V8 Signal Analysis Findings
6-month backtest (Jul-Dec 2025), 1,099 trades, 7.6% WR, -0.003% avg PnL.
Statistically Significant
| Signal |
Finding |
p-value |
| Taker ratio <= 50% at entry |
Higher MFE (+0.037%) — inverted signal |
p<0.05 |
| News attention z 1-2 |
11.3% WR / 0.233% MFE vs 6.1% baseline |
p=0.033 |
| CVD divergence at exit |
10.8% WR vs 7.0% without |
p=0.064 |
Directional (not significant)
- Downtrend days: 10.9% WR (counter-trend bounces)
- HTF neutral: 5.5% WR (worst — skip candidate)
- Day open proximity: 12.1% WR (best key level, small n)
- 20:00-24:00 UTC session: 10.5% WR (best session)
No Signal
CVD direction at entry (p=0.85), CVD divergence at entry (p=0.96), key level breach (p=0.53)
Structural
- 81% of exits are trailing stops
- Trailing stop avg MFE giveback: 0.188%
- Signals differentiate WR and MFE, NOT loss magnitude (-0.003% avg across all buckets)
Signal Exit Evaluator Results
Hard exit rules identify 24% of trailing stop exits where stop destroys most value:
- Signal-fire trades: 28.4% WR, 0.455% MFE
- Never-signal trades: 1.4% WR, 0.087% MFE
- Signal fires median 15 candles before trailing stop
- When activated: signal exits lose 6.7x less per trade than trailing stop