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Win Rate Calculation Methodology

Updated 2026-05-25 · /learn/win-rate-method

Used by: Block 4 — Strategy Fitness Scorecard

What this means

Win rate on M2M signals is calculated from the scorecards table, which logs every signal's outcome on standardized terms: did the trade hit its stated 1R target before its stated stop? Win rates are filtered by regime profile (regime label + GEX band + VIX band) to produce conditional win rates. Sample sizes (n) are always displayed alongside win rates so the trader can assess statistical reliability.

What good looks like

A win rate of 62% with n = 41 in a clearly defined regime. This is a high-confidence edge worth sizing up on.

What not good looks like

A win rate of 80% with n = 5. The win rate looks great but the sample is too small to act on. Wait for more data.