SPEC-EAV-001 v0.2 · Layer L1 Entry logic
L-02 Performance dispersion by regime
Reference output only. This item is presented, never judged — judging the merit of entry logic would break P-01.
L-02 classifies trending and ranging intervals and presents the distribution of results within each. It is presented, not judged.
What it examines
Result distribution within classified market regimes.
How it is computed
Classify trending and ranging intervals; present the P/L distribution for each.
Judgment states
| Pass | The structure is observed and meets the threshold. |
|---|---|
| Caution | The structure is observed but sits at the boundary of the threshold. Evidence figures are presented alongside. |
| Defect | The structure is not observed, or clearly falls outside the threshold. |
| Not judgeable | The required input data is absent. Marked distinctly from a pass. |
Threshold
Not fixed. Determined from calibration data. See SPEC-EAV-001 §11.
Basis
Jung Chunghwa, FX Market Structure and Systematic Trading (2026), ISBN 979-11-220192-1-6. Research note R-001, Structural problems of EA-based systematic trading (2026-08-20).
Questions this item answers
- How does my EA perform in ranging versus trending markets?
Related items
Related terminology
Revision · SPEC-EAV-001 v0.2 · 2026-08-21