When does each strategy perform best?
Compare economic conditions, actual currency behaviour and mechanical strategy outcomes without changing any trading rules. This workspace will publish results only after reproducible historical research.
Historical performance by economic environment has not been established. Nothing on this page authorises strategy switching or changes ALBR/ALSTR execution.
1. Choose a market window
Different horizons answer different questions. A completed period can explain the past; only information available before a trade may be used to evaluate a predictive filter.
Trailing 5 completed trading days
Week to date · descriptive
Previous completed ISO week
Month to date · descriptive
Previous completed calendar month
Trailing three completed months
Previous completed calendar quarter
2. Three independent evidence layers
Market behaviour
Pair return, volatility, range and trend persistence
Economic environment
As-of macro releases, revisions and relative factor evidence
Strategy outcomes
Unchanged ALBR/ALSTR trade ledgers, net R and drawdowns
3. Strategy environment profiles
Future reports will compare unchanged mechanical results across independently defined market and economic regimes, with trade counts, net expectancy, uncertainty and out-of-sample evidence.
EUR/USD · GBP/USD
Environment advantage: not evaluated
No strategy activation recommendation
View original strategy →GBP/JPY
Environment advantage: not evaluated
No strategy activation recommendation
View original strategy →Research controls and publication requirements
Point-in-time macro availability, completed trailing windows, candle quality, strategy-rule versions, realistic costs, chronological out-of-sample tests and sample-size uncertainty are mandatory. Correlation is not proof of causation. Future activation policies require separate approval.
Methodology: docs/ENVIRONMENT_ATTRIBUTION_SPEC.md in the repository.