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Setup Analysis

Setup Analysis is the backtest and calibration dashboard for Nocterm’s pattern detector. A sortable stats table breaks every pattern down by timeframe and direction - total setups, wins, losses, win rate, EV, expectancy, and confluence - and a set of views slices the same data by calibration, volume, alignment, and regime. A Classic/Reclassified lens, CSV export, and a one-click Apply Top Patterns turn the analysis into settings.

Where: Setup AnalysisTier: Trader
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Screenshot needed
id: analysis-setup-analysis

The Setup Analysis stats table with per-pattern win rate, EV, and expectancy

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The core is a sortable table: one row per pattern / timeframe / direction, with the counts that matter - how many setups fired, how many won and lost, the win rate, expected value, expectancy, and a confluence score. Sort by any column to find what actually pays.

Around the table sit views that ask different questions. Calibration compares predicted vs actual probability of reaching the target before the stop; EV Calibration does the same for expected value. Confluence and Volume condition performance on those factors, the Alignment Matrix maps trend agreement, and Breakdown splits results by regime, alignment, Hurst, and fit quality. The Reclassified vs Classic lens toggles between the textbook reading of a pattern and its empirically reclassified play.

  1. Open Setup Analysis and read the stats table. Sort by Win rate or EV to surface the strongest setups.

  2. Switch views to pressure-test a pattern - check Calibration to see if its predicted odds hold up, and Breakdown to see which regimes it works in.

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    Screenshot needed
    id: analysis-setup-analysis-views

    Switching between Analysis, Calibration, Confluence, and Breakdown views

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  3. Toggle the Reclassified / Classic lens to compare the textbook reading against the empirical play.

  4. Export CSV to dig in offline, or hit Apply Top Patterns to enable only the best performers by win % and EV.

ViewWhat it answers
AnalysisThe per-pattern stats table
CalibrationPredicted vs actual P(target before stop)
EV CalibrationPredicted vs actual expected value
ConfluencePerformance conditioned on confluence
VolumePerformance conditioned on volume
Alignment MatrixHow trend alignment maps to results
BreakdownSplits by regime, alignment, Hurst, and fit quality