Institutional metrics
dir_mr — directional construct: an entry is taken when a directional signal is confirmed by a mean-reversion regime filter; the position exits on an opposing signal, a regime flip, or a hold timeout.
swing — standalone mean-reversion construct: entry on a swing turn, exit on the opposite swing or an opposing directional signal.
Both are composite constructs built from several proprietary models (the underlying models are not disclosed). This is one usage-case version — e.g. a market-making adverse-selection defense layer.
next_bar_acc — direction accuracy of Δprice on the next bar after entry (1 bar, not the full trade). WR (trades) — share of profitable trades from entry to exit. Raw IC = Spearman(signal, forward return). Partial IC = incremental IC over momentum (≈0 → momentum proxy, >0 → independent edge).
All P&L, bps and Sharpe figures are GROSS (no fees/slippage) and INFORMATIONAL ONLY. This is a real-time proof-of-concept (POC) demonstration, intended for institutional users — not investment or trading advice.