Campaign Analytics
Deep dive into campaign performance and edge drivers
Campaign Health Scorecard
Expectancy
Win Rate
Payoff Ratio
Profit Factor
Right Tail Presence
Executive Insight
Campaign performance remains strongly positive despite a sub-30% win rate due to a 1.06× payoff ratio and -1.14R realized expectancy per campaign. Returns are moderate — the top campaign alone generated 0.0% of total R, confirming significant right-tail dependence. Expansion regime setups deliver -1.00R avg per campaign and represent the primary edge. Structural Invalidation remains the dominant failure mode and should be monitored closely to protect expectancy.
Campaign Efficiency
Win Rate
3 won · 7 lost
Payoff Ratio
avg win R : avg loss R
Profit Factor
total win R : total loss R
Campaign Output
Total R Gained
cumulative across all
Avg Winning
avg R per winning
Avg Losing
avg R per losing
Execution Quality
Avg Attempts / Campaign
trades taken per setup
Right Tail Presence
campaigns >30R
Cumulative R by Campaign
Convexity Overview
Skewness
Right Tail Campaigns
Top 1 Campaign Contribution
Top 3 Campaign Contribution
Convexity Assessment
Returns are driven by a small number of large winners.
Campaign Extremes
Best Campaigns
Worst Campaigns
Best : Worst Magnitude Ratio
1.5×Total winning R
+9.44R
Total losing R
-19.00R
R Distribution by Frequency
Distribution Intelligence
Median Campaign
Average Campaign
Skewness
Interpretation
A minority of campaigns generate the majority of returns.
Exit Reasons Analysis
| Exit Reason | Freq | Avg R | Total R |
|---|---|---|---|
| Structural Invalidation | 7 | -2.62R | -18.33R |
| Panic Exit | 2 | +3.29R | +6.59R |
| Breakeven Exit | 1 | +0.35R | +0.35R |
| Total | 10 | +-1.14R | +-11.38R |
Attempt Efficiency (Win Rate by Attempts)
| Attempts | Campaigns | Win Rate | Avg R / Campaign |
|---|---|---|---|
| 1 attempt | 2 | 50% | -0.33R |
| 2 attempts | 2 | 50% | +2.71R |
| 3 attempts | 3 | 33.3% | -0.72R |
| 4 attempts | 1 | 0% | -4R |
| 5+ attempts | 2 | 0% | -5R |
Average Attempts / Campaign
2.9Return Attribution
Total R Gained
+-11.38RCampaign Risk Health
Worst Campaign
Setup 8
Avg Losing Campaign
average of 7 losses
Max Drawdown (R)
peak to trough
Max Drawdown Duration
campaigns
Max Consecutive Losing
campaigns
Failure Mode Summary
| Exit Reason | Count | % |
|---|---|---|
| Structural Invalidation | 7 | 70% |
| Panic Exit | 2 | 20% |
| Breakeven Exit | 1 | 10% |
| Total | 10 | 100% |
Key Takeaways & Actionable Insights
Strong Edge
Positive expectancy (+-1.14R) driven by high payoff ratio and moderate returns.
Improve Entry Timing
1-attempt win rate is 50%. Earlier entries could reduce total attempt cost per campaign.
Manage Failure Mode
Structural Invalidation is the #1 cost driver (7 campaigns, -18.3R total). Tighten invalidation criteria.
Leverage Convexity
Top 0 campaigns generated 0.0% of returns. Keep seeking right-tail opportunities.
Monitor Drawdowns
Max drawdown of 20.00R over 6 campaigns. Maintain risk discipline.