Backtesting Arena

Backtesting Arena

Zonen-Basisrate

Probability· EN: Zone Base Rate

Die empirische Forward-Return-Verteilung (30/90/180/365 T) für einen benannten Katalog-ZUSTAND, gemessen am EIGENEN expandierenden Perzentilrang des Assets statt an absoluten Schwellen — dieselbe Zone bedeutet damit auf BTC, ETH und SOL dasselbe, ohne dass jemand Schwellen nachzieht. Das zustands-bedingte Pendant zu event_base_rate (ereignis-bedingt) und return_probability (unbedingt). Deskriptiv, kein Signal.

Berechnung
A zone is a closed set of pct_band predicates over the price-derived cycle scores (mayer, rsi_weekly). A day matches when every band contains that day's expanding percentile rank — computed from data up to that day only, the day itself counted, null below 500 observations (so a young listing has no rank and therefore no zone). Two counts are reported separately: `spans` = contiguous matching stretches (what a chart shades, gap tolerance 3 days for data holes) and `matched_episodes` = matching days collapsed with a cooldown of the largest horizon so outcome windows never overlap (the n behind the distribution). Below 8 episodes the payload states "no verdict" in plain text. Band widths were calibrated in 2026-09 against the measured joint selectivity of the existing absolute-threshold presets (7.9 % / 5.3 % of BTC history), never against an outcome. The catalog is finite and declared, so its trial count is known (declared_catalog_trials).
Einheit & Quelle
distribution · tradingstrategies.work zone base rate (SPEC-asset-chart-web-v1 L17-L20) methodology

Verwandte Begriffe

Knowledge Objects, die das messen

Definitionen dienen Recherche und Bildung. Metriken beschreiben Marktbedingungen — keine Finanzberatung oder Kauf-/Verkaufssignal.