Edge Finder
Where your record has been strongest and weakest. Descriptive statistics about the past with their uncertainty attached, not forecasts.
Strongest signals
47 buckets tested · Bonferroni α = 0.0011- Setup / strategy tag: Opening Range Breakout produced positive expectancy of +$234 per trade across 50 trades (95% CI +$134 to +$335), win rate 70%, profit factor 4.443.Holds up after correcting for the 47 buckets tested.
- Time of day (30 min): 09:30–10:00 produced positive expectancy of +$229 per trade across 48 trades (95% CI +$129 to +$329), win rate 71%, profit factor 4.362.Holds up after correcting for the 47 buckets tested.
- Volatility regime: Low volatility produced negative expectancy of −$166 per trade across 65 trades (95% CI −$315 to −$17), win rate 37%, profit factor 0.416.Does not survive correction for the 47 buckets tested; could be a multiple-comparisons artefact.
- Planned risk/reward: R:R 1–2 produced negative expectancy of −$125 per trade across 112 trades (95% CI −$266 to +$16), win rate 36%, profit factor 0.624.Confidence interval includes zero; not distinguishable from noise.
Explore
Bars: mean net P&L per trade. Whiskers: 95% confidence interval. Faded bars have fewer than 30 trades.
| Bucket | Trades | Win rate (95% CI) | Avg win | Avg loss | Expectancy (95% CI) | Profit factor | Max DD | Edge score | Evidence |
|---|---|---|---|---|---|---|---|---|---|
| TSLA | 30 | 57% (39%–73%) | +$745 | −$479 | +$214 (-92 to 521) | 2.033 | −$2,586 | 70 | noise-compatible |
| META | 40 | 53% (37%–67%) | +$517 | −$520 | +$24 (-226 to 275) | 1.099 | −$4,363 | 53 | noise-compatible |
| AMD | 28 | 50% (33%–67%) | +$775 | −$722 | +$26 (-388 to 441) | 1.073 | −$8,578 | 52 | noise-compatiblen = 28: small sample; expect wide error bars. |
| NVDA | 37 | 38% (24%–54%) | +$637 | −$474 | −$54 (-276 to 168) | 0.817 | −$4,762 | 42 | noise-compatible |
| AAPL | 37 | 35% (22%–51%) | +$545 | −$510 | −$140 (-383 to 103) | 0.578 | −$5,484 | 32 | noise-compatible |
| SPY | 22 | 36% (20%–57%) | +$237 | −$427 | −$185 (-423 to 53) | 0.317 | −$5,592 | 30 | noise-compatiblen = 22: small sample; expect wide error bars. |
Methodology and limits
Edge Score (0–100, 50 = no evidence either way) = 50 + 50 · tanh(t · w / 2), where t is expectancy divided by its standard error and w = n / (n + 20) shrinks small samples toward 50. It ranks how consistently a bucket made money in the past. It is not a probability of future profit.
Win-rate intervals are Wilson score intervals. Expectancy intervals use Student's t and assume trades are independent, which streaky behaviour violates; real uncertainty is wider.
Multiple comparisons. Slicing 47 ways guarantees some buckets look good by chance. “Holds after correction” means the bucket survives a Bonferroni adjustment across all of them.
Selection bias: setup tags added after the fact, or only journaling memorable trades, inflate results. Past regimes may not recur. Treat any edge here as a hypothesis to test forward on small size.