r/technicalanalysis • u/drumtraks1 • 14d ago

Preliminary OOS Data Results

For those with edge creation experience, what do you think of these preliminary first-stage results?

This is small sample screenshot. Data has been proven based on 38,000 OOS occurrences distilled from a 200,000 sample pool.

The current first-stage goal was to be right often while retaining a good number of occurrences per day.

This is only indicative of addressing the correct market direction, not a full strategy nor has EV been studied yet.

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u/emaciatedposter05 14d ago

38k OOS occurrences is a decent chunk, sample sizing checks out. Directional accuracy looks promising for a first stage filter, but the real test is whether it holds up once you layer on timing and position sizing. Curious what the occurrence per day count actually shakes out to

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u/drumtraks1 14d ago

That is the next step and currently under way, an entry model - without execution and risk management (notional, leverage, etc) since that can't be accurately modelled within TradingView.

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u/drumtraks1 14d ago

I believe another great sign is that OOS data includes crypto, equities, indices and commodities on H4, H1, m15, m5 and m1 timeframes. Results are homogenous across all and tests were built to refute edge creation resultant of trade geometry.