What the rules said no to: crypto
Before a trade idea is taken, a set of rules can say no. The scorecard does not forget those ideas: it simulates each one as if it had been taken.
Crypto, Aug 3 to Aug 23: the rules said no to 29 trade ideas. 21 could be simulated to the end: 11 would have made money and 10 would have lost. The rest never got going.
About as many winners as losers. On this count, what the rules turned down was not mostly losers. Later weeks are added once their simulations have finished.
These are simulated trades, and 3 weeks are a small sample.
Should a filter be judged by the winners it blocks, or by the losers it stops?
Personal technical notes: market scenarios with probabilities and levels, generated semi-automatically. This is NOT financial advice or a recommendation to trade. Data may be incomplete, delayed, or incorrect; decisions and risk are entirely the reader's.
