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These are written from the signal engine we actually run — the same constants, the same scoring rules. Where something is a heuristic rather than a certainty, we say so.
Advertised win rates run 10–20 points above independently tracked performance. Seven checks that expose an inflated record — published losses, reward-to-risk, timestamps, fixed stops and sample size.
Advertised 90%+ win rates are not realistic. Sustained results sit between 40% and 70% depending on reward-to-risk — here are the break-even numbers and how inflated rates get manufactured.
Long losing runs are arithmetic, not failure. At a 40% win rate expect about 12 consecutive losses in 1,000 signals — here is the formula, the table, and what the streak actually tells you.
Trading signals work in a narrow sense — rules-based consistency beats emotional decisions — but not as a shortcut to profit. When they help, when they fail, and how to judge one honestly.
A win rate means nothing without a reward-to-risk ratio. At a fixed 2:1, break-even is a 33% hit rate — here is the arithmetic, and why very high advertised win rates are a warning sign.
The ambiguous cases decide the headline number. How we resolve same-candle hits, signals that reach neither level, and why we always take the pessimistic reading.
A 3% target is noise on Solana and a major move on EUR/USD. How to size targets in units of an asset’s own Average True Range, and why the stop should be derived rather than chosen.
RSI, MACD, reward-to-risk, expectancy, profit factor and excursion — defined by how each is actually used in our engine.
See the method applied to live markets, with every outcome scored.