> ## Documentation Index
> Fetch the complete documentation index at: https://docs.worthcall.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Edge Analytics

> Validates whether ensemble scoring produces real edge.

# Edge Analytics (`/edge`)

Answers the question: is the ensemble actually making you money, or is it noise?

## Edge Score Card

Composite metrics:

* **Sharpe ratio** — risk-adjusted return
* **Sortino ratio** — downside-adjusted return
* **Profit factor** — gross wins / gross losses
* **Max drawdown** — worst peak-to-trough decline
* **Expectancy** — average dollars won per trade
* **Edge score** — composite of all metrics

## Equity Curve

Cumulative R-multiple over time from ensemble-scored trades. Trending up = edge is real.

## Rolling Metrics

Time-series chart of rolling win rate, Sharpe, and avg R. Helps identify periods where the edge weakened.

## Feature Attribution

Which features predict winners? Splits trades on each feature's median and compares win rates:

* Features with significant lift are marked **SIG**
* Helps you understand what the models are actually keying on

## Walk-Forward Validation

The gold standard for edge validation:

1. Split history into train/test windows
2. Optimize weights on training data
3. Test on out-of-sample data
4. Repeat across multiple windows

If out-of-sample performance holds up, the edge is real and not overfit.