Intelligence Lab
Calibration, similarity search and spread-aware validation of the ensemble logic.
Slippage
Backtest trades
0
5m EMA regime model
Hit rate
0.0%
Net R
+0.00R
after spread + slippage
Expectancy
0.000R
Max drawdown
0.00R
Walk-forward validation
In-sample avg
0.000R
Out-of-sample avg
0.000R
Efficiency ratio — — values below 0.5 suggest the edge is fitted to the in-sample window.
Model calibration
- 50-60% predictedrealised 48%
- 60-70% predictedrealised 58%
- 70-80% predictedrealised 68%
- 80-90% predictedrealised 78%
Historical setup similarity
| Window start (UTC) | Similarity | Forward 30m |
|---|---|---|
| 10-07 12:00 | 42.4% | +0.91% |
| 10-07 12:05 | 31.6% | +0.66% |
| 10-07 11:55 | 30.8% | +0.75% |
| 10-07 11:45 | 26.2% | +0.19% |
| 10-07 11:50 | 26.1% | +0.66% |
Nearest-neighbour outcome average: +0.63% over 30 minutes · current price 2,458.35