Inconclusive · Instruments & watchlist · 2026-09-06
Per-instrument pattern stats for the app (125-143 'masters')
What this means
The per-stock win rates once shown in the app mixed timeframes and strategy versions. For example, MSFT showed 70.6% on 15m, 1h and 4h alike, while one of its saved samples gives 121 of 229, or 52.8%. The build script itself says they are not comparable. They have since been replaced by stats from the 1h filter-off sweep and should not be cited.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not tested: mixed timeframes and strategy versions; replaced in the app | ||
| 1-hour | Not tested: mixed timeframes and strategy versions; replaced in the app | ||
| 4-hour | Not tested: mixed timeframes and strategy versions; replaced in the app | ||
| Daily | Not tested: mixed timeframes and strategy versions; replaced in the app | ||
- Hypothesis
- Per-ticker, per-pattern win rates from TradingView are good enough to show users and rank instruments.
- Method
- Scraped Strategy Tester results per alert instrument on mixed timeframes (1W/1D/1h), older strategy versions, averaged across timeframes.
- Result
- File exists (143 tickers) but mixes timeframes and versions; e.g. MSFT 70.6% used for 15m/1h/4h; MSFT 121/229 = 52.8%, not 70.6%. Replaced in the app by stats from the 1h filter-off sweep.
- How much to trust it
- Low: build script itself says it is 'not comparable'
- Did it change the live rule?
- fed the app's displayed instrument stats until replaced by build_app_instrument_stats.py
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).