{
  "generatedAt": "2026-10-17T14:05:30.794Z",
  "split": "train: resolved before 2026-09-02, test: last 45 days",
  "traders": 132,
  "skipped": 168,
  "skippedWhy": {
    "noTrain": 118,
    "noTest": 50
  },
  "caveat": "Pool selected on current leaderboards (survivorship bias toward recent winners); signals are compared relatively.",
  "signals": {
    "Edge Score (sign-randomization)": {
      "spearman": 0.176,
      "quintileMeanTestRoi": [
        -0.005,
        0.205,
        0.055,
        0.133,
        0.024
      ],
      "topMinusBottom": 0.029,
      "ci95": [
        -0.08,
        0.131
      ],
      "bootstrapPNotPositive": 0.318
    },
    "Calibrated-null z": {
      "spearman": -0.04,
      "quintileMeanTestRoi": [
        -0.007,
        0.061,
        0.364,
        0.077,
        -0.074
      ],
      "topMinusBottom": -0.067,
      "ci95": [
        -0.178,
        0.047
      ],
      "bootstrapPNotPositive": 0.868
    },
    "Calibrated-null z, shrunk": {
      "spearman": -0.032,
      "quintileMeanTestRoi": [
        -0.008,
        0.077,
        0.345,
        0.067,
        -0.063
      ],
      "topMinusBottom": -0.056,
      "ci95": [
        -0.162,
        0.044
      ],
      "bootstrapPNotPositive": 0.85
    },
    "Train ROI": {
      "spearman": -0.086,
      "quintileMeanTestRoi": [
        0.019,
        0.27,
        0.149,
        0.04,
        -0.059
      ],
      "topMinusBottom": -0.078,
      "ci95": [
        -0.198,
        0.044
      ],
      "bootstrapPNotPositive": 0.901
    },
    "Edge Score, closed only": {
      "spearman": 0.176,
      "quintileMeanTestRoi": [
        -0.005,
        0.205,
        0.055,
        0.133,
        0.024
      ],
      "topMinusBottom": 0.029,
      "ci95": [
        -0.08,
        0.131
      ],
      "bootstrapPNotPositive": 0.318
    },
    "Calibrated z shrunk, closed only": {
      "spearman": 0.098,
      "quintileMeanTestRoi": [
        0.236,
        0.042,
        0.019,
        0.046,
        0.065
      ],
      "topMinusBottom": -0.17,
      "ci95": [
        -0.649,
        0.121
      ],
      "bootstrapPNotPositive": 0.653
    },
    "Raw PnL (what competitors rank by)": {
      "spearman": -0.045,
      "quintileMeanTestRoi": [
        -0.008,
        0.081,
        0.321,
        0.026,
        -0.007
      ],
      "topMinusBottom": 0.001,
      "ci95": [
        -0.135,
        0.138
      ],
      "bootstrapPNotPositive": 0.532
    },
    "Win rate": {
      "spearman": 0.062,
      "quintileMeanTestRoi": [
        0.205,
        0.069,
        0.049,
        0.079,
        0.01
      ],
      "topMinusBottom": -0.195,
      "ci95": [
        -0.721,
        0.136
      ],
      "bootstrapPNotPositive": 0.725
    },
    "Old star formula": {
      "spearman": 0.221,
      "quintileMeanTestRoi": [
        -0.063,
        0.03,
        0.303,
        0.018,
        0.116
      ],
      "topMinusBottom": 0.179,
      "ci95": [
        0.062,
        0.303
      ],
      "bootstrapPNotPositive": 0.001
    },
    "· component: log resolved count": {
      "spearman": 0.141,
      "quintileMeanTestRoi": [
        -0.019,
        0.059,
        0.071,
        0.24,
        0.057
      ],
      "topMinusBottom": 0.076,
      "ci95": [
        -0.053,
        0.221
      ],
      "bootstrapPNotPositive": 0.122
    },
    "· component: stats ROI": {
      "spearman": 0.056,
      "quintileMeanTestRoi": [
        0.236,
        0.017,
        0.08,
        0.014,
        0.061
      ],
      "topMinusBottom": -0.175,
      "ci95": [
        -0.67,
        0.122
      ],
      "bootstrapPNotPositive": 0.7085
    },
    "· component: stats win rate": {
      "spearman": 0.254,
      "quintileMeanTestRoi": [
        -0.082,
        0.289,
        0.076,
        0.052,
        0.072
      ],
      "topMinusBottom": 0.154,
      "ci95": [
        0.032,
        0.267
      ],
      "bootstrapPNotPositive": 0.003
    },
    "· component: profit factor": {
      "spearman": 0.13,
      "quintileMeanTestRoi": [
        -0.006,
        0.265,
        0.021,
        0.073,
        0.056
      ],
      "topMinusBottom": 0.061,
      "ci95": [
        -0.059,
        0.191
      ],
      "bootstrapPNotPositive": 0.1635
    }
  },
  "byLabel": {
    "proven": {
      "traders": 62,
      "meanTestRoi": 0.071,
      "positiveShare": 0.71
    },
    "promising": {
      "traders": 22,
      "meanTestRoi": 0.018,
      "positiveShare": 0.591
    },
    "luck": {
      "traders": 35,
      "meanTestRoi": 0.224,
      "positiveShare": 0.629
    },
    "insufficient": {
      "traders": 13,
      "meanTestRoi": -0.146,
      "positiveShare": 0.231
    }
  },
  "persistence": {
    "eligible": 118,
    "provenInTrain": 59,
    "stillProvenOutOfSample": 8,
    "rate": 0.136,
    "baseRateProven": 0.119
  }
}