Event Base Rate
Probability· DE: Event-Basisrate
The empirical forward-return distribution (30/90/180/365d) AFTER a class of event, anchored on the day it became knowable (event_date). The event-conditional companion to the unconditional return_probability and the state-conditional market_analogue. Descriptive, not a forecast.
Calculation
For each event of a class (Phase A: regime_shift, bucketed by point-in-time target state), forward returns are measured from event_date over each horizon. Independence enforced per horizon (anchor spacing ≥ H → non-overlapping outcome windows). A regime bucket with < 12 distinct event-months is flagged is_anecdote; stats are null at n=0, low_sample at n < 8.
Unit & source
distribution · tradingstrategies.work Asset-Event-Layer (deterministic, look-ahead-free event stream) methodology
Related terms
Knowledge objects measuring this
Definitions are for research and education. Metrics describe market conditions — not financial advice or a buy/sell signal.