The Proof
Theory backed by data.
Real numbers from a live automated trading system. Aggregated and anonymized. No symbols, no dollar amounts. Just the proof that not trading is a strategy.
Data as of 2026-03-21 · Refreshed hourly
The Gatekeeper
99% of signals rejected.
The system evaluates thousands of potential entries. Most get blocked before a dollar is deployed. That's the cost of selectivity, and it's why capital survives hostile markets.
Signals evaluated
Blocked by risk controls
Executed
Why signals were blocked
Cash Is a Position
0 days of doing nothing.
On 0% of trading days, the system evaluated the market and decided the highest-conviction move was zero trades.
Total trading days
Zero-trade days
Of days, cash only
Regime Awareness
Same strategy, different regime, different result.
A breakout strategy in a trending market and the same strategy in a range-bound market are two different trades. That's why regime gating exists, and why the blocked regimes stay blocked.
| Regime | Trades | Win Rate | Avg P&L % |
|---|---|---|---|
| favorable | 38 | 21% | -0.01% |
| Range Bound · Expanding Vol | 18 | 39% | -0.48% |
| caution | 9 | 56% | +0.02% |
| Range Bound · Normal Vol | 2 | 50% | +0.53% |
The Result
What discipline produces.
Aggregate performance across all executed day trades. Every trade, including every stop-out. Nothing cherry-picked.
Total trades
Win rate
Profit factor
Avg win / loss
Important
This data is from a real automated trading system, presented for educational purposes only. Not financial advice. Past performance does not predict future results. All data is aggregated and anonymized: no individual securities, account values, or dollar amounts. Trade at your own risk.