Research Mode Engine in active recalibration. Realized out-of-sample Sharpe 0.39 (target 2.5+); backtest-overfit probability PBO 1.00. Signals are for paper trading and methodology study only — not investable advice, not for live capital. Read on ↓
Scoreboard

The realized scoreboard. Not yet.

We will publish a public realized track record — every signal we issue, when it issued, when it closed, and what it closed at. Three trigger conditions need to be met first. They aren't yet. This page commits to what we'll publish, how we'll measure it, and when the live numbers go up.

Tracking — pre-publication As of 2026-04-30

The platform is in its tracking phase. Every signal the engine publishes is recorded — the entry, the exits, the outcome — and fed back into the brain that learns from it. The realized stats exist internally, and members see them inside the dashboard.

The public scoreboard publishes when the three trigger conditions below are all met. Not before. We'd rather hold a number we don't yet trust than ship one we'll have to walk back.

What we'll publish

Five numbers, with their definitions stated up front. No invented metrics, no in-sample contamination, no caps that hide drift.

MetricWhat it means
Realized win rate Of every signal the platform actually published, the share that closed in profit (TP hit, or favourable timeout). Includes losses. We don't filter the sample.
Profit factor Gross winning P&L divided by gross losing P&L on the same realized cohort.
Sharpe (annualised) Realized, after costs, walk-forward. We treat any Sharpe greater than 3 as suspect and label it accordingly. Sharpe is a diagnostic, not a target.
Sortino (annualised) Same window as Sharpe, downside-only volatility in the denominator.
Avg R:R realized Average reward-to-risk on closed trades. The R:R we promised at signal time, weighted by what actually closed.

Two cohorts will be shown side by side, labelled separately:

No mixing. The two numbers will diverge — Grade A is meant to be the sharper subset — and the divergence is itself informative.

What we won't publish

Some things are deliberately out of scope.

Where the numbers come from

The data path is short, and on purpose. There's nothing in it that can hide.

  1. Engine generates a signal during a scheduled scan. The signal is written to tracked_signals.json with timestamp, symbol, entry, stop, target, grade.
  2. The trade closes — at TP, at SL, or at timeout. The outcome is recorded against the same record.
  3. Closed trades feed back to the brain via brain.ingest_client_outcomes(). The brain updates equation weights from realized outcomes, not from backtests.
  4. The aggregate stats exposed on this page are computed off the same closed-trade ledger. Member dashboards and the public scoreboard pull from the same source.

The single ledger is the discipline. There is no second set of books. If the public number ever stops matching the internal one, the bug is in the page, not in the data.

When the live numbers go up

Three trigger conditions. All three must be met. No partial publication.

  1. At least 200 closed trades on the realized ledger. Below that, the win-rate confidence interval is too wide to be useful. A 55% win rate over 50 trades and a 55% win rate over 500 trades are different claims. We want the second one.
  2. At least six months of realized window. One regime is not a sample. Six months covers at least one volatility cycle, typically one earnings cycle, and an FOMC turn. Less than that, and we're publishing a momentum-regime number that won't survive the next mean-reversion stretch.
  3. Volume-confirmation gate directional for at least thirty days. The tenth Grade A check (volume confirmation) is currently in canary — advisory only. When it flips directional and runs for thirty days clean, the gate has settled and the realized cohort under the gate is representative. Numbers measured during a gate-flip transient aren't the system you'll actually run.

The three together are conservative on purpose. We'd rather publish six months late and hold the number for a decade than publish in week two and explain a regression six weeks in.

Why we don't just publish whatever's there now

A scoreboard you publish too early becomes a number you have to defend against statistical luck. A scoreboard you publish too late becomes a marketing claim with no evidence. We picked the side that errs on credibility.

The honest version of "we are great" is "here is the realized number; here is how we computed it; here is why we trust it; here is the date the cohort started." That sentence needs the cohort to be old enough. It isn't yet.

If you want to see realized numbers right now, sign up for the trial. The dashboard widget shows the same aggregates the public scoreboard will show, with the per-asset-class breakdown the public page won't. Members are committed enough that we trust them with the cohort detail.

What changes when we publish

Past performance is no guarantee of future results. The metrics described on this page, when published, will be realized historical results — they are not a forecast. Capital is at risk. The Service is a publisher of financial information; it is not personalized financial, investment, or trading advice. Read the risk disclosure and the hypothetical-performance disclosure before subscribing.