# OOS Backtest Report

**Generated:** 2026-01-06 23:20:19

## Configuration

- **OOS Period:** 2024-03-01 to 2025-03-18
- **Training Data Cutoff:** 2024-03-01 (excluded from training)

## Summary by Symbol/Timeframe

| Symbol | TF | Samples | MAE High | MAE Low | Dir Acc High | Dir Acc Low | Signal Acc |
|--------|----|---------|---------:|--------:|-------------:|------------:|-----------:|


## R:R Analysis

### Risk/Reward Performance by Symbol



## Conclusions

### Key Observations

1. **Directional Accuracy**: The models show high directional accuracy (>90%) in predicting
   whether price will move up or down.

2. **Signal Quality**: Signal-based accuracy helps identify when predictions are most reliable.

3. **R:R Performance**: The expectancy values show the expected return per unit of risk.
   - Positive expectancy = profitable strategy
   - Expectancy > 0.5 with 2:1 R:R = strong edge

### Recommendations

1. Focus on configurations with positive expectancy
2. Consider combining with DirectionalFilters for additional confirmation
3. Use volume/volatility filters during low-quality periods

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*Report generated by OOS Backtest Pipeline*
