🎯 Forward Test Scorecard

Live signal predictions vs actual ES outcomes — the only test that matters

Direction Hit Rate
55.6%
9 predictions
Forward IC
-0.117
Spearman rank corr
Simulated P&L
$-3,809
DD: $-6,359
Streak
❄️ 3
losing
FORWARD-TEST VERDICT
⏳ COLLECTING DATA (need 20+ predictions)
Backtests showed OOS Sharpe 0.89, 71% WR. Forward test is the ground truth.

📈 Cumulative P&L

$0 $+5,593 $-5,593 2026-03-12 2026-03-02

📊 Rolling 10-Day Hit Rate

Need 10+ predictions for rolling hit rate.

🎯 By Confidence Level

ConfidenceNHit RateAvg P&LTotal P&L
High (>30) 5 20.0% $-2,356 $-11,782
Med (10-30) 3 100.0% $+953 $+2,858
Low (<10) 1 100.0% $+5,116 $+5,116

High confidence = composite score > 30. The system should perform best here.

📡 Signal-Level Accuracy

SignalHit RatePredictions
RORO 100.0% 1
GEX/SpotGamma 100.0% 1
Correlation Divergence 100.0% 1
Overnight Session 100.0% 1
VIX Decomposition 71.4% 7
Day-of-Week 66.7% 6
COT Positioning 50.0% 2
FOMC Cycle 50.0% 2
VPOC Proximity 50.0% 2
Gap Fade 50.0% 2
P/C OI Ratio 33.3% 9
VIX Term Structure 33.3% 9
Delta Divergence 33.3% 9

📋 Prediction Log

DatePredictedScoreStanceCtsActual PtsCorrectP&L
2026-03-13 BULL 39.6 VIX_REDUCED 1 ⏳ — —
2026-03-12 BULL 38.8 VIX_REDUCED 1 -102.00 ❌ $-5,105
2026-03-11 BULL 44.1 VIX_REDUCED 1 -7.75 ❌ $-392
2026-03-10 BULL 35.6 VIX_REDUCED 1 -13.75 ❌ $-692
2026-03-09 BULL 12.7 BASE 1 +57.25 ✅ $+2,858
2026-03-06 BEAR -10.1 FLAT 0 -91.50 ✅ $+0
2026-03-05 BEAR -12.5 FLAT 0 -40.75 ✅ $+0
2026-03-04 BULL 9.7 MAX 2 +51.25 ✅ $+5,116
2026-03-03 BULL 36.7 MAX 2 -63.50 ❌ $-6,359
2026-03-02 BULL 36.3 MAX 2 +7.75 ✅ $+766
LIVE Updated: 2026-03-13T12:35:03.317278-08:00
Pending: 1 | Settled: 9