Inconclusive · Instruments & watchlist · before 2026-09-26 (committed 2026-09-30)
Audit of an earlier 64-ticker watchlist (KEEP / REMOVE)
What this means
This audit shows a 23.5% win rate and −0.39R per trade across 64 stocks, but the script that produced it is missing, so the method is unknown. Each stock had only 1 to 6 trades, far too few to sort stocks into keep and remove. The numbers should not be relied on.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not tested: script not in the repo; method unknown | ||
| 1-hour | Not tested: script not in the repo; method unknown | ||
| 4-hour | Not tested: script not in the repo; method unknown | ||
| Daily | Not tested: script not in the repo; method unknown | ||
- Hypothesis
- Each ticker on the old watchlist still earns its place.
- Method
- Unknown: the script that wrote watchlist_audit.json is not in the repo (ticker 'BTC-USD' suggests a yfinance Python sim).
- Result
- 64 tickers, 217 trades, 51 wins (23.5%), net -83.75R (-0.39R per trade); status KEEP 10, BORDERLINE 6, REMOVE 47, TOO_SHORT 1.
- How much to trust it
- Low: method unknown; 1-6 trades per ticker
- Did it change the live rule?
- No.
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).