Statistical Analysis of Fibonacci Levels Across Multiple Asset Classes
Generated: 2025-12-27 17:30:44 | Kriterion Quant
📈 Executive Summary
62.3%
Overall Hit Rate
57.6%
Random Baseline
+4.7%
Fibonacci Edge
4/5
Significant Levels
9,038
Total Valid Touches
17
Assets Analyzed
✅ FIBONACCI VALIDATED
Fibonacci retracement levels show a hit rate of 62.3% compared to
57.6% for random levels.
This represents a statistically significant edge of +4.70% (p < 0.05).
📐 Results by Fibonacci Level
Level
Touches
Hit Rate
Long HR
Short HR
Profit Factor
vs Random
Significant
23.6%
2,257
50.6%
51.4%
49.9%
0.49
-7.0%
✗ NO
38.2%
2,066
62.7%
63.6%
61.9%
0.89
+5.1%
✓ YES
50.0%
1,851
66.9%
71.2%
63.0%
1.10
+9.2%
✓ YES
61.8%
1,655
66.6%
70.7%
63.1%
1.15
+9.0%
✓ YES
78.6%
1,375
69.8%
74.5%
65.9%
1.31
+12.1%
✓ YES
🏛️ Results by Asset Class
Asset Class
Assets
Touches
Hit Rate
Long HR
Short HR
Profit Factor
Best Level
Effectiveness
Mega Cap
5
7,798
65.9%
67.7%
64.3%
0.96
78.6%
HIGH
Energy
2
3,539
65.3%
63.0%
67.8%
0.91
78.6%
HIGH
Forex
3
880
65.0%
65.0%
65.0%
0.71
78.6%
HIGH
Equity Index
5
4,286
61.4%
66.2%
57.0%
0.97
78.6%
MEDIUM
Precious Metal
1
765
56.8%
56.4%
57.2%
0.86
61.8%
INEFFECTIVE
Fixed Income
1
517
56.8%
52.7%
60.7%
1.00
78.6%
INEFFECTIVE
🏆 Asset Ranking
⬆️⬇️ Long vs Short Analysis
🎲 Monte Carlo Validation
1,000
Simulations
57.63%
Random Mean
55.8% - 59.6%
95% Confidence Interval
💰 Profit Factor Analysis
💡 Key Insights
Level Effectiveness: Deeper retracements (38.2%, 50%, 61.8%, 78.6%) show statistically significant predictive power. The 23.6% level performs worse than random and should be avoided.
Best Asset Classes: Energy commodities and Mega Cap stocks respond best to Fibonacci levels, likely due to high liquidity and technical trader participation.
Worst Asset Classes: Precious Metals (Gold) and Fixed Income show no meaningful response to Fibonacci levels - these are driven by macro factors rather than technical patterns.
Directional Bias: Long setups generally outperform Short setups on equity-based assets, consistent with the bullish market regime of 2014-2024.
Tradeable Levels: Only levels with Profit Factor ≥ 1.0 (50%, 61.8%, 78.6%) should be considered for actual trading strategies.