The reading layer

Base rates and sample sizes

All through the reading layer, CutlassEdge answers one question: when the market has been in a spot like this before, what tended to happen next? The What happened next panel turns that into numbers, called base rates. This page is about what those numbers are, and just as important, what they are not.

History, not a signal

That is not our phrase for this guide. It is printed right on the panel. Every base rate CutlassEdge shows is a frequency from the past: out of the matching days in the history you have loaded, how often a given outcome followed. It is a record of what has happened, not a forecast of what will. Markets change, and a rate that held for years can stop holding. Read these as context, not as a call to act.

Computed from your own data, never invented

CutlassEdge does not show rounded-off rules of thumb or marketing statistics. Every number is computed, on your own machine, from the actual historical sessions you have loaded. Load more history and the numbers refine. They are only ever as good as the data behind them. This is also why you will not find a headline "success rate" anywhere in the app: there is no such single number to honestly print.

Why the sample size sits next to every number

A rate means little until you know how many cases it came from. As an illustrative example, "3 out of 3" is not the same as "180 out of 250," even though the first looks like a perfect 100 percent. So every base rate carries its sample, the count it was drawn from, shown as X of Y. And CutlassEdge guards against thin samples three ways:

  • It matches the rows to today. You see rates only for situations that fit the current day's own facts, not a generic list.
  • It warns on small history. When there is not much matching data, the panel says so ("Small history: load more sessions before trusting these numbers") and dims the thin rows.
  • It refuses false precision. For a very small count it shows the plain count and holds back the percentage bar, because a full bar on "3 of 3" would imply a confidence that three days cannot earn.
DisclosureStatistics shown are computed from historical market data and describe the past. Hypothetical or historical results have inherent limitations. They do not represent actual trading, are prepared with the benefit of hindsight, and do not reflect real conditions such as slippage, fees, and liquidity. No representation is made that any account will or is likely to achieve similar results. Sample sizes are shown because small samples mislead.

How to weigh a small sample

When a row is dimmed or the panel warns you, take the number lightly, and load more history if you can so the sample grows. A high rate off a handful of days is a curiosity, not evidence. A moderate rate off a few hundred days is worth respecting. The sample size is how you tell those apart, which is the whole reason it is always on screen.

The whole reading layer runs on this

Day-type follow-through, poor-high repair, naked-POC revisits, gap fills: all of it is the same kind of number, computed the same honest way, each with its sample beside it. So whenever another page here says something "tends to" happen, this panel is where you check how often, on your own data, it actually has.