The track record

Every call we publish, scored automatically against price: the wins, the losses and the ones that never filled.

When we publish a newer call on the same asset, the older one keeps running to its own target or stop and is counted here — nothing is quietly dropped.

Each of her calls is measured against three simple alternatives with the same stop and target distance: the same call with its side picked by a coin flip, the same side on an asset picked at random, and BTC held long. Each is read when her call closes.

The comparison shows once 30 of her calls have closed beside each one. None has yet.

How every call is scored

A track record is only worth reading if you know what could have made it look better. These are the rules the scoring follows, including the ones that cost us.

01The levels are published before the outcome

Direction, entry, stop and targets are written into the report when it is generated, and timestamped. After that, only Quanti can change a call, and only in a dated update: she can move the stop toward profit, pull a target closer, or close the call. She can never widen the risk or push a target further out. Nothing else is added, moved or reinterpreted. Every figure on this page is scored on the levels live when price reached them, each one written down before price got there.

02A trade ends at its target, its stop, or Quanti’s close

There is no clock. The target trades, the stop trades, or Quanti closes the call in a dated update, at the price when she decided. Until one of those happens, the trade is still running. Nothing is marked to a convenient price on a convenient day.

03A fill has to actually happen

Every call is a market order or a limit order. Which one depends on where the entry sat against the price when we published. A market call is entered at once. We score it from the first price anyone could trade after publication. A limit call rests at its entry, like a resting order on an exchange, until price fills it or the stop trades. Price reaching the target first doesn’t cancel it. If price comes back and fills it, we score the trade from there, and the target has to trade again to count. Two things cancel a limit that hasn’t filled: the stop trading before the entry, or the call itself ending first, when it expires, a newer call on the same market replaces it, or we withdraw it. A cancelled call never became a trade. We count it as neither a win nor a loss: not a win we didn’t take, and not a loss we didn’t suffer. We score on 5-minute price bars: each bar is the range price traded in over 5 minutes. If we’re missing any of an hour’s 5-minute bars, we read that hour as one hourly bar. Some bars we read minute by minute: the bar we published in, starting with the first full minute after we published, and any bar that reaches two of the entry, the stop and the target. We do that only when we have a price for every one of those minutes. When we still can’t tell which came first, we take the reading that costs us. If one bar holds the entry and the target, the entry fills but the target in that bar doesn’t count. The exceptions: the bar opened at or through the entry, or we watched the entry trade first. If one bar holds the stop and the target, the stop counts. The exception: we watched both trade live, and the target came first. An entry or a target counts as reached when price touches it. On an exchange a resting order can need price to trade through it, so a touch here can be a fill you would not have got.

04One win rate, and it shows its count

Wins over every closed trade: wins, losses and break-evens. A break-even is a trade whose stop Quanti moved to the entry in a dated update, then traded, so it closed at 0R. It counts in the win rate as a closed trade that did not win, and in the averages at 0R. There is no second, kinder rate computed over a friendlier subset, and the percentage never appears without the counts it came from.

05Two units, because each one checks the other

R is profit over risk, which is only the right unit if every position is sized to a fixed risk. Percent is what a fixed-size, unlevered buyer actually felt. Percent alone can be flattered by volatile symbols or wide stops; R alone by stops tightened toward zero. Neither can be inflated without the other showing it.

06One compounded figure, and how it is sized

Positions overlap heavily, so staking everything on one call after another would describe a path nobody could have walked. The account return in the weekly audit instead risks 1% of the account as it stood when each trade was entered, and books the result when it closes — an account that could actually have been run with every overlapping position. Profit in R and every per-trade figure stay uncompounded.

07Every figure is before costs

No exchange fees, slippage or funding come off a result. A stopped trade is booked at exactly −1R and a winner at its target’s full R. Your own fills would pay those costs, so a small winner here can be a small loser in an account.