation_wr": 0.5, "avg_ret": 0.0342 }, "fwd_1h": { "n": 8, "continuation_wr": 0.5, "avg_ret": 0.0461 }, "fwd_2h": { "n": 8, "continuation_wr": 0.75, "avg_ret": -0.3609 }, "fwd_eod": { "n": 8, "continuation_wr": 0.75, "avg_ret": -0.4349 } } }, "test8_false_move_score": { "fwd_30m": { "strong_fade (>=3)": { "n": 11, "actual_fade_rate": 0.5455, "avg_fwd_ret": 0.001 }, "moderate_fade (1-2.5)": { "n": 64, "actual_fade_rate": 0.4688, "avg_fwd_ret": -0.0024 }, "neutral (-1 to 0.5)": { "n": 232, "actual_fade_rate": 0.4655, "avg_fwd_ret": -0.0256 }, "continue (<=-1.5)": { "n": 114, "actual_fade_rate": 0.4737, "avg_fwd_ret": 0.0862 }, "strong_continue (<=-3)": { "n": 22, "actual_fade_rate": 0.5455, "avg_fwd_ret": 0.3273 } }, "fwd_1h": { "strong_fade (>=3)": { "n": 11, "actual_fade_rate": 0.6364, "avg_fwd_ret": 0.0048 }, "moderate_fade (1-2.5)": { "n": 64, "actual_fade_rate": 0.5, "avg_fwd_ret": 0.0038 }, "neutral (-1 to 0.5)": { "n": 232, "actual_fade_rate": 0.4224, "avg_fwd_ret": -0.0106 }, "continue (<=-1.5)": { "n": 114, "actual_fade_rate": 0.4298, "avg_fwd_ret": 0.0816 }, "strong_continue (<=-3)": { "n": 22, "actual_fade_rate": 0.5, "avg_fwd_ret": 0.1397 } }, "fwd_2h": { "strong_fade (>=3)": { "n": 11, "actual_fade_rate": 0.6364, "avg_fwd_ret": 0.0195 }, "moderate_fade (1-2.5)": { "n": 63, "actual_fade_rate": 0.5873, "avg_fwd_ret": -0.0073 }, "neutral (-1 to 0.5)": { "n": 232, "actual_fade_rate": 0.4655, "avg_fwd_ret": -0.0219 }, "continue (<=-1.5)": { "n": 114, "actual_fade_rate": 0.4825, "avg_fwd_ret": 0.0543 }, "strong_continue (<=-3)": { "n": 22, "actual_fade_rate": 0.5, "avg_fwd_ret": 0.0683 } }, "fwd_eod": { "strong_fade (>=3)": { "n": 11, "actual_fade_rate": 0.6364, "avg_fwd_ret": 0.0331 }, "moderate_fade (1-2.5)": { "n": 64, "actual_fade_rate": 0.4688, "avg_fwd_ret": 0.0099 }, "neutral (-1 to 0.5)": { "n": 232, "actual_fade_rate": 0.4655, "avg_fwd_ret": 0.0034 }, "continue (<=-1.5)": { "n": 114, "actual_fade_rate": 0.4825, "avg_fwd_ret": 0.0526 }, "strong_continue (<=-3)": { "n": 22, "actual_fade_rate": 0.4545, "avg_fwd_ret": 0.0887 } } }, "score_factor_weights": { "f_orb": "BREAK=-1, NON_BREAK=+1", "f_gex": "NEG=-1, LOW_POS=-0.5, MID=0, HIGH_POS=+0.5, EXTREME=+1", "f_rvol": "LOW=+1, NORMAL=0, HIGH=-1", "f_tilt": "tilt opposes move=+1, agrees=-1", "f_mag": "WEAK=+1, MODERATE=0, STRONG=-1", "range": "-5 (strong continue) to +5 (strong fade)" } }