{
  "schemaVersion": 1,
  "id": "monthly-directional-reaction-audit-202610",
  "label": "October 2026 monthly audit",
  "month": "2026-10",
  "kind": "monthly",
  "immutableSnapshot": true,
  "generatedAt": "2026-11-04T12:59:58.795305Z",
  "dataCut": "2026-11-04T12:59:58.795305Z",
  "dataCutLabel": "4 November 2026",
  "period": "1 October 2026 → 31 October 2026",
  "periodStart": "2026-10-01T00:00:00Z",
  "periodEnd": "2026-10-31T23:59:59.999999Z",
  "signalSource": "history_api_limit_1000_per_pair",
  "scope": "Timestamped LONG PREDICTION/BINGO signals whose setup episode begins inside the audited calendar month.",
  "summary": {
    "uniqueSetupEpisodes": 578,
    "dataAvailable": 578,
    "fullyEvaluatedSetups": 548,
    "pendingEvaluationWindows": 30,
    "correctDirectionalReactions": 517,
    "closedWindowDirectionalReactionRatePct": 94.34,
    "closedWindowCi95LowPct": 92.08,
    "closedWindowCi95HighPct": 95.99,
    "correctReactionsObservedSoFar": 545,
    "observedDirectionalReactionRatePct": 94.29,
    "medianMaxReactionPct": 1.2253,
    "timestampedAlerts": 1432
  },
  "timeframes": [
    {
      "timeframe": "15M",
      "evaluationWindow": "1 day",
      "setups": 305,
      "dataAvailable": 305,
      "correctReactionsObservedSoFar": 290,
      "observedDirectionalReactionRatePct": 95.08,
      "fullyEvaluatedSetups": 305,
      "correctReactionsInClosedWindows": 290,
      "closedWindowDirectionalReactionRatePct": 95.08,
      "pendingEvaluationWindows": 0
    },
    {
      "timeframe": "1H",
      "evaluationWindow": "3 days",
      "setups": 195,
      "dataAvailable": 195,
      "correctReactionsObservedSoFar": 183,
      "observedDirectionalReactionRatePct": 93.85,
      "fullyEvaluatedSetups": 195,
      "correctReactionsInClosedWindows": 183,
      "closedWindowDirectionalReactionRatePct": 93.85,
      "pendingEvaluationWindows": 0
    },
    {
      "timeframe": "4H",
      "evaluationWindow": "10 days",
      "setups": 66,
      "dataAvailable": 66,
      "correctReactionsObservedSoFar": 61,
      "observedDirectionalReactionRatePct": 92.42,
      "fullyEvaluatedSetups": 48,
      "correctReactionsInClosedWindows": 44,
      "closedWindowDirectionalReactionRatePct": 91.67,
      "pendingEvaluationWindows": 18
    },
    {
      "timeframe": "1D",
      "evaluationWindow": "90 days",
      "setups": 12,
      "dataAvailable": 12,
      "correctReactionsObservedSoFar": 11,
      "observedDirectionalReactionRatePct": 91.67,
      "fullyEvaluatedSetups": 0,
      "correctReactionsInClosedWindows": 0,
      "closedWindowDirectionalReactionRatePct": null,
      "pendingEvaluationWindows": 12
    }
  ],
  "markets": [
    {
      "market": "crypto",
      "setups": 255,
      "dataAvailable": 255,
      "correctReactionsObservedSoFar": 242,
      "observedDirectionalReactionRatePct": 94.9,
      "fullyEvaluatedSetups": 243,
      "correctReactionsInClosedWindows": 232,
      "closedWindowDirectionalReactionRatePct": 95.47,
      "pendingEvaluationWindows": 12
    },
    {
      "market": "futures",
      "setups": 124,
      "dataAvailable": 124,
      "correctReactionsObservedSoFar": 119,
      "observedDirectionalReactionRatePct": 95.97,
      "fullyEvaluatedSetups": 118,
      "correctReactionsInClosedWindows": 113,
      "closedWindowDirectionalReactionRatePct": 95.76,
      "pendingEvaluationWindows": 6
    },
    {
      "market": "stocks",
      "setups": 88,
      "dataAvailable": 88,
      "correctReactionsObservedSoFar": 79,
      "observedDirectionalReactionRatePct": 89.77,
      "fullyEvaluatedSetups": 84,
      "correctReactionsInClosedWindows": 75,
      "closedWindowDirectionalReactionRatePct": 89.29,
      "pendingEvaluationWindows": 4
    },
    {
      "market": "etf",
      "setups": 42,
      "dataAvailable": 42,
      "correctReactionsObservedSoFar": 40,
      "observedDirectionalReactionRatePct": 95.24,
      "fullyEvaluatedSetups": 40,
      "correctReactionsInClosedWindows": 38,
      "closedWindowDirectionalReactionRatePct": 95.0,
      "pendingEvaluationWindows": 2
    },
    {
      "market": "commodities",
      "setups": 41,
      "dataAvailable": 41,
      "correctReactionsObservedSoFar": 40,
      "observedDirectionalReactionRatePct": 97.56,
      "fullyEvaluatedSetups": 38,
      "correctReactionsInClosedWindows": 37,
      "closedWindowDirectionalReactionRatePct": 97.37,
      "pendingEvaluationWindows": 3
    },
    {
      "market": "forex",
      "setups": 20,
      "dataAvailable": 20,
      "correctReactionsObservedSoFar": 18,
      "observedDirectionalReactionRatePct": 90.0,
      "fullyEvaluatedSetups": 18,
      "correctReactionsInClosedWindows": 16,
      "closedWindowDirectionalReactionRatePct": 88.89,
      "pendingEvaluationWindows": 2
    },
    {
      "market": "indices",
      "setups": 8,
      "dataAvailable": 8,
      "correctReactionsObservedSoFar": 7,
      "observedDirectionalReactionRatePct": 87.5,
      "fullyEvaluatedSetups": 7,
      "correctReactionsInClosedWindows": 6,
      "closedWindowDirectionalReactionRatePct": 85.71,
      "pendingEvaluationWindows": 1
    }
  ],
  "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-2026-10.json"
}