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 | 3% | 30 | -0.44% |
| Catalyst | 72h | 27% | 30 | -1.06% |
| Correlation Breaker | 72h | 12% | 58 | -4.55% |
| Correlation Breaker | 7d | 12% | 58 | -4.94% |
| Open Interest | 24h | 21% | 52 | -1.45% |
| Open Interest | 72h | 29% | 45 | -6.57% |
| Sector Rotation | 7d | 9% | 11 | -8.63% |
| Sector Rotation | 30d | 40% | 5 | -1.15% |
| Volume Spike | 24h | 41% | 56 | +0.55% |
| Volume Spike | 72h | 48% | 25 | -7.85% |