What is wilson score interval?

What it means

The problem it solves is specific. If a strategy has won three of four trades, its observed win rate is 75%, and treating that as the true rate is obviously wrong. The Wilson interval gives a range — in that case roughly 30% to 95% — that honestly reflects how little four trades tell you.

Why it matters

Its lower bound is the useful quantity for ranking. It answers "what is the worst the true win rate plausibly is, given what we have seen", which naturally penalises strategies with few observations without excluding them entirely.

What this changes in practice

This is the mechanism behind our strategy tournament. Each strategy is scored on the lower bound of its measured win rate rather than the raw figure, so a strategy that won its only two trades does not outrank one with a long and solid record. It is the single most important reason the engine does not chase whichever strategy got lucky most recently.