Research Lab

Confidence Engine labels, by real sample size: INSUFFICIENT n<20 — too small to conclude anything · WEAK n≥20 but effect size/significance still thin · MODERATE n≥50 with a real effect · STRONG n≥100 with a real effect · LOW VARIANCE a separate check (not sample-size-based) — the factor barely varies across signals, so a low-vs-high comparison isn't meaningful regardless of n.

Hypotheses registered

3Registered before the result is known

Resolved stock signals

929With a real scoring breakdown on file

Auto-trade decisions

235461073 accepted · 22473 rejected

Executed trades on file

17231723 with a regime snapshot

2026-07-23: real closed stock trades had stops as tight as 0.15%-2.2% of entry — tighter than ordinary intraday noise, contributing to a 16.7% stock win rate vs crypto's 57.9% over the same window. MIN_SCALP_STOP_PCT now rejects a stop that's too tight, the same way MAX_SCALP_STOP_PCT already rejected one too wide — a distinct, earlier stage than the rejection report above (a signal filtered here never reaches on_signal() at all). Covering 2026-09-01 to 2026-10-02.

Real case, 2026-07-23: a GAP_GO market order intended to enter CITR at $5.04 filled at $5.96 (18.25% slippage), while position sizing had already used the tiny intended risk-per-share — the stop stayed fixed near the pre-gap level, turning a controlled 1%-risk trade into a $1,267 loss. GAP_GO entries are now a marketable limit order bounded at entry × (1 + MAX_GAP_GO_ENTRY_SLIPPAGE) instead of an unrestricted market order.

Real holdings of SPUS/HLAL/MNZL (from their own SEC Form N-PORT filings) that don't match any symbol already on the watchlist by company name. A review list only — N-PORT filings never include a ticker, so matching is by name and inherently fuzzy. Nothing here is added automatically; each candidate needs its own live ticker/listing check first, same discipline that caught "AMAL" resolving to an unrelated bank.

Based on 929 resolved stock signals with a real scoring breakdown on file — low vs high tercile win rate per factor.