Transition Detection Rate vs Baseline
CORE FINDING
After FXDPRO detects a correlation shift event, how much more likely is a significant price move compared to a random 4-hour window?
Detection Rate vs Baseline — ETHUSD (4h window)
Event Study: Price Movement Before & After Transition Alert
EVENT STUDY
Average absolute price change (%) at each hour relative to the transition detection event (t=0). If the curve rises sharply after t=0, it confirms the alert precedes market movement.
ETHUSD — Avg Absolute Move (%)
BTCUSD — Avg Absolute Move (%)
Shift Count → Detection Rate
INTENSITY ANALYSIS
Higher simultaneous shift counts correlate with higher transition probability. This validates the Turning Zone Score weighting.
Simultaneous Correlation Shifts → 4h ≥0.5% Move Rate (BTCUSD)
Volatility Response Curve
THRESHOLDS
Probability of a move exceeding each threshold within 4 hours of a transition alert (BTCUSD).
Move Threshold → Detection Rate (%)
Full Detection Rate Table
Detection rate (%) by symbol, horizon, and move threshold. Baseline shown for 4h window.
Research Methodology:
This analysis uses N days of historical data from FXDPRO's live collection system.
A "Transition Candidate" is defined as a 30-minute window where ≥N correlation pairs shifted simultaneously.
Total candidates: N.
Baseline is calculated from random 4-hour windows in the same period, excluding event windows.
All results are based on actual collected data — not simulated or backtested.
Past detection rates do not guarantee future performance.