Evidence by cohort
Signal performance laboratory
Fixed-horizon outcomes grouped without removing failures. Medians reduce outlier distortion; MAE and drawdown expose risk that a headline win rate can hide.
Signal set
Sample
72
Win rate
29.17%
Median return
-1.31%
Median excess
-0.86%
Median MFE
+1.33%
Median MAE
-2.28%
Cohort drawdown
-10.12%
Evidence
30+ sample
8 Sept 2026 to 18 Sept 2026Regime benchmark: Nifty 500
| Algorithm | Sample | Win rate | Median return | Median excess | MFE | MAE | Drawdown | Evidence |
|---|---|---|---|---|---|---|---|---|
| technical-ledger-v1 | 72 | 29.17% | -1.31% | -0.86% | +1.33% | -2.28% | -10.12% | 30+ sample |
Returns: Median is used for return, excess return, MFE, and MAE to reduce outlier distortion. Return greater than 0% at the selected fixed horizon.
Drawdown: Signals from the same publication date are equal-weighted as one cohort, then cohort returns are compounded chronologically.
Market regime: Bullish, bearish, or sideways uses the benchmark close versus its trailing 50-session average and trailing 20-session return, using only data available by publication day.
Sample discipline: Groups below 10 outcomes are insufficient; 10-29 are early evidence; 30 or more are established samples, not proof of future performance.