V3 signal detail
ta_donchian_20_1h_breakout_up
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
0.53%
Rough forward average
Win rate 12
59.09%
Positive-forward fraction
Robustness
0.60
Heuristic robustness score
Asset slices
Per-asset breakdown
| Asset | Events | Avg return 12 | Median return 12 | Win rate 12 |
|---|
| BTC | 10 | 1.37% | 1.70% | 66.67% |
| ETH | 7 | 0.25% | -0.54% | 50.00% |
| SOL | 9 | -0.30% | 0.68% | 57.14% |
Regime slices
Per-regime breakdown
| Regime | Events | Avg return 12 | Median return 12 | Win rate 12 |
|---|
| bull__high_vol | 6 | -2.60% | -3.19% | 0.00% |
| bull__normal_vol | 5 | 0.44% | 0.85% | 66.67% |
| sideways__high_vol | 8 | 1.66% | 1.34% | 87.50% |
Pair overlaps
Related combinations
| Signal A | Signal B | Events | Avg return 12 | Win rate 12 |
|---|
| cross_rank_tier1_top2_1h | ta_donchian_20_1h_breakout_up | 17 | 0.39% | 58.82% |
| ta_donchian_20_1h_breakout_up | time_us_session_overlap | 9 | -0.93% | 33.33% |
| cross_rel_strength_vs_btc_1h_positive | ta_donchian_20_1h_breakout_up | 5 | -0.95% | 60.00% |