TRADERSNAV

Adaptive Weight Calibration

Self-adjusting indicator weights based on performance

Indicator Weights
Regime Multipliers
How Adaptive Calibration Works

Monthly Auto-Calibration: Every 1st of the month at 3:00 AM, the system analyzes the last 30 days of closed signals and adjusts weights automatically.

Performance Scoring: Each indicator is scored 0-100 based on win rate (50%), expectancy (50%), and average R-multiple contribution.

Weight Adjustments:

  • Score 70+: Weight boosted by 20%
  • Score 50-69: Weight maintained at 100%
  • Score 30-49: Weight reduced by 20%
  • Score <30: Weight reduced by 40%

Regime Adaptation: Weights are further adjusted based on the current market regime to optimize for trending vs ranging vs volatile conditions.