All Posts (Page 25)

The SupRes position manager is a structure-aware approach to trade management that sets stop losses and take profit targets relative to identified support and resistance levels rather than fixed pip values or ATR multiples. In darwintIQ, it is one of four position manager types available to trading models, and it tends to perform best when price structure is well-defined.

The KS statistic, derived from the Kolmogorov-Smirnov test, measures the degree to which a trading model's observed return distribution matches a reference distribution. In darwintIQ, it is one of several distribution-comparison metrics used to detect whether a model's live behaviour has shifted away from what was seen during evaluation.

Exposure measures the proportion of time a trading model holds open positions, reflecting its selectivity and the risk profile that comes with constant versus selective market presence. High exposure absorbs more overnight risk and market noise; low exposure trades less but may generate cleaner signals. In darwintIQ, exposure sits in the performance dashboard where it helps characterise a model's trading personality alongside return consistency and drawdown.

Markets do not always fit neatly into trending or ranging categories. Mixed and unstable regimes describe the transitional and erratic conditions where the structural character of price action is unclear. These are the environments where the majority of trading models lose the edge they had in cleaner conditions. In darwintIQ, regime classification distinguishes between Trend Dominant, Range Dominant, Mixed, and Unstable states, giving a realistic view of when a model is and is not operating in its intended environment.

Population Stability Index (PSI) measures how much a trading model's return distribution has shifted from its validated baseline, using a bin-by-bin comparison that detects gradual drift across the full range of outcomes. Borrowed from credit risk modelling, it provides interpretable thresholds and complements the KS statistic, Wasserstein Distance, and Jensen-Shannon Divergence in darwintIQ's distribution similarity assessment.