Knowledge center · Validation & statistics
Score Distribution
How the composite score was spread across all walk-forward samples.
Interpretation
A healthy signal should spend most of its time near zero (Hold) with occasional excursions to the action thresholds — not permanently pinned at an extreme.
What good looks like
A roughly bell-shaped distribution centered near zero, with meaningful but not dominant mass in the action tails.
What bad looks like
A distribution stuck at one extreme (the model is "always bullish" or "always bearish" regardless of conditions), or a distribution that never reaches the action thresholds at all (the model never actually calls anything).
Typical range
Most mass within ±0.3 of zero is typical; the action thresholds sit further out by design.
How OmniSignal uses it
A model that's always maximally confident in one direction is a red flag independent of its IC — this is the shape check.
References
Standard histogram diagnostics for model output distributions
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