Setup Score vs Win Probability: What the Number Really Means

Every Signal Bench signal carries a number out of 100. It's tempting to read '86' as 'an 86% chance this wins'. It isn't — and any tool that lets you believe that is misleading you.

What the score measures

The setup score measures indicator agreement — how many independent reads of the market (trend, momentum, structure, volume, regime) line up in the same direction, and how strongly. A high score means a cleaner, more confluent setup. It says nothing, on its own, about the probability of profit.

Why not just call it a win probability?

A true probability has to be calibrated: over a large sample, signals labelled '80%' would need to actually win about 80% of the time. That takes hundreds of resolved trades to verify. Until then, calling it a probability is a guess dressed up as maths.

How to use it

• Treat higher scores as higher-quality setups, not sure things
• Still size by risk — a great setup can still lose
• Judge the engine by its public, resolved track record, not the score