V3 signal detail
ta_donchian_20_1h_breakout_down
Detailed first-pass view for a single V3 signal, including ranking metrics, per-asset slices, regime-conditioned slices, and related combinations.
Events
26
Observed historical events
Assets
BTC, ETH, SOL
Covered in current run
Avg return 12
-0.06%
Rough forward average
Win rate 12
50.00%
Positive-forward fraction
Robustness
0.40
Heuristic robustness score
Asset slices
Per-asset breakdown
| Asset | Events | Avg return 12 | Median return 12 | Win rate 12 |
|---|
| BTC | 11 | -0.07% | -0.09% | 45.45% |
| ETH | 6 | 0.00% | 0.05% | 66.67% |
| SOL | 9 | -0.09% | -0.55% | 44.44% |
Regime slices
Per-regime breakdown
| Regime | Events | Avg return 12 | Median return 12 | Win rate 12 |
|---|
| bear__low_vol | 11 | -1.11% | -1.12% | 27.27% |
| bear__normal_vol | 7 | 0.06% | 0.10% | 71.43% |
Pair overlaps
Related combinations
| Signal A | Signal B | Events | Avg return 12 | Win rate 12 |
|---|
| ta_donchian_20_1h_breakout_down | time_us_session_overlap | 9 | -0.06% | 33.33% |
| ta_donchian_20_1h_breakout_down | ta_rsi_14_1h_oversold | 7 | -0.35% | 57.14% |
| cross_rank_tier1_top2_1h | ta_donchian_20_1h_breakout_down | 14 | -0.44% | 42.86% |