{
  "schemaVersion": 1,
  "id": "monthly-directional-reaction-audit-202609",
  "label": "September 2026 monthly audit",
  "month": "2026-09",
  "kind": "monthly",
  "immutableSnapshot": true,
  "generatedAt": "2026-10-04T11:07:27.368163Z",
  "dataCut": "2026-10-04T11:07:27.368163Z",
  "dataCutLabel": "4 October 2026",
  "period": "1 September 2026 → 30 September 2026",
  "periodStart": "2026-09-01T00:00:00Z",
  "periodEnd": "2026-09-30T23:59:59.999999Z",
  "signalSource": "history_api_limit_1000_per_pair",
  "scope": "Timestamped LONG PREDICTION/BINGO signals whose setup episode begins inside the audited calendar month.",
  "summary": {
    "uniqueSetupEpisodes": 372,
    "dataAvailable": 372,
    "fullyEvaluatedSetups": 336,
    "pendingEvaluationWindows": 36,
    "correctDirectionalReactions": 323,
    "closedWindowDirectionalReactionRatePct": 96.13,
    "closedWindowCi95LowPct": 93.49,
    "closedWindowCi95HighPct": 97.73,
    "correctReactionsObservedSoFar": 356,
    "observedDirectionalReactionRatePct": 95.7,
    "medianMaxReactionPct": 3.003,
    "timestampedAlerts": 1190
  },
  "timeframes": [
    {
      "timeframe": "15M",
      "evaluationWindow": "1 day",
      "setups": 116,
      "dataAvailable": 116,
      "correctReactionsObservedSoFar": 111,
      "observedDirectionalReactionRatePct": 95.69,
      "fullyEvaluatedSetups": 116,
      "correctReactionsInClosedWindows": 111,
      "closedWindowDirectionalReactionRatePct": 95.69,
      "pendingEvaluationWindows": 0
    },
    {
      "timeframe": "1H",
      "evaluationWindow": "3 days",
      "setups": 172,
      "dataAvailable": 172,
      "correctReactionsObservedSoFar": 165,
      "observedDirectionalReactionRatePct": 95.93,
      "fullyEvaluatedSetups": 172,
      "correctReactionsInClosedWindows": 165,
      "closedWindowDirectionalReactionRatePct": 95.93,
      "pendingEvaluationWindows": 0
    },
    {
      "timeframe": "4H",
      "evaluationWindow": "10 days",
      "setups": 63,
      "dataAvailable": 63,
      "correctReactionsObservedSoFar": 60,
      "observedDirectionalReactionRatePct": 95.24,
      "fullyEvaluatedSetups": 48,
      "correctReactionsInClosedWindows": 47,
      "closedWindowDirectionalReactionRatePct": 97.92,
      "pendingEvaluationWindows": 15
    },
    {
      "timeframe": "1D",
      "evaluationWindow": "90 days",
      "setups": 21,
      "dataAvailable": 21,
      "correctReactionsObservedSoFar": 20,
      "observedDirectionalReactionRatePct": 95.24,
      "fullyEvaluatedSetups": 0,
      "correctReactionsInClosedWindows": 0,
      "closedWindowDirectionalReactionRatePct": null,
      "pendingEvaluationWindows": 21
    }
  ],
  "markets": [
    {
      "market": "crypto",
      "setups": 146,
      "dataAvailable": 146,
      "correctReactionsObservedSoFar": 141,
      "observedDirectionalReactionRatePct": 96.58,
      "fullyEvaluatedSetups": 130,
      "correctReactionsInClosedWindows": 126,
      "closedWindowDirectionalReactionRatePct": 96.92,
      "pendingEvaluationWindows": 16
    },
    {
      "market": "stocks",
      "setups": 73,
      "dataAvailable": 73,
      "correctReactionsObservedSoFar": 72,
      "observedDirectionalReactionRatePct": 98.63,
      "fullyEvaluatedSetups": 70,
      "correctReactionsInClosedWindows": 69,
      "closedWindowDirectionalReactionRatePct": 98.57,
      "pendingEvaluationWindows": 3
    },
    {
      "market": "futures",
      "setups": 65,
      "dataAvailable": 65,
      "correctReactionsObservedSoFar": 59,
      "observedDirectionalReactionRatePct": 90.77,
      "fullyEvaluatedSetups": 56,
      "correctReactionsInClosedWindows": 52,
      "closedWindowDirectionalReactionRatePct": 92.86,
      "pendingEvaluationWindows": 9
    },
    {
      "market": "commodities",
      "setups": 39,
      "dataAvailable": 39,
      "correctReactionsObservedSoFar": 37,
      "observedDirectionalReactionRatePct": 94.87,
      "fullyEvaluatedSetups": 36,
      "correctReactionsInClosedWindows": 34,
      "closedWindowDirectionalReactionRatePct": 94.44,
      "pendingEvaluationWindows": 3
    },
    {
      "market": "etf",
      "setups": 32,
      "dataAvailable": 32,
      "correctReactionsObservedSoFar": 31,
      "observedDirectionalReactionRatePct": 96.88,
      "fullyEvaluatedSetups": 30,
      "correctReactionsInClosedWindows": 29,
      "closedWindowDirectionalReactionRatePct": 96.67,
      "pendingEvaluationWindows": 2
    },
    {
      "market": "forex",
      "setups": 10,
      "dataAvailable": 10,
      "correctReactionsObservedSoFar": 9,
      "observedDirectionalReactionRatePct": 90.0,
      "fullyEvaluatedSetups": 9,
      "correctReactionsInClosedWindows": 8,
      "closedWindowDirectionalReactionRatePct": 88.89,
      "pendingEvaluationWindows": 1
    },
    {
      "market": "indices",
      "setups": 7,
      "dataAvailable": 7,
      "correctReactionsObservedSoFar": 7,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 5,
      "correctReactionsInClosedWindows": 5,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "pendingEvaluationWindows": 2
    }
  ],
  "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-2026-09.json"
}