{
  "schemaVersion": 1,
  "id": "monthly-directional-reaction-audit-202608",
  "label": "August 2026 monthly audit",
  "month": "2026-08",
  "kind": "monthly",
  "immutableSnapshot": true,
  "generatedAt": "2026-09-04T09:39:29.394722Z",
  "dataCut": "2026-09-04T09:39:29.394722Z",
  "dataCutLabel": "4 September 2026",
  "period": "1 August 2026 → 31 August 2026",
  "periodStart": "2026-08-01T00:00:00Z",
  "periodEnd": "2026-08-31T23:59:59.999999Z",
  "signalSource": "history_api_limit_1000_per_pair",
  "scope": "Timestamped LONG PREDICTION/BINGO signals whose setup episode begins inside the audited calendar month.",
  "summary": {
    "uniqueSetupEpisodes": 211,
    "dataAvailable": 211,
    "fullyEvaluatedSetups": 197,
    "pendingEvaluationWindows": 14,
    "correctDirectionalReactions": 183,
    "closedWindowDirectionalReactionRatePct": 92.89,
    "closedWindowCi95LowPct": 88.43,
    "closedWindowCi95HighPct": 95.72,
    "correctReactionsObservedSoFar": 197,
    "observedDirectionalReactionRatePct": 93.36,
    "medianMaxReactionPct": 1.6428,
    "timestampedAlerts": 453
  },
  "timeframes": [
    {
      "timeframe": "15M",
      "evaluationWindow": "1 day",
      "setups": 52,
      "dataAvailable": 52,
      "correctReactionsObservedSoFar": 47,
      "observedDirectionalReactionRatePct": 90.38,
      "fullyEvaluatedSetups": 52,
      "correctReactionsInClosedWindows": 47,
      "closedWindowDirectionalReactionRatePct": 90.38,
      "pendingEvaluationWindows": 0
    },
    {
      "timeframe": "1H",
      "evaluationWindow": "3 days",
      "setups": 112,
      "dataAvailable": 112,
      "correctReactionsObservedSoFar": 107,
      "observedDirectionalReactionRatePct": 95.54,
      "fullyEvaluatedSetups": 112,
      "correctReactionsInClosedWindows": 107,
      "closedWindowDirectionalReactionRatePct": 95.54,
      "pendingEvaluationWindows": 0
    },
    {
      "timeframe": "4H",
      "evaluationWindow": "10 days",
      "setups": 41,
      "dataAvailable": 41,
      "correctReactionsObservedSoFar": 37,
      "observedDirectionalReactionRatePct": 90.24,
      "fullyEvaluatedSetups": 33,
      "correctReactionsInClosedWindows": 29,
      "closedWindowDirectionalReactionRatePct": 87.88,
      "pendingEvaluationWindows": 8
    },
    {
      "timeframe": "1D",
      "evaluationWindow": "90 days",
      "setups": 6,
      "dataAvailable": 6,
      "correctReactionsObservedSoFar": 6,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 0,
      "correctReactionsInClosedWindows": 0,
      "closedWindowDirectionalReactionRatePct": null,
      "pendingEvaluationWindows": 6
    }
  ],
  "markets": [
    {
      "market": "crypto",
      "setups": 109,
      "dataAvailable": 109,
      "correctReactionsObservedSoFar": 102,
      "observedDirectionalReactionRatePct": 93.58,
      "fullyEvaluatedSetups": 102,
      "correctReactionsInClosedWindows": 95,
      "closedWindowDirectionalReactionRatePct": 93.14,
      "pendingEvaluationWindows": 7
    },
    {
      "market": "futures",
      "setups": 48,
      "dataAvailable": 48,
      "correctReactionsObservedSoFar": 41,
      "observedDirectionalReactionRatePct": 85.42,
      "fullyEvaluatedSetups": 45,
      "correctReactionsInClosedWindows": 38,
      "closedWindowDirectionalReactionRatePct": 84.44,
      "pendingEvaluationWindows": 3
    },
    {
      "market": "stocks",
      "setups": 16,
      "dataAvailable": 16,
      "correctReactionsObservedSoFar": 16,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 15,
      "correctReactionsInClosedWindows": 15,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 1
    },
    {
      "market": "forex",
      "setups": 12,
      "dataAvailable": 12,
      "correctReactionsObservedSoFar": 12,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 10,
      "correctReactionsInClosedWindows": 10,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 2
    },
    {
      "market": "commodities",
      "setups": 9,
      "dataAvailable": 9,
      "correctReactionsObservedSoFar": 9,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 9,
      "correctReactionsInClosedWindows": 9,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 0
    },
    {
      "market": "etf",
      "setups": 9,
      "dataAvailable": 9,
      "correctReactionsObservedSoFar": 9,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 8,
      "correctReactionsInClosedWindows": 8,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 1
    },
    {
      "market": "indices",
      "setups": 8,
      "dataAvailable": 8,
      "correctReactionsObservedSoFar": 8,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 8,
      "correctReactionsInClosedWindows": 8,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 0
    }
  ],
  "dataWarnings": [],
  "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 at or 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-2026-08.json"
}