1,812 closed trades · 53.7% 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
- 18
- Closed trades
- 1,812
- Hit rate
- 53.7%
- Average result
- −$0.09
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 1,812 closed trades
mean profit per closed trade, in dollars
⚠️ Data quality checks flagged on the numbers below
WARN58/2890 resolved stock signals are quarantined (incomplete_exit, legacy, excluded from all stats)
WARN433/1476 shadow-scored signals have >50% of factors on neutral-credit fallback
FAIL1 of 69 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 4,993,218 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 (90d)
- 1069
- Ignore
- 1025
- Insufficient_inputs
- 44
Average Factor Contribution
market regime (weight 10)
+8.9 (n=1069)
liquidity structure (sub-component) *
no data
vwap (sub-component)
no data
smc price action (weight 20)
+2.4 (n=1069)
momentum (weight 15)
+3.2 (n=1069)
volume (weight 20)
+3.6 (n=1069)
smc (sub-component) *
no data
trend (sub-component)
no data
sentiment (weight 15)
+8.2 (n=1069)
fundamentals (weight 10)
+3.7 (n=1069)
risk liquidity (weight 10)
+2.5 (n=1069)
* 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
INIO
2026-10-28 · GAP
42.2/100
IGNORE
market regime
+10.0
smc price action
+1.8
momentum
+4.0
volume
+15.0
sentiment
+8.2
fundamentals
+1.5
risk liquidity
+1.7
- Relative volume 2.5x average
- Positive order-flow delta
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
SNDK
2026-10-28 · PM_HIGH
28.7/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-0.1
volume
-3.2
sentiment
+8.2
fundamentals
+9.5
risk liquidity
+2.8
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- Strong revenue growth 175.3% YoY
- Strong profit margin 56.5%
- Low leverage D/E 0.20x
V
2026-10-28 · MOM
37.9/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
+6.1
volume
+5.4
sentiment
+8.2
fundamentals
+4.5
risk liquidity
+2.2
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- RSI 62 in sweet spot
- No trend data available — neutral credit
LLY
2026-10-28 · MOM
37.1/100
IGNORE
market regime
+10.0
smc price action
+5.6
momentum
+6.1
volume
-3.2
sentiment
+8.2
fundamentals
+7.0
risk liquidity
+3.3
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Strong revenue growth 47.7% YoY
- Strong profit margin 33.5%
GSK
2026-10-28 · MOM
35.0/100
IGNORE
market regime
+10.0
smc price action
+2.2
momentum
+6.1
volume
+5.4
sentiment
+8.2
fundamentals
+2.0
risk liquidity
+1.1
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- RSI 60 in sweet spot
- No trend data available — neutral credit
AXGN
2026-10-28 · CANDLE
35.4/100
IGNORE
market regime
+10.0
smc price action
+5.2
momentum
-0.1
volume
+8.2
sentiment
+8.2
fundamentals
+1.0
risk liquidity
+2.8
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Relative volume 1.4x average
- Positive order-flow delta
ELVA
2026-10-28 · VWAP
31.6/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-0.1
volume
+5.4
sentiment
+8.2
fundamentals
+5.0
risk liquidity
+1.7
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Positive order-flow delta
- Strong revenue growth 48.4% YoY
WOR
2026-10-28 · SETUP
42.7/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
+6.9
volume
+5.4
sentiment
+8.2
fundamentals
+7.0
risk liquidity
+3.7
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Strong revenue growth 16.9% YoY
- Healthy profit margin 11.3%
SWKS
2026-10-28 · SETUP
37.6/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
+5.7
volume
+5.4
sentiment
+8.2
fundamentals
+1.5
risk liquidity
+5.2
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- RSI 62 in sweet spot
- Positive relative strength (+0.1% vs SPY)
UCTT
2026-10-28 · ORB
27.1/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-0.1
volume
+5.4
sentiment
+8.2
fundamentals
+1.0
risk liquidity
+1.1
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Positive order-flow delta
- SMC grade 37/100 (no detailed breakdown — approximated)
TER
2026-10-28 · ORB
37.8/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-0.1
volume
+5.4
sentiment
+8.2
fundamentals
+9.5
risk liquidity
+3.3
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- Strong revenue growth 57.9% YoY
- Strong profit margin 25.8%
- Low leverage D/E 0.07x
WAT
2026-10-28 · ORB
21.7/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-2.2
volume
-3.2
sentiment
+8.2
fundamentals
+4.0
risk liquidity
+3.3
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Strong revenue growth 52.5% YoY
- Healthy current ratio 1.7x
DHR
2026-10-28 · ORB
41.1/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
+8.2
volume
+5.4
sentiment
+8.2
fundamentals
+4.5
risk liquidity
+3.3
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- RSI 65 strong momentum
- No trend data available — neutral credit
PPG
2026-10-28 · MOM
21.7/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-2.2
volume
-3.2
sentiment
+8.2
fundamentals
+4.0
risk liquidity
+3.3
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Healthy profit margin 9.6%
- Strong ROE 19.5%
OSW
2026-10-28 · MOM
30.7/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-2.2
volume
+5.4
sentiment
+8.2
fundamentals
+5.0
risk liquidity
+2.8
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Positive order-flow delta
- Healthy revenue growth 9.8% YoY
PHAR
2026-10-28 · MOM
19.1/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-2.2
volume
-3.2
sentiment
+8.2
fundamentals
+2.5
risk liquidity
+2.2
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Negative order-flow delta
- Healthy revenue growth 7.8% YoY
GILD
2026-10-28 · ORB
34.9/100
IGNORE
market regime
+10.0
smc price action
+2.9
momentum
+6.1
volume
+5.4
sentiment
+8.2
fundamentals
-0.5
risk liquidity
+2.8
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- RSI 62 in sweet spot
- No trend data available — neutral credit
PPG
2026-10-28 · ORB
21.7/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-2.2
volume
-3.2
sentiment
+8.2
fundamentals
+4.0
risk liquidity
+3.3
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Healthy profit margin 9.6%
- Strong ROE 19.5%
LULU
2026-10-28 · ORB
36.0/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
+6.1
volume
+5.4
sentiment
+8.2
fundamentals
+2.0
risk liquidity
+2.8
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- RSI 58 in sweet spot
- No trend data available — neutral credit
NBTX
2026-10-28 · MOM
22.9/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
+8.2
volume
-3.2
sentiment
+8.2
fundamentals
-3.0
risk liquidity
+1.1
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- RSI 65 strong momentum
- No trend data available — neutral credit
GSK
2026-10-28 · ORB
32.9/100
IGNORE
market regime
+10.0
smc price action
+2.2
momentum
+4.0
volume
+5.4
sentiment
+8.2
fundamentals
+2.0
risk liquidity
+1.1
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Positive order-flow delta
- RSI 47 neutral-healthy
KIDS
2026-10-28 · EMA_PULL
18.4/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-2.2
volume
-2.4
sentiment
+8.2
fundamentals
+1.0
risk liquidity
+2.2
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Relative volume 1.1x average
- Negative order-flow delta
AXGN
2026-10-28 · ORB
32.3/100
IGNORE
market regime
+10.0
smc price action
+5.2
momentum
+8.2
volume
-3.2
sentiment
+8.2
fundamentals
+1.0
risk liquidity
+2.8
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- RSI 70 strong momentum
- No trend data available — neutral credit
NXPI
2026-10-28 · ORB
28.7/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
+4.0
volume
-3.2
sentiment
+8.2
fundamentals
+6.5
risk liquidity
+1.7
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Healthy revenue growth 8.8% YoY
- Strong profit margin 22.6%
KIDS
2026-10-28 · MOM
28.4/100
IGNORE
market regime
+10.0
smc price action
+1.5
momentum
-2.2
volume
+7.7
sentiment
+8.2
fundamentals
+1.0
risk liquidity
+2.2
- Trending regime — favors this bot's momentum/breakout-style entries
- Low-volatility regime — steadier follow-through, less whipsaw risk for tight stops
- No sentiment data available — neutral credit
- Relative volume 1.4x average
- Positive order-flow delta