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.
180 graded 0 pending
1W calibration -0.43 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 |
|---|---|---|---|---|---|---|---|---|---|
| NoTrade | sell | 71 | 57% | 50% | — | — | 0% | +1 | ● active |
| FailedBreakdown_Up_20D | buy | 28 | 43% | 37% | — | -1.1% | 57% | -1 | ● active |
| PullbackBuy_VWAP | buy | 24 | 17% | 26% | — | -4.2% | 79% | -7 | ● active |
| FailedBreakdown_Up_20D | sell | 17 | 77% | 82% | — | — | 0% | +5 | ● active |
| FailedBreakout_Down_20D | sell | 17 | 44% | 0% | — | — | 0% | -1 | ● active |
| BreakdownDown_20D | sell | 6 | 33% | — | — | — | 0% | -3 | ● active |
| BreakoutUp_52W | buy | 4 | 100% | 75% | — | +12.1% | 0% | 0 | ○ building sample (4/5) |
| MomentumContinuation_Up | buy | 3 | 33% | 33% | — | -9.9% | 67% | 0 | ○ building sample (3/5) |
| PullbackBuy_VWAP | sell | 3 | 67% | 67% | — | — | 0% | 0 | ○ building sample (3/5) |
| BreakoutUp_20D | buy | 2 | 100% | 100% | — | +10.4% | 0% | 0 | ○ building sample (2/5) |
| RallySell_BearTrend | sell | 2 | 0% | — | — | — | 0% | 0 | ○ building sample (2/5) |
| AnticipationUp_VCP | buy | 1 | 100% | 100% | — | -1.6% | 0% | 0 | ○ building sample (1/5) |
| ContinuationLiteUp | sell | 1 | 0% | — | — | — | 0% | 0 | ○ building sample (1/5) |
| NoSignal | sell | 1 | 0% | 100% | — | — | 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) — 48 cases , median would-have 1W move +1.5% → verdict: cost
- Optional trims not taken — 67 cases , median would-have 1W move -0.1% → verdict: cost
- Anticipate slot (pre-breakout buy-stop) — 26 cases , median would-have 1W move -4.8% → verdict: saved
Counterfactuals are advisory evidence for the book's learnings reviews — never blended into the calibration cells.