1,883 closed trades · 52.4% win rate · paper trading
Performance
What the scoring engine is actually weighting across every real signal it's scored — a different question from win rate, and one that doesn't need an executed trade to answer. Every posted swing/breakout signal gets scored advisory-only the moment it fires; this tab aggregates that population.
Why this page exists
Every signal type currently under test is published here, whether or not it actually works — nothing removed, nothing rounded up. Win rate alone doesn't determine profitability; profit factor and average win against average loss are shown alongside for exactly that reason.
- Signals tracking now
- 30
- Closed trades
- 1,883
- Hit rate
- 52.4%
- Average result
- −$3.14
open signals with a live stop and target
every paper trade resolved and recorded, win or lose — all time, and a different ledger from the signals above
over 1,883 closed trades
mean profit per closed trade, in dollars
⚠️ Data quality checks flagged on the numbers below
WARN58/3269 resolved stock signals are quarantined (incomplete_exit, legacy, excluded from all stats)
WARN433/1649 shadow-scored signals have >50% of factors on neutral-credit fallback
FAIL1 of 77 sealed order-flow archives cannot be decompressed and are silently excluded from every order-flow statistic: order_flow_journal-2026-09-16.jsonl.gz (245339 bytes) - median archive is 5,083,756 bytes
Full detail on Research Lab. Numbers already excluded from win-rate/backtest calculations aren't hidden here again - this banner is about what's still worth treating with caution while a FAIL is active.
- scored signals (30d)
- 617
- Ignore
- 617
Average Factor Contribution
market regime (weight 10)
+9.0 (n=617)
liquidity structure (sub-component) *
no data
vwap (sub-component)
no data
smc price action (weight 20)
+2.3 (n=617)
momentum (weight 15)
+2.8 (n=617)
volume (weight 20)
+3.4 (n=617)
smc (sub-component) *
no data
trend (sub-component)
no data
sentiment (weight 15)
+7.8 (n=617)
fundamentals (weight 10)
+4.0 (n=617)
risk liquidity (weight 10)
+2.4 (n=617)
* Liquidity Structure and SMC read 0 whenever the underlying signal only has a raw SMC grade of 50 or below and no full structure breakdown — a deliberate scoring rule (grade ≤50 = no credit for these two factors), not missing or broken data. "Sub-component" factors (VWAP, Trend) don't have their own weight budget — they're real, still-scored slices folded into Liquidity Structure/Momentum respectively, not retired.
A factor's n reading well below the total sample size above is usually a real historical gap, not a live bug — that factor started being scored partway through this window (e.g. SMC grade from 2026-07-10, Market Regime from 2026-07-20), so older signals in the same window genuinely have no value for it yet. Switch to a shorter window (30 Days) for a cleaner read on current behavior, or check PROJECT_DOCUMENTATION.md's fix log for the exact date a given factor was added if the gap looks surprising.
Recent Scored Signals — Replay
PXED
2026-11-05 · PM_HIGH
30.3/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
-0.1
volume
+8.7
sentiment
+4.5
fundamentals
+5.5
risk liquidity
+2.2
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Healthy profit margin 8.2%
- Low leverage D/E 0.20x
QGEN
2026-11-05 · SETUP
33.6/100
IGNORE
market regime
+8.0
smc price action
+4.9
momentum
-1.8
volume
+8.7
sentiment
+4.5
fundamentals
+3.0
risk liquidity
+6.3
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Deep liquidity ($291M avg daily $ volume)
- SMC grade 60/100 (no detailed breakdown — approximated)
WOR
2026-11-05 · SETUP
26.9/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+7.4
volume
-5.2
sentiment
+4.5
fundamentals
+7.0
risk liquidity
+3.7
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- RSI 56 in sweet spot
- Positive relative strength (+7.8% vs SPY)
- Weekly trend confirmed uptrend
RACE
2026-11-04 · GAP
42.6/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+6.1
volume
+12.1
sentiment
+4.5
fundamentals
+6.5
risk liquidity
+3.9
- Relative volume 3.0x average
- Negative order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Healthy revenue growth 8.4% YoY
FSLR
2026-11-04 · GAP
34.6/100
IGNORE
market regime
+8.0
smc price action
+4.2
momentum
+4.0
volume
+1.0
sentiment
+4.5
fundamentals
+9.5
risk liquidity
+3.3
- Strong revenue growth 23.8% YoY
- Strong profit margin 32.5%
- Low leverage D/E 0.06x
- Strong ROE 18.0%
- Healthy current ratio 2.7x
AMD
2026-11-04 · GAP
25.5/100
IGNORE
market regime
+8.0
smc price action
+2.9
momentum
-0.1
volume
+0.0
sentiment
+4.5
fundamentals
+7.5
risk liquidity
+2.8
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Strong revenue growth 39.5% YoY
- Strong profit margin 15.6%
- Low leverage D/E 0.05x
PTLE
2026-11-04 · MOM
30.4/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+6.1
volume
+8.7
sentiment
+4.5
fundamentals
+0.5
risk liquidity
+1.1
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- RSI 63 in sweet spot
- No trend data available — neutral credit
NYT
2026-11-04 · SETUP
28.1/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+7.5
volume
-5.2
sentiment
+4.5
fundamentals
+5.5
risk liquidity
+6.3
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- RSI 55 in sweet spot
- Positive relative strength (+8.5% vs SPY)
- Weekly trend confirmed uptrend
NKE
2026-11-04 · ORB
38.2/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+8.2
volume
+8.7
sentiment
+4.5
fundamentals
+4.0
risk liquidity
+3.3
- Positive order-flow delta
- RSI 66 strong momentum
- No trend data available — neutral credit
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
DUOL
2026-11-04 · ORB
41.7/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+6.1
volume
+8.7
sentiment
+4.5
fundamentals
+9.5
risk liquidity
+3.3
- Strong revenue growth 29.4% YoY
- Strong profit margin 35.9%
- Low leverage D/E 0.00x
- Strong ROE 30.1%
- Healthy current ratio 2.6x
AAPL
2026-11-04 · ORB
35.0/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+6.1
volume
+8.7
sentiment
+4.5
fundamentals
+4.5
risk liquidity
+1.7
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- RSI 57 in sweet spot
- No trend data available — neutral credit
U
2026-11-04 · ORB
29.4/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+4.0
volume
+8.7
sentiment
+4.5
fundamentals
+1.0
risk liquidity
+1.7
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- No sentiment data available — neutral credit
- RSI 50 neutral-healthy
TEAM
2026-11-04 · ORB
25.4/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
-0.1
volume
+8.7
sentiment
+4.5
fundamentals
+0.0
risk liquidity
+2.8
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- No sentiment data available — neutral credit
- SMC grade 33/100 (no detailed breakdown — approximated)
UFPT
2026-11-04 · EMA_PULL
27.0/100
IGNORE
market regime
+8.0
smc price action
+1.8
momentum
+6.1
volume
-3.7
sentiment
+4.5
fundamentals
+7.0
risk liquidity
+3.3
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Healthy revenue growth 7.3% YoY
- Healthy profit margin 11.4%
- Low leverage D/E 0.32x
VRSN
2026-11-04 · ORB
36.2/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+8.2
volume
+8.7
sentiment
+4.5
fundamentals
+2.5
risk liquidity
+2.8
- Positive order-flow delta
- RSI 67 strong momentum
- No trend data available — neutral credit
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
PTLE
2026-11-04 · VWAP
30.4/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+6.1
volume
+8.7
sentiment
+4.5
fundamentals
+0.5
risk liquidity
+1.1
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- RSI 64 in sweet spot
- No trend data available — neutral credit
AMD
2026-11-04 · VWAP
20.8/100
IGNORE
market regime
+8.0
smc price action
+2.9
momentum
-0.1
volume
-4.7
sentiment
+4.5
fundamentals
+7.5
risk liquidity
+2.8
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Strong revenue growth 39.5% YoY
- Strong profit margin 15.6%
- Low leverage D/E 0.05x
VRSN
2026-11-04 · MOM
36.2/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+8.2
volume
+8.7
sentiment
+4.5
fundamentals
+2.5
risk liquidity
+2.8
- Positive order-flow delta
- RSI 67 strong momentum
- No trend data available — neutral credit
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
KIDS
2026-11-04 · MOM
9.3/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
-2.2
volume
-5.2
sentiment
+4.5
fundamentals
+1.0
risk liquidity
+1.7
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Negative order-flow delta
- No sentiment data available — neutral credit
- RSI 80 overbought
SAP
2026-11-04 · ORB
46.0/100
IGNORE
market regime
+8.0
smc price action
+6.3
momentum
+8.2
volume
+8.7
sentiment
+4.5
fundamentals
+7.0
risk liquidity
+3.3
- Positive order-flow delta
- RSI 66 strong momentum
- No trend data available — neutral credit
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
NKE
2026-11-04 · MOM
38.2/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+8.2
volume
+8.7
sentiment
+4.5
fundamentals
+4.0
risk liquidity
+3.3
- Positive order-flow delta
- RSI 66 strong momentum
- No trend data available — neutral credit
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
JBTM
2026-11-04 · MOM
24.2/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
-2.2
volume
+8.7
sentiment
+4.5
fundamentals
+2.0
risk liquidity
+1.7
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- No sentiment data available — neutral credit
- RSI 74 overbought
ADSK
2026-11-04 · ORB
24.7/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+8.2
volume
-5.2
sentiment
+4.5
fundamentals
+6.0
risk liquidity
+1.7
- RSI 66 strong momentum
- No trend data available — neutral credit
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Strong revenue growth 18.3% YoY
SHLS
2026-11-04 · CANDLE
56.5/100
IGNORE
market regime
+8.0
smc price action
+1.5
momentum
+8.2
volume
+25.6
sentiment
+4.5
fundamentals
+6.5
risk liquidity
+2.2
- Relative volume 2.6x average
- Positive order-flow delta
- RSI 70 strong momentum
- No trend data available — neutral credit
- Trending regime — favors this bot's momentum/breakout-style entries
SE
2026-11-04 · ORB
36.2/100
IGNORE
market regime
+8.0
smc price action
+5.2
momentum
-0.1
volume
+8.7
sentiment
+4.5
fundamentals
+6.5
risk liquidity
+3.3
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- High-volatility regime — bigger moves but more whipsaw/stop-out risk
- Strong revenue growth 43.1% YoY
- Healthy profit margin 5.9%