{
  "schemaVersion": 1,
  "id": "incremental-directional-reaction-audit-20260731",
  "label": "July 2026 incremental audit",
  "month": "2026-07",
  "kind": "transition",
  "immutableSnapshot": true,
  "generatedAt": "2026-07-31T13:47:52.868039Z",
  "dataCut": "2026-07-31T13:47:52.868039Z",
  "dataCutLabel": "31 July 2026",
  "period": "27 June 2026 → 31 July 2026",
  "periodStart": "2026-06-27T09:33:06Z",
  "periodEnd": "2026-07-31T13:47:52.868039Z",
  "scope": "Timestamped LONG PREDICTION/BINGO signals in GFWS 21 after the original beta data cut, with repeated alerts merged into continuous setup episodes.",
  "summary": {
    "timestampedAlerts": 176,
    "uniqueSetupEpisodes": 98,
    "dataAvailable": 97,
    "fullyEvaluatedSetups": 85,
    "pendingEvaluationWindows": 12,
    "correctDirectionalReactions": 83,
    "closedWindowDirectionalReactionRatePct": 97.65,
    "closedWindowCi95LowPct": 91.82,
    "closedWindowCi95HighPct": 99.35,
    "correctReactionsObservedSoFar": 94,
    "observedDirectionalReactionRatePct": 96.91,
    "medianMaxReactionPct": 3.0546
  },
  "timeframes": [
    {
      "timeframe": "15M",
      "evaluationWindow": "1 day",
      "setups": 5,
      "dataAvailable": 5,
      "correctReactionsObservedSoFar": 5,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 5,
      "correctReactionsInClosedWindows": 5,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 0
    },
    {
      "timeframe": "1H",
      "evaluationWindow": "3 days",
      "setups": 61,
      "dataAvailable": 60,
      "correctReactionsObservedSoFar": 59,
      "observedDirectionalReactionRatePct": 98.33,
      "fullyEvaluatedSetups": 55,
      "correctReactionsInClosedWindows": 54,
      "closedWindowDirectionalReactionRatePct": 98.18,
      "pendingEvaluationWindows": 5
    },
    {
      "timeframe": "4H",
      "evaluationWindow": "10 days",
      "setups": 31,
      "dataAvailable": 31,
      "correctReactionsObservedSoFar": 30,
      "observedDirectionalReactionRatePct": 96.77,
      "fullyEvaluatedSetups": 25,
      "correctReactionsInClosedWindows": 24,
      "closedWindowDirectionalReactionRatePct": 96.0,
      "pendingEvaluationWindows": 6
    },
    {
      "timeframe": "1D",
      "evaluationWindow": "90 days",
      "setups": 1,
      "dataAvailable": 1,
      "correctReactionsObservedSoFar": 0,
      "observedDirectionalReactionRatePct": 0.0,
      "fullyEvaluatedSetups": 0,
      "correctReactionsInClosedWindows": 0,
      "closedWindowDirectionalReactionRatePct": null,
      "pendingEvaluationWindows": 1,
      "note": "The 90-day evaluation window had not elapsed at the audit cut-off."
    }
  ],
  "markets": [
    {
      "market": "crypto",
      "setups": 68,
      "fullyEvaluatedSetups": 62,
      "correctReactionsInClosedWindows": 62,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 6
    },
    {
      "market": "futures",
      "setups": 10,
      "fullyEvaluatedSetups": 8,
      "correctReactionsInClosedWindows": 8,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 2
    },
    {
      "market": "forex",
      "setups": 8,
      "fullyEvaluatedSetups": 6,
      "correctReactionsInClosedWindows": 5,
      "closedWindowDirectionalReactionRatePct": 83.33,
      "pendingEvaluationWindows": 2
    },
    {
      "market": "commodities",
      "setups": 6,
      "fullyEvaluatedSetups": 4,
      "correctReactionsInClosedWindows": 3,
      "closedWindowDirectionalReactionRatePct": 75.0,
      "pendingEvaluationWindows": 2
    },
    {
      "market": "indices",
      "setups": 3,
      "fullyEvaluatedSetups": 2,
      "correctReactionsInClosedWindows": 2,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 0
    },
    {
      "market": "stocks",
      "setups": 3,
      "fullyEvaluatedSetups": 3,
      "correctReactionsInClosedWindows": 3,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 0
    }
  ],
  "methodology": {
    "successDefinition": "For a LONG signal, a directional reaction occurs when a future market high trades strictly above the recorded signal reference price before the timeframe-specific evaluation window expires.",
    "evaluationWindows": {
      "15M": "1 day",
      "1H": "3 days",
      "4H": "10 days",
      "1D": "90 days"
    },
    "referencePrice": "The first recorded PREDICTION timestamp and reference price define the setup episode.",
    "deduplication": "Repeated alerts for one continuing instrument, timeframe and direction are merged into a single setup episode.",
    "lookAheadProtection": "Only market bars beginning after the recorded signal timestamp are used. Price movement before the alert is excluded.",
    "maturity": "Each headline rate includes only setups whose complete evaluation window had elapsed. Pending setups are reported separately.",
    "interpretation": "This is a signal-reaction record, not an executed portfolio track record or trading win rate. GFWS identifies market situations and directional reactions. It does not decide entries, exits, stop-losses, leverage, position sizing or money management for users."
  },
  "downloadHref": "/data/audits/gfws-signal-audit-2026-07.json"
}