What Wilson 95 means
Directional confidence tells us how often historical matches moved in the expected direction.
But the same percentage can carry very different weight depending on how many observations produced it.
Wilson 95 adjusts that directional rate for sample-size uncertainty.
Same observed rate. Different confidence.
More observations → less uncertainty → the Wilson lower bound moves closer to the observed rate.
SMALLER SAMPLE
10 observations
Observed rate
90.0%
9 of 10 historical matches moved in the expected direction.
50%75%100%
59.6%Wilson 95 lower bound
90.0%Observed rate
LARGER SAMPLE
300 observations
Observed rate
90.0%
270 of 300 historical matches moved in the expected direction.
50%75%100%
86.1%Wilson 95 lower bound
90.0%Observed rate
How to read this:
Both samples produced the same 90% observed directional rate. With only 10 observations, however,
there is much more uncertainty, so the conservative Wilson lower bound falls to 59.6%.
With 300 observations, the result is much better supported and the lower bound rises to 86.1%.
Example from the current retained pattern bank
262 observationshistorical matches evaluated
96.95%observed directional confidence
94.09%Wilson 95 lower bound
In this example, the pattern moved in the expected direction in about 97% of its historical observations.
Even after accounting for sample-size uncertainty, the conservative lower end of the 95% Wilson interval
remains about 94%.
Wilson 95 is not a p-value. It is a confidence interval around an observed proportion
and is used here to account for sample-size uncertainty when evaluating directional consistency.
