Grade v2: WR + Trend + Move Cleanliness

228K trades, 1-min MAE (9:30-9:45), 12 months data — April 11, 2026

Total Trades

227,666

CLEAN WR

79.3%

MAE ≥ -0.25%

DEEP_SQUEEZE WR

20.5%

MAE < -1.5%

Delta (CLEAN - DEEP)

+58.8pp

#1 factor in system

KEY: Чистота хода (MAE) = сильнейший фактор. Разница 59pp между CLEAN и DEEP_SQUEEZE — больше чем regime (15-20pp) или stock phase (30pp).

WR by Move Type (все трейды)

CLEAN (≥-0.25%)

MINOR_DIP (-0.25...-0.75%)

SQUEEZE (-0.75...-1.5%)

DEEP (<-1.5%)

Move Type	MAE Range	N	% of All	WR
CLEAN	≥ -0.25%	54,824	24.1%	79.3%
MINOR_DIP	-0.25% to -0.75%	62,503	27.5%	56.8%
SQUEEZE	-0.75% to -1.5%	51,317	22.5%	39.0%
DEEP_SQUEEZE	< -1.5%	59,022	25.9%	20.5%

Setups by Cleanliness (sorted by %CLEAN)

Setup	N	WR	%CLEAN	Stars	med MAE	WR if CLEAN	Move Distribution

Grade v2 System

Letter (by WR)

Grade	Intraday WR	Swing WR
A	≥70%	≥55%
B	55-70%	50-55%
C	45-55%	45-50%
F/TRAP	<45% / ≤35%	<45% / ≤35%

Suffix (by trend)

Suffix	Rare (5yr)	Frequent (12M)
↑	WR_1yr > WR_5yr +3pp	WR_3m > WR_12m +5pp
(none)	within ±3pp	within ±5pp
↓	WR_1yr < WR_5yr -3pp	WR_3m < WR_12m -5pp

Sizing Formula

final_size = base(letter) × trend_mod(+/-) × clean_mod(★)

Пример: A↑ ★★★ = 1.5 × 2.0 × 1.3 = 3.9x (max confidence)
Пример: B↓ ★ = 1.0 × 0.7 × 0.7 = 0.49x (almost skip)