Hit-rate por detector
Desenlace histórico de las señales por detector y horizonte. n = muestra evaluable; con n bajo el ratio es ruido (lo decide el consumidor).
| Detector | Horizonte | Hit-rate | n | Retorno medio |
|---|---|---|---|---|
| Catalyst | 24h | 6% | 17 | -1.79% |
| Catalyst | 72h | 33% | 15 | -4.64% |
| Correlation Breaker | 72h | 9% | 35 | -4.44% |
| Correlation Breaker | 7d | 10% | 29 | -1.79% |
| Open Interest | 24h | 4% | 24 | -3.16% |
| Open Interest | 72h | 4% | 24 | -6.67% |
| Sector Rotation | 7d | 0% | 5 | -4.19% |
| Sector Rotation | 30d | 33% | 3 | +4.59% |
| Volume Spike | 24h | 38% | 16 | -4.76% |
| Volume Spike | 72h | 44% | 16 | -8.06% |