Sector ETFs — Track record
Every elapsed decision is graded against what prices actually did — hit-rates and errors per signal family, plus the cost of the decisions this book chose not to take.
52 graded 0 pending
1W calibration -0.10 How far along the 1-week path a decision typically gets: the fraction of the decided move realized after one week, measured across this book's graded decisions. Feeds a bounded conviction adjustment back into future decisions.
Scorecard
Hit-rates per signal family.
| Signal family | Dir | n | Hit 1W | Hit 4W | Hit 12W | Med err 1W | Stop-first | Bias | Status |
|---|---|---|---|---|---|---|---|---|---|
| FailedBreakdown_Up_20D | buy | 18 | 53% | 42% | — | -0.9% | 44% | +1 | ● active |
| PullbackBuy_VWAP | buy | 15 | 58% | 17% | — | -2.0% | 33% | +2 | ● active |
| AnticipationUp_VCP | buy | 5 | 0% | 20% | — | -3.1% | 20% | -10 | ● active |
| BreakoutUp_52W | buy | 4 | 75% | 0% | 100% | +2.9% | 0% | 0 | ○ building sample (4/5) |
| BreakoutUp_20D | buy | 3 | 100% | 0% | 100% | -1.1% | 0% | 0 | ○ building sample (3/5) |
| FailedBreakdown_Up_20D | sell | 3 | 100% | — | — | — | 0% | 0 | ○ building sample (3/5) |
| MomentumContinuation_Up | buy | 2 | 100% | 0% | 0% | -3.5% | 0% | 0 | ○ building sample (2/5) |
| NoTrade | sell | 1 | — | — | — | — | 0% | 0 | ○ building sample (1/5) |
| PullbackBuy_VWAP | sell | 1 | — | — | — | — | 0% | 0 | ○ building sample (1/5) |
Counterfactuals Counterfactuals grade decisions that were NOT executed — expired queues, no-chase rules, untaken optional trims — against what the market then did. They are kept strictly separate from the calibration cells above.
What the decisions we didn't take would have done.
- No-chase queue (queued a pullback instead of chasing) — 35 cases , median would-have 1W move +1.8% → verdict: cost
- Optional trims not taken — 31 cases , median would-have 1W move +1.0% → verdict: saved
- Anticipate slot (pre-breakout buy-stop) — 24 cases , median would-have 1W move -3.9% → verdict: saved
Counterfactuals are advisory evidence for the book's learnings reviews — never blended into the calibration cells.