{
 "updated": "2026-09-04 21:00 UTC",
 "methodology": "Every published bracket setup (limit entry at the 58%-touch level, 1:1 bracket back to spot) is scored at its target date by replaying hourly candles: did the entry fill, then which of stop/target was touched first? Ambiguous bars are charged AGAINST the setup (fill-bar targets ignored, stop wins ties). R is gross of trading costs. One setup per asset, side and generation day; intraday regenerations are not double-counted. Setups are volatility-calibrated order placement with ~zero expected edge \u2014 this scoreboard exists so that claim is measured, not assumed. Separate from the directional track record.",
 "counting_since": "2026-07-23",
 "categories": {
  "commodities": {
   "n_setups": 392,
   "n_filled": 234,
   "fill_rate_pct": 59.7,
   "win_rate_after_fill_pct": 48.3,
   "stop_rate_after_fill_pct": 33.3,
   "timeout_rate_after_fill_pct": 18.4,
   "avg_R_gross": 0.138,
   "sum_R_gross": 32.24,
   "metrics": {
    "n_trades": 234,
    "expectancy_R": 0.138,
    "total_R": 32.24,
    "avg_win_R": 0.902,
    "avg_loss_R": -0.818,
    "profit_factor": 1.38,
    "sharpe_per_trade": 0.152,
    "max_drawdown_R": 13.09,
    "t_stat": 2.32,
    "verdict": "positive expectancy, statistically significant at this sample"
   },
   "by_side": {
    "long": {
     "n_setups": 196,
     "n_filled": 104,
     "fill_rate_pct": 53.1,
     "win_rate_after_fill_pct": 56.7,
     "stop_rate_after_fill_pct": 24.0,
     "timeout_rate_after_fill_pct": 19.2,
     "avg_R_gross": 0.338,
     "sum_R_gross": 35.18,
     "metrics": {
      "n_trades": 104,
      "expectancy_R": 0.338,
      "total_R": 35.18,
      "avg_win_R": 0.928,
      "avg_loss_R": -0.775,
      "profit_factor": 2.26,
      "sharpe_per_trade": 0.389,
      "max_drawdown_R": 7.18,
      "t_stat": 3.96,
      "verdict": "positive expectancy, statistically significant at this sample"
     }
    },
    "short": {
     "n_setups": 196,
     "n_filled": 130,
     "fill_rate_pct": 66.3,
     "win_rate_after_fill_pct": 41.5,
     "stop_rate_after_fill_pct": 40.8,
     "timeout_rate_after_fill_pct": 17.7,
     "avg_R_gross": -0.023,
     "sum_R_gross": -2.94,
     "metrics": {
      "n_trades": 130,
      "expectancy_R": -0.023,
      "total_R": -2.94,
      "avg_win_R": 0.875,
      "avg_loss_R": -0.841,
      "profit_factor": 0.95,
      "sharpe_per_trade": -0.025,
      "max_drawdown_R": 16.84,
      "t_stat": -0.28,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    }
   }
  },
  "crypto": {
   "n_setups": 724,
   "n_filled": 416,
   "fill_rate_pct": 57.5,
   "win_rate_after_fill_pct": 38.0,
   "stop_rate_after_fill_pct": 49.5,
   "timeout_rate_after_fill_pct": 12.5,
   "avg_R_gross": -0.105,
   "sum_R_gross": -43.5,
   "metrics": {
    "n_trades": 416,
    "expectancy_R": -0.105,
    "total_R": -43.5,
    "avg_win_R": 0.895,
    "avg_loss_R": -0.937,
    "profit_factor": 0.8,
    "sharpe_per_trade": -0.111,
    "max_drawdown_R": 76.52,
    "t_stat": -2.26,
    "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
   },
   "by_side": {
    "long": {
     "n_setups": 362,
     "n_filled": 194,
     "fill_rate_pct": 53.6,
     "win_rate_after_fill_pct": 51.0,
     "stop_rate_after_fill_pct": 34.5,
     "timeout_rate_after_fill_pct": 14.4,
     "avg_R_gross": 0.19,
     "sum_R_gross": 36.82,
     "metrics": {
      "n_trades": 194,
      "expectancy_R": 0.19,
      "total_R": 36.82,
      "avg_win_R": 0.939,
      "avg_loss_R": -0.9,
      "profit_factor": 1.52,
      "sharpe_per_trade": 0.202,
      "max_drawdown_R": 14.19,
      "t_stat": 2.81,
      "verdict": "positive expectancy, statistically significant at this sample"
     }
    },
    "short": {
     "n_setups": 362,
     "n_filled": 222,
     "fill_rate_pct": 61.3,
     "win_rate_after_fill_pct": 26.6,
     "stop_rate_after_fill_pct": 62.6,
     "timeout_rate_after_fill_pct": 10.8,
     "avg_R_gross": -0.362,
     "sum_R_gross": -80.33,
     "metrics": {
      "n_trades": 222,
      "expectancy_R": -0.362,
      "total_R": -80.33,
      "avg_win_R": 0.828,
      "avg_loss_R": -0.957,
      "profit_factor": 0.43,
      "sharpe_per_trade": -0.415,
      "max_drawdown_R": 92.68,
      "t_stat": -6.18,
      "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
     }
    }
   }
  },
  "equity": {
   "n_setups": 1280,
   "n_filled": 704,
   "fill_rate_pct": 55.0,
   "win_rate_after_fill_pct": 36.6,
   "stop_rate_after_fill_pct": 43.2,
   "timeout_rate_after_fill_pct": 20.2,
   "avg_R_gross": -0.053,
   "sum_R_gross": -37.47,
   "metrics": {
    "n_trades": 704,
    "expectancy_R": -0.053,
    "total_R": -37.47,
    "avg_win_R": 0.848,
    "avg_loss_R": -0.885,
    "profit_factor": 0.88,
    "sharpe_per_trade": -0.058,
    "max_drawdown_R": 48.65,
    "t_stat": -1.55,
    "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
   },
   "by_side": {
    "long": {
     "n_setups": 640,
     "n_filled": 303,
     "fill_rate_pct": 47.3,
     "win_rate_after_fill_pct": 37.0,
     "stop_rate_after_fill_pct": 39.9,
     "timeout_rate_after_fill_pct": 23.1,
     "avg_R_gross": -0.014,
     "sum_R_gross": -4.29,
     "metrics": {
      "n_trades": 303,
      "expectancy_R": -0.014,
      "total_R": -4.29,
      "avg_win_R": 0.891,
      "avg_loss_R": -0.845,
      "profit_factor": 0.97,
      "sharpe_per_trade": -0.015,
      "max_drawdown_R": 19.38,
      "t_stat": -0.27,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    },
    "short": {
     "n_setups": 640,
     "n_filled": 401,
     "fill_rate_pct": 62.7,
     "win_rate_after_fill_pct": 36.4,
     "stop_rate_after_fill_pct": 45.6,
     "timeout_rate_after_fill_pct": 18.0,
     "avg_R_gross": -0.083,
     "sum_R_gross": -33.18,
     "metrics": {
      "n_trades": 401,
      "expectancy_R": -0.083,
      "total_R": -33.18,
      "avg_win_R": 0.815,
      "avg_loss_R": -0.916,
      "profit_factor": 0.83,
      "sharpe_per_trade": -0.091,
      "max_drawdown_R": 37.2,
      "t_stat": -1.83,
      "verdict": "no edge proven yet: the result is within noise (|t| < 2) at this sample size"
     }
    }
   }
  },
  "forex": {
   "n_setups": 800,
   "n_filled": 468,
   "fill_rate_pct": 58.5,
   "win_rate_after_fill_pct": 31.6,
   "stop_rate_after_fill_pct": 45.5,
   "timeout_rate_after_fill_pct": 22.9,
   "avg_R_gross": -0.148,
   "sum_R_gross": -69.17,
   "metrics": {
    "n_trades": 468,
    "expectancy_R": -0.148,
    "total_R": -69.17,
    "avg_win_R": 0.821,
    "avg_loss_R": -0.877,
    "profit_factor": 0.7,
    "sharpe_per_trade": -0.166,
    "max_drawdown_R": 74.4,
    "t_stat": -3.59,
    "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
   },
   "by_side": {
    "long": {
     "n_setups": 400,
     "n_filled": 203,
     "fill_rate_pct": 50.7,
     "win_rate_after_fill_pct": 32.5,
     "stop_rate_after_fill_pct": 53.7,
     "timeout_rate_after_fill_pct": 13.8,
     "avg_R_gross": -0.192,
     "sum_R_gross": -38.92,
     "metrics": {
      "n_trades": 203,
      "expectancy_R": -0.192,
      "total_R": -38.92,
      "avg_win_R": 0.886,
      "avg_loss_R": -0.937,
      "profit_factor": 0.65,
      "sharpe_per_trade": -0.207,
      "max_drawdown_R": 40.95,
      "t_stat": -2.94,
      "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
     }
    },
    "short": {
     "n_setups": 400,
     "n_filled": 265,
     "fill_rate_pct": 66.2,
     "win_rate_after_fill_pct": 30.9,
     "stop_rate_after_fill_pct": 39.2,
     "timeout_rate_after_fill_pct": 29.8,
     "avg_R_gross": -0.114,
     "sum_R_gross": -30.25,
     "metrics": {
      "n_trades": 265,
      "expectancy_R": -0.114,
      "total_R": -30.25,
      "avg_win_R": 0.775,
      "avg_loss_R": -0.828,
      "profit_factor": 0.75,
      "sharpe_per_trade": -0.133,
      "max_drawdown_R": 41.19,
      "t_stat": -2.16,
      "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
     }
    }
   }
  },
  "overall": {
   "n_setups": 3196,
   "n_filled": 1822,
   "fill_rate_pct": 57.0,
   "win_rate_after_fill_pct": 37.2,
   "stop_rate_after_fill_pct": 44.0,
   "timeout_rate_after_fill_pct": 18.9,
   "avg_R_gross": -0.065,
   "sum_R_gross": -117.9,
   "metrics": {
    "n_trades": 1822,
    "expectancy_R": -0.065,
    "total_R": -117.9,
    "avg_win_R": 0.86,
    "avg_loss_R": -0.888,
    "profit_factor": 0.86,
    "sharpe_per_trade": -0.071,
    "max_drawdown_R": 144.18,
    "t_stat": -3.01,
    "verdict": "negative expectancy, statistically significant \u2014 the rule loses"
   }
  }
 }
}