Calibration record
There is no win rate here and no trading results — we do not have them at all. We publish one thing: are the risk boundaries printed in every report breached at the rate they claim? An honest model at 95% confidence is breached on ~5% of days only — no more (which would understate the risk) and no less (which would overstate the caution).
Every figure below is computed by a point-in-time historical sweep, with no forward look. Where the sample is too small for a reliable judgement (minimum 20), we say so rather than guess.
EURUSD 1D
Risk-boundary breaches (VaR 95%)
5.3% target 5%
Sound calibration — the band describes the risk honestly
✓ Formal Kupiec test: calibration not rejected at 95% confidence (p=0.33)
✓ Timing (Christoffersen): breaches are dispersed — no clustering
Sample: 4975 scored readings (26 live · 4949 historical sweep) · 264 actual breaches.
Loss depth on breach days (ES 95%)
1.07× target 1.0×
Realised losses match the declared ES (ratio ~1)
Ratio = mean realised loss ÷ declared ES, over 264 breach days.
Probability cone — each horizon on its own
Each edge is a one-sided 95% bound: the healthy standard is ~5% broken per side, at every horizon.
| Horizon | Lower edge | Upper edge |
|---|---|---|
| 1 day | 5.3% ✓ | 5.2% ✓ |
| 5 day | 5.6% ✓ | 5% ✓ |
| 10 day | 5.5% ✓ | 4.8% ✓ |
| 20 day | 6.3% ⚠ | 4.8% ✓ |
For horizons > 1 the evaluation windows overlap, so Kupiec is indicative there rather than conclusive — the rate itself stays unbiased.
Holding rate of tested support/resistance
Supports 51.2% held (1357 of 2650 tests)
Resistances 56.5% held (1611 of 2851 tests)
XAGUSD 1D
Risk-boundary breaches (VaR 95%)
Sample too small
14 scored readings — minimum 20.
Loss depth on breach days (ES 95%)
Sample too small
0 breach days with a recorded ES — minimum 10.
Probability cone — each horizon on its own
Each edge is a one-sided 95% bound: the healthy standard is ~5% broken per side, at every horizon.
| Horizon | Lower edge | Upper edge |
|---|---|---|
| 1 day | 5.1% ✓ | 5.1% ✓ |
| 5 day | 5.7% ⚠ | 6.2% ⚠ |
| 10 day | 6.1% ⚠ | 7.7% ⚠ |
| 20 day | 4.8% ✓ | 7.7% ⚠ |
For horizons > 1 the evaluation windows overlap, so Kupiec is indicative there rather than conclusive — the rate itself stays unbiased.
Holding rate of tested support/resistance
Supports 49% held (1005 of 2053 tests)
Resistances 47.8% held (974 of 2037 tests)
XAUUSD 1D
Risk-boundary breaches (VaR 95%)
5.6% target 5%
Sound calibration — the band describes the risk honestly
✓ Formal Kupiec test: calibration not rejected at 95% confidence (p=0.09)
✓ Timing (Christoffersen): breaches are dispersed — no clustering
Sample: 3922 scored readings (15 live · 3907 historical sweep) · 220 actual breaches.
Loss depth on breach days (ES 95%)
1.14× target 1.0×
Realised losses match the declared ES (ratio ~1)
Ratio = mean realised loss ÷ declared ES, over 220 breach days.
Probability cone — each horizon on its own
Each edge is a one-sided 95% bound: the healthy standard is ~5% broken per side, at every horizon.
| Horizon | Lower edge | Upper edge |
|---|---|---|
| 1 day | 5.6% ✓ | 5.1% ✓ |
| 5 day | 5.5% ✓ | 6% ⚠ |
| 10 day | 5.3% ✓ | 6.7% ⚠ |
| 20 day | 4.7% ✓ | 8.3% ⚠ |
For horizons > 1 the evaluation windows overlap, so Kupiec is indicative there rather than conclusive — the rate itself stays unbiased.
Holding rate of tested support/resistance
Supports 52% held (927 of 1784 tests)
Resistances 40.8% held (743 of 1823 tests)