foxalgoRecord
89.4% headline hit rate across 321,865 backfilled calls. This is a BACKFILL, not a live-tracked record — see the note below.
Measured odds. No trade calls. what this means →
This is a backfill, not a live record
This page is a rules-based backfill: the published rule replayed over 2010–2026 history (RTY from 2017-07). It is not a record of calls published before their outcomes. Live, timestamped calls are graded separately: see Live calibration below, and /ranges.
How the rule and tiers were set
The target and invalidation distances and the tier cutoffs are product design choices fixed before publication. They are not discoveries about the market, they were not fitted to outcomes, and we do not claim they are optimal. Given the rule, what we measure and publish is calibration: probabilities are fit on the years before Y and applied to year Y, then the stated probability is compared with what actually happened, per tier.
The rule
At TF-bar close t: range_N = max(High,N)-min(Low,N) over last N TF bars. position = (Close_t - min(Low,N))/range_N. prior_move_atr = (Close_t - Close_(t-N)) / mean(High-Low,N). Extreme-high setup (position>=0.97, prior_move_atr>=+0.50) -> CALL UP (continuation). Extreme-low setup (position<=0.03, prior_move_atr<=-0.50) -> CALL DOWN. Winning lookback: N=40.
ASYMMETRIC RACE, v3. HIT = a later TF bar's High/Low TOUCHES entry +/- d_target*ATR_N(t). MISS = a later TF bar's CLOSE is beyond entry -/+ d_inv*ATR_N(t). HIT has precedence over MISS within the same bar. Neither within 40 periods -> EXPIRED (reported separately, excluded from the odds fit).
Bars compose on the 18:00 ET session grid (Sunday 18:00 through Friday 17:00 ET, with a daily 17:00-18:00 ET halt).
EXPIRED (neither target nor invalidation hit within the 40-period cap): 0.002% of calls (7) — excluded from the odds fit and from every tier's hit rate.
Live — calls published before their outcome
Live calibration, by tier
Every live call we published, graded against the probability it stated at publication. That probability is frozen when the call goes out and never recomputed. A call counts only if it was published before the bar that decided it closed; calls published after their outcome stay visible on their own pages but are not counted here.
Since 2026-09-01 (first counted call): 1,354 resolved calls.
Until 2026-09-29 15:16 UTC our live engine could build a longer-timeframe bar before it was complete, so some calls were opened on a price that was 15 to 30 minutes old. Those calls stay visible on their own pages, marked with a flag, but they are not counted in the numbers here. Every call published since the fix is counted as before.
Including calls from the period when bars were composed early (until 2026-09-29 15:16 UTC), kept for the record. Back to counted calls only
| tier | stated | actual | gap | 95% interval | n | calibration |
|---|---|---|---|---|---|---|
| S | 89.5% | 91.9% | +2.5 pp | 90.4–93.3% | 1,328 | stated rate outside the interval |
| A | 85.1% | 88.5% | +3.3 pp | 71.0–96.0% | 26 | not enough data yet (n < 30) |
| B | — | — | — | — | 0 | — |
Actual = HIT / (HIT + MISS); expired calls are excluded, as in the backfill. The 95% interval is a Wilson score interval on the actual rate. Tiers with fewer than 30 resolved calls are marked not enough data yet.
Backfill — the rule replayed over history, not live calls
Stated vs. actual, by tier
| tier | stated | actual | gap | n | reportable |
|---|---|---|---|---|---|
| A | 84.4% | 86.4% | +2.01 pp | 80,856 | yes |
| B | 80.4% | 82.8% | +2.47 pp | 6,204 | yes |
| D | 76.0% | 82.8% | +6.81 pp | 2,162 | yes |
| S | 89.9% | 90.8% | +0.90 pp | 232,643 | yes |
Stated vs. actual, by year
| year | stated | actual | gap | n | reportable |
|---|---|---|---|---|---|
| 2011 | 85.8% | 88.3% | +2.55 pp | 16,882 | yes |
| 2012 | 87.3% | 88.2% | +0.88 pp | 13,950 | yes |
| 2013 | 87.7% | 86.7% | -1.03 pp | 13,768 | yes |
| 2014 | 87.6% | 87.4% | -0.19 pp | 14,072 | yes |
| 2015 | 87.8% | 88.7% | +0.89 pp | 14,043 | yes |
| 2016 | 87.8% | 88.7% | +0.99 pp | 16,904 | yes |
| 2017 | 87.8% | 87.6% | -0.20 pp | 16,678 | yes |
| 2018 | 88.0% | 89.8% | +1.87 pp | 22,502 | yes |
| 2019 | 88.2% | 89.2% | +0.97 pp | 19,596 | yes |
| 2020 | 88.0% | 90.2% | +2.18 pp | 23,478 | yes |
| 2021 | 88.7% | 90.3% | +1.61 pp | 24,629 | yes |
| 2022 | 89.0% | 89.6% | +0.52 pp | 26,299 | yes |
| 2023 | 88.8% | 90.1% | +1.23 pp | 26,207 | yes |
| 2024 | 88.8% | 89.9% | +1.07 pp | 28,028 | yes |
| 2025 | 88.9% | 91.1% | +2.19 pp | 26,999 | yes |
| 2026 | 89.1% | 91.9% | +2.80 pp | 17,830 | yes |
Stated vs. actual, by market
| market | stated | actual | gap | n | reportable |
|---|---|---|---|---|---|
| CL | 88.0% | 89.5% | +1.49 pp | 46,030 | yes |
| ES | 88.3% | 89.6% | +1.30 pp | 64,564 | yes |
| GC | 88.1% | 90.4% | +2.30 pp | 36,731 | yes |
| NQ | 88.2% | 89.6% | +1.44 pp | 72,302 | yes |
| RTY | 88.5% | 88.6% | +0.15 pp | 40,988 | yes |
| YM | 88.2% | 89.0% | +0.89 pp | 61,250 | yes |
Stated vs. actual, by timeframe
| TF | stated | actual | gap | n | reportable |
|---|---|---|---|---|---|
| 15m | 87.5% | 89.0% | +1.47 pp | 99,892 | yes |
| 30m | 88.3% | 89.3% | +0.99 pp | 52,613 | yes |
| 45m | 88.9% | 90.0% | +1.10 pp | 38,402 | yes |
| 60m | 88.4% | 89.6% | +1.16 pp | 30,002 | yes |
| 75m | 88.5% | 90.2% | +1.69 pp | 25,392 | yes |
| 90m | 88.0% | 89.6% | +1.63 pp | 22,091 | yes |
| 105m | 89.1% | 90.1% | +1.00 pp | 20,212 | yes |
| 120m | 88.4% | 89.1% | +0.65 pp | 18,001 | yes |
| 150m | 89.1% | 90.0% | +0.95 pp | 15,260 | yes |
Payoff
What the published rule actually pays, per call, gross of costs: a hit realizes exactly the target (+0.05 ATR), a miss realizes the deciding close. High hit rate, small wins, larger losses — the expected value is slightly negative, and a call only breaks even above the win rate in the last column. Spread and commission make it worse.
| tier | win % | payoff (avg win / avg loss) | EV/call (ATR, gross) | break-even win % |
|---|---|---|---|---|
| overall | 89.4% | 0.075 | -0.027 | 93.0% |
| A | 86.4% | 0.077 | -0.046 | 92.9% |
| B | 82.8% | 0.068 | -0.084 | 93.6% |
| D | 84.9% | 0.082 | -0.050 | 92.5% |
| S | 90.8% | 0.074 | -0.017 | 93.1% |
Fixed-horizon side number
1-period close-vs-entry outcome, reported ALONGSIDE the v3 asymmetric-race status (target touch / invalidation close) -- 'hit is not whether it paid'. Independent field, not a substitute for the main HIT/MISS/EXPIRED status.
| tier | 1-period rate | n |
|---|---|---|
| A | 45.0% | 76,839 |
| B | 44.6% | 5,778 |
| D | 41.8% | 9,906 |
| S | 48.6% | 227,459 |
Download
Every backfilled call, unfiltered: record-backfill.csv (17.7 MB, CSV)
All times are US Eastern (ET). "date" is when the call became known: the close of the trigger bar, whose closing price is the entry. "resolved" is the close of the bar that decided HIT or MISS.
By market, year by year
Stated vs. actual hit rate for tiers S, A and B, year by year for each market. This is a rules-based backfill, not the live record.
ES
ES: 89.7% actual vs. 88.4% stated (+1.3 pp) across 64,117 calls
NQ
NQ: 89.7% actual vs. 88.3% stated (+1.4 pp) across 71,752 calls
YM
YM: 89.1% actual vs. 88.2% stated (+0.9 pp) across 60,767 calls
RTY
RTY: 88.7% actual vs. 88.5% stated (+0.2 pp) across 40,960 calls
GC
GC: 90.5% actual vs. 88.2% stated (+2.3 pp) across 36,459 calls
CL
CL: 89.5% actual vs. 88.1% stated (+1.4 pp) across 45,648 calls