# Signal stats — do entry conditions predict win/loss? (live-1, 2026-08-17)

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/live-1/trades.jsonl`.

## qsr (12 trades)

> ⚠️ Only 12 trades, below the 20-trade minimum (docs/METRICS.md rule #1) — treat everything below as a hypothesis to keep watching, not a result to act on.

| Feature | n | corr with P&L (r) | mean · winners | mean · losers | winner−loser |
|---|---|---|---|---|---|
| Gap from signal close | 12 | -0.786 | -0.74 | 1.54 | -2.27 |
| % since open at entry | 12 | 0.782 | 0.74 | -1.51 | 2.26 |
| Relative volume | 12 | 0.445 | 0.47 | 0.16 | 0.31 |
| ATR % of price | 12 | 0.358 | 4.26 | 2.80 | 1.46 |
| Minutes since open at entry | 12 | 0.339 | 84.27 | 53.00 | 31.27 |
| % change today | 12 | 0.320 | 3.27 | -0.22 | 3.49 |
| RSI(14) | 12 | 0.194 | 42.56 | 39.22 | 3.34 |
| RSI(2) | 12 | 0.134 | 49.21 | 35.23 | 13.98 |
| MA50 slope % | 12 | 0.094 | -0.45 | -0.72 | 0.28 |
| % from MA200 | 12 | -0.042 | 3.95 | 4.05 | -0.10 |
| % from MA50 | 12 | -0.022 | -5.49 | -4.35 | -1.14 |

`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.

- **Market regime (SPY vs MA200):** bull 12 trades, 92% win, 3.21% avg · bear 0 trades, –% win, –% avg