Performance attribution

The attribution report answers one question from your own history: under which market conditions do your profits actually come from?

How it’s computed

1. The app pairs your buys and sells into closed round trips (open positions are excluded — only realized results count).
2. Each round trip is stamped with the computed market regime on its entry date — the day you made the decision that mattered.
3. Realized P&L is then grouped by that regime: how much of your profit came from positions initiated in confirmed uptrends versus under pressure versus during corrections, along with win rates and average outcomes per regime.

The typical finding — the large majority of gains coming from uptrend entries, and a disproportionate share of losses from buys made fighting a correction — is the core doctrine of exposure discipline, demonstrated from your own account instead of asserted at you.

How to act on it

The report is most useful as a before/after mirror: if correction-entry losses dominate, that’s a sizing-and-patience problem the buy checklist already warns about at entry time. Check the report again a quarter later and see whether the distribution moved.

Caveats

• Entry regime, not holding-period regime. A position bought in an uptrend that closes during a correction still counts as an uptrend entry — the report grades your entry decisions, not everything that happened after.
• Sample size matters. A handful of round trips per regime is an anecdote, not a statistic. The report is honest about counts; read the percentages with them in view.
• The regime stamp is the proxy’s. Attribution inherits every caveat of the classifier itself.