Confidence measures how decisive a signal is — not a probability of success. It combines two factors:
- Threshold distance — How far the composite score exceeds the ±0.10 buy/sell threshold. A score of +0.50 is more decisive than +0.12.
- Module agreement — What percentage of the 41 modules voted the same direction. 85% agreement is more decisive than 62%.
The final confidence is: threshold_distance × (0.5 + 0.5 × agreement_ratio), scaled to 0–100%.
0–15%
Near noise. Borderline setup — barely cleared threshold with weak agreement.
15–40%
Low conviction. Signal passed gates but with modest margin. Size smaller.
40–70%
Moderate conviction. Solid threshold clearance and reasonable agreement.
70–100%
High conviction. Strong threshold clearance + broad module consensus.
Important: A 5% confidence signal barely cleared the decision threshold — it's a weak, borderline call. A 15% signal is still low conviction but has slightly more margin. Neither should be treated as high-conviction trades. Confidence does not mean "probability of profit" — it reflects signal decisiveness.