When is the best time to trade ADA? Five years of backtested signals reveal the optimal entry windows by hour and day of week.
vr (volume ratio) field already captures this — a future engine gate could use it.
All statistics are computed from the Daily Engine's 5-year backtest: 3,453 simulated trades from March 12, 2021 to March 12, 2026. Each trade is assigned to a 4-hour CST window and day of week corresponding to its entry timestamp. A trade is counted as a "win" if its realized PnL is positive (TP hit or profitable exit), and a "loss" otherwise (SL hit or negative exit). The two rightmost columns (6 PM and 10 PM) represent the previous calendar day in CST — e.g., the "Monday 6 PM" cell contains trades that entered Monday at 6 PM CST (which is Tuesday 00:00 UTC).
Win rates use the Wilson score interval at the 95% confidence level (z = 1.96), which outperforms the naive normal approximation for small sample sizes. The formula is:
center = (p + z²/2n) / (1 + z²/n)
spread = z × √((p(1-p) + z²/4n) / n) / (1 + z²/n)
Where p = observed proportion, n = sample size, z = 1.96.
Cell color intensity reflects win rate relative to the overall baseline of 63.8%. Cells significantly above baseline appear green; cells near or below baseline shift toward amber and red. The color scale is continuous, not discrete — the legend shows approximate ranges.
All 42 cells (7 days × 6 buckets) contain at least 56 trades, exceeding the 30-trade minimum threshold for reliable Wilson intervals. No cells are excluded or masked.
This heatmap does not account for market regime, score tier, signal type, or direction. A "high WR" cell may be driven entirely by favorable market conditions during the backtest period rather than a persistent structural edge. Cross-reference with the Oracle's regime detection and tier system before using timing data for trade decisions.