Backtesting Arena

Backtesting Arena

Forward Return Quantile

Probability· DE: Forward-Return-Quantil

The distribution shape of BTC forward returns over a horizon expressed as quantiles (p10/p25/median/p75/p90) — a confidence-interval read on where returns land, not a point forecast.

Calculation
Linear-interpolated percentiles of the empirical end_return distribution per horizon; the median is the central estimate, p10..p90 the 80% band.
Unit & source
pct · tradingstrategies.work Probability Engine (forward-return base rate) methodology

Related terms

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