What the rules said no to: stocks, updated
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.
Stocks, Aug 10 to Sep 6: the rules said no to 20 trade ideas. 9 could be simulated to the end: 4 would have made money and 5 would have lost. Taken together, those 9 would have lost money. The rest never got going or could not be simulated.
With another finished week, the count is closer to even than before. Saying no still avoided more losers than winners, but only just.
These are simulated trades, and 4 weeks are a small sample.
How many finished weeks would you want to see before trusting a filter?
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.
