# Signal stats — do entry conditions predict win/loss? (2026-07-26)

Entry-time `SignalSnapshot` fields correlated against each trade's eventual P&L. MAE/MFE are deliberately excluded — they describe what happened AFTER entry, not something known before the buy (docs/METRICS.md's own separate diagnostic pair). Read-only, no journal write, no network calls — this only re-reads `data/trades.jsonl`.

## All strategies pooled (23 trades)

| Feature | n | corr with P&L (r) | mean · winners | mean · losers | winner−loser |
|---|---|---|---|---|---|
| RSI(14) | 0 | – | – | – | – |
| RSI(2) | 0 | – | – | – | – |
| % change today | 0 | – | – | – | – |
| % from MA50 | 0 | – | – | – | – |
| % from MA200 | 0 | – | – | – | – |
| MA50 slope % | 0 | – | – | – | – |
| ATR % of price | 0 | – | – | – | – |
| Relative volume | 0 | – | – | – | – |

`r` ranges −1..+1 — closer to either end means the entry value and the trade's eventual P&L move together (or apart) fairly consistently across this sample; near 0 means this feature alone doesn't distinguish winners from losers here. `winner−loser` is the same idea in the feature's own units.

## orb-v1 (20 trades)

| Feature | n | corr with P&L (r) | mean · winners | mean · losers | winner−loser |
|---|---|---|---|---|---|
| RSI(14) | 0 | – | – | – | – |
| RSI(2) | 0 | – | – | – | – |
| % change today | 0 | – | – | – | – |
| % from MA50 | 0 | – | – | – | – |
| % from MA200 | 0 | – | – | – | – |
| MA50 slope % | 0 | – | – | – | – |
| ATR % of price | 0 | – | – | – | – |
| Relative volume | 0 | – | – | – | – |

`r` ranges −1..+1 — closer to either end means the entry value and the trade's eventual P&L move together (or apart) fairly consistently across this sample; near 0 means this feature alone doesn't distinguish winners from losers here. `winner−loser` is the same idea in the feature's own units.

## vwap-mr-v1 (3 trades)

> ⚠️ Only 3 trades — this is anecdote, not evidence (docs/METRICS.md rule #5). Numbers below are shown for visibility only.

| Feature | n | corr with P&L (r) | mean · winners | mean · losers | winner−loser |
|---|---|---|---|---|---|
| RSI(14) | 0 | – | – | – | – |
| RSI(2) | 0 | – | – | – | – |
| % change today | 0 | – | – | – | – |
| % from MA50 | 0 | – | – | – | – |
| % from MA200 | 0 | – | – | – | – |
| MA50 slope % | 0 | – | – | – | – |
| ATR % of price | 0 | – | – | – | – |
| Relative volume | 0 | – | – | – | – |

`r` ranges −1..+1 — closer to either end means the entry value and the trade's eventual P&L move together (or apart) fairly consistently across this sample; near 0 means this feature alone doesn't distinguish winners from losers here. `winner−loser` is the same idea in the feature's own units.