Price
—
—
Result
Percentage
—
Signal
—
Source
—
Price & Bollinger Band
BB Upper
BB Mid
BB Lower
Backtest
When threshold is set, percentage ≥ threshold rounds to 1 (buy all), otherwise 0 (sell all). Set to Off to use the raw model output.
Strategy
—
Buy & hold
—
Max DD
—
Sharpe
—
Trades
—
Prediction Score History (Backtest)
Raw σ(μ)
Effective (after threshold)
Threshold
Sigmoid of the model's μ output across the backtest window. When a threshold is active, values ≥ threshold round to 1, otherwise 0.