Track Record
Validation Archive
Live out-of-sample results and backtested regime validation.
T+5 BRIER
0.234
0.234 [0.206–0.261]
Fair calibration
n=34T+5 WIN RATE
+14.7%
14.7% [6.4%–30.1%]
vs 50% random baseline
n=34T+20 BRIER
—
— [0.000–0.000]
Awaiting T+5 validation
n=0T+20 WIN RATE
—
—% [0.0%–0.0%]
Awaiting validation
n=0Sample size note: 34 validated calls since May 2026. Statistical significance for win rate estimates typically requires ~200 calls. The Brier score is informative at smaller sample sizes — it measures calibration quality, not just directional accuracy.
Cumulative T+5 Log-Return (%)
Max DD: -1.2%Rolling 10-Call Brier Score
Accuracy by Regime Type · T5
| PAIR | Risk-On | Risk-Off | Transitional |
|---|---|---|---|
| EUR/USD | — | — | 0.0% [0.0%–25.9%]n=11 |
| USD/JPY | — | 0.0% [0.0%–39.0%]n=6 | 50.0% [18.8%–81.2%]n=6 |
| USD/INR | — | — | 18.2% [5.1%–47.7%]n=11 |
| ALL | — | 0.0% [0.0%–39.0%]n=6 | 17.9% [7.9%–35.6%]n=28 |
Accuracy by Regime Type · T20
| PAIR | Risk-On | Risk-Off | Transitional |
|---|---|---|---|
| EUR/USD | — | — | — |
| USD/JPY | — | — | — |
| USD/INR | — | — | — |
| ALL | — | — | — |
Per-Pair Breakdown
| PAIR | T+5 WIN | T+5 BRIER | T+5 90D | T+5 N | T+20 WIN | T+20 BRIER | T+20 90D | T+20 N |
|---|---|---|---|---|---|---|---|---|
| EUR/USD | +0.0% | 0.203 | 0.0% | n=11 | — | — | — | n=0 |
| USD/JPY | +25.0% | 0.281 | 25.0% | n=12 | — | — | — | n=0 |
| USD/INR | +18.2% | 0.213 | 18.2% | n=11 | — | — | — | n=0 |
| ALL | +14.7% | 0.234 | 14.7% | n=34 | — | — | — | n=0 |
Validation History — T+5 / T+20
| DATE | PAIR | PRED | T+5 RET | T+5 OUT | T+5 BRIER | T+20 RET | T+20 OUT | T+20 BRIER |
|---|---|---|---|---|---|---|---|---|
| 2026-05-17 | USD/JPY | BEARISH | +22.3 | WRONG | 0.346 | — | — | — |
| 2026-05-17 | USD/INR | BEARISH | -35.7 | CORRECT | 0.281 | — | — | — |
| 2026-05-17 | EUR/USD | BEARISH | -8.7 | WRONG | 0.221 | — | — | — |
| 2026-05-15 | USD/JPY | BEARISH | +27.4 | WRONG | 0.343 | — | — | — |
| 2026-05-15 | USD/INR | BEARISH | -24.5 | CORRECT | 0.281 | — | — | — |
| 2026-05-15 | EUR/USD | BEARISH | -17.1 | WRONG | 0.221 | — | — | — |
| 2026-05-14 | USD/JPY | BEARISH | +36.9 | WRONG | 0.342 | — | — | — |
| 2026-05-14 | USD/INR | BEARISH | +51.1 | WRONG | 0.221 | — | — | — |
| 2026-05-14 | EUR/USD | BEARISH | -37.5 | WRONG | 0.221 | — | — | — |
| 2026-05-13 | USD/JPY | BEARISH | +67.1 | WRONG | 0.335 | — | — | — |
| 2026-05-13 | USD/INR | BEARISH | +116.8 | WRONG | 0.221 | — | — | — |
| 2026-05-13 | EUR/USD | BEARISH | -75.4 | WRONG | 0.221 | — | — | — |
| 2026-05-12 | USD/JPY | BEARISH | +86.5 | WRONG | 0.336 | — | — | — |
| 2026-05-12 | USD/INR | BEARISH | +93.6 | WRONG | 0.221 | — | — | — |
| 2026-05-12 | EUR/USD | BEARISH | -112.1 | WRONG | 0.221 | — | — | — |
| 2026-05-11 | USD/JPY | BEARISH | +102.7 | WRONG | 0.335 | — | — | — |
| 2026-05-10 | USD/JPY | BEARISH | +120.7 | WRONG | 0.336 | — | — | — |
| 2026-05-10 | USD/INR | BEARISH | +151.1 | WRONG | 0.221 | — | — | — |
| 2026-05-10 | EUR/USD | BEARISH | -123.0 | WRONG | 0.221 | — | — | — |
| 2026-05-08 | USD/JPY | BEARISH | +0.0 | NEUTRAL | 0.001 | — | — | — |
| 2026-05-08 | USD/INR | BULLISH | +0.0 | NEUTRAL | 0.001 | — | — | — |
| 2026-05-08 | EUR/USD | NEUTRAL | +0.0 | NEUTRAL | 0.001 | — | — | — |
| 2026-05-07 | USD/JPY | BEARISH | +7.2 | WRONG | 0.221 | — | — | — |
| 2026-05-07 | USD/INR | BULLISH | -14.6 | WRONG | 0.221 | — | — | — |
| 2026-05-07 | EUR/USD | BEARISH | +35.9 | WRONG | 0.221 | — | — | — |
| 2026-05-06 | USD/JPY | BEARISH | -67.2 | CORRECT | 0.281 | — | — | — |
| 2026-05-06 | USD/INR | BULLISH | -75.2 | WRONG | 0.221 | — | — | — |
| 2026-05-06 | EUR/USD | BEARISH | +62.9 | WRONG | 0.221 | — | — | — |
| 2026-05-05 | USD/JPY | BEARISH | -36.5 | CORRECT | 0.281 | — | — | — |
| 2026-05-05 | USD/INR | BULLISH | -83.2 | WRONG | 0.221 | — | — | — |
| 2026-05-05 | EUR/USD | BEARISH | +83.2 | WRONG | 0.221 | — | — | — |
| 2026-05-04 | USD/JPY | NEUTRAL | -14.4 | WRONG | 0.221 | — | — | — |
| 2026-05-04 | USD/INR | BULLISH | -45.7 | WRONG | 0.221 | — | — | — |
| 2026-05-04 | EUR/USD | BEARISH | +53.6 | WRONG | 0.221 | — | — | — |
| 2026-05-01 | USD/JPY | BEARISH | -22.8 | CORRECT | 0.281 | — | — | — |
| 2026-05-01 | USD/INR | BULLISH | -30.6 | WRONG | 0.221 | — | — | — |
| 2026-05-01 | EUR/USD | BEARISH | +51.5 | WRONG | 0.221 | — | — | — |
T+5 AND T+20 DIRECTIONAL OUTCOMES. RETURNS ARE LOG-RETURNS IN BASIS POINTS RELATIVE TO CALL DIRECTION. RESEARCH ONLY — NOT INVESTMENT ADVICE.