Backtesting Arena

Backtesting Arena

Analogue Hit Rate

Similarity· DE: Analog-Trefferquote

The share of historical analogues that produced a positive forward return over the horizon — a base-rate probability of an up move given the current fingerprint. Not a guarantee; a historical frequency.

Calculation
count(analogues with forward_return > 0) / count(analogues) × 100 per horizon.
Unit & source
pct · tradingstrategies.work Historical-Analogue / Similarity Engine methodology

Related terms

Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.