{
  "reportTitle": "GFWS Signal Track Record — Directional Reaction Methodology",
  "generatedAt": "2026-06-27T09:33:06Z",
  "availableHistoryStart": "2026-05-02T00:00:00Z",
  "dataCut": "2026-06-27T09:33:06Z",
  "scope": "All available timestamped LONG PREDICTION signals in GFWS 21, with repeated alerts merged into continuous setup episodes.",
  "summary": {
    "timestampedAlerts": 695,
    "uniqueSetupEpisodes": 338,
    "dataAvailable": 338,
    "fullyEvaluatedSetups": 290,
    "pendingEvaluationWindows": 48,
    "correctDirectionalReactions": 269,
    "closedWindowDirectionalReactionRatePct": 92.76,
    "closedWindowCi95LowPct": 89.18,
    "closedWindowCi95HighPct": 95.22,
    "correctReactionsObservedSoFar": 305,
    "observedDirectionalReactionRatePct": 90.24
  },
  "timeframes": [
    {
      "timeframe": "15M",
      "evaluationWindow": "1 day",
      "setups": 63,
      "correctReactionsObservedSoFar": 60,
      "observedDirectionalReactionRatePct": 95.24,
      "fullyEvaluatedSetups": 56,
      "correctReactionsInClosedWindows": 53,
      "closedWindowDirectionalReactionRatePct": 94.64,
      "pendingEvaluationWindows": 7
    },
    {
      "timeframe": "1H",
      "evaluationWindow": "3 days",
      "setups": 157,
      "correctReactionsObservedSoFar": 144,
      "observedDirectionalReactionRatePct": 91.72,
      "fullyEvaluatedSetups": 153,
      "correctReactionsInClosedWindows": 140,
      "closedWindowDirectionalReactionRatePct": 91.5,
      "pendingEvaluationWindows": 4
    },
    {
      "timeframe": "4H",
      "evaluationWindow": "10 days",
      "setups": 99,
      "correctReactionsObservedSoFar": 87,
      "observedDirectionalReactionRatePct": 87.88,
      "fullyEvaluatedSetups": 81,
      "correctReactionsInClosedWindows": 76,
      "closedWindowDirectionalReactionRatePct": 93.83,
      "pendingEvaluationWindows": 18
    },
    {
      "timeframe": "1D",
      "evaluationWindow": "90 days",
      "setups": 19,
      "correctReactionsObservedSoFar": 14,
      "observedDirectionalReactionRatePct": 73.68,
      "fullyEvaluatedSetups": 0,
      "correctReactionsInClosedWindows": 0,
      "closedWindowDirectionalReactionRatePct": null,
      "pendingEvaluationWindows": 19,
      "note": "No 90-day evaluation window had fully elapsed at the audit cut-off."
    }
  ],
  "engineVersions": {
    "legacyBeforeDetectorV2": {
      "setups": 326,
      "observedDirectionalReactionRatePct": 89.88,
      "closedWindowDirectionalReactionRatePct": 92.68
    },
    "detectorV2Onward": {
      "setups": 12,
      "observedDirectionalReactionRatePct": 100.0,
      "fullyEvaluatedSetups": 3,
      "closedWindowDirectionalReactionRatePct": 100.0,
      "note": "The current-engine sample is still too small for a stable comparison."
    }
  },
  "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.",
    "maturity": "The 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. It does not model entry timing, exits, stop-losses, spread, fees, slippage, leverage, position sizing or overlapping exposure."
  }
}