It declines
most of what it sees.
Roughly four hundred candidates are scored an hour and around nine become orders. The other three hundred and ninety-one are not failures of the system — they are the system. Every one is scored, explained and kept.
~2%
of candidates routed
9
weighted qualifications
100%
rejections explained
Qualification
9 checks · weighted- Trend agreement··×0.164h and 15m aligned
- Structure quality··×0.15clean reclaim, one retest
- Volatility regime··×0.12expanding — strategy's domain
- Liquidity··×0.11resting size above
- Session··×0.08London open
- Correlation load··×0.130.31 against book
- News proximity··×0.09no scheduled event
- Analogue recall··×0.0911 matches, +0.8R avg
- Risk headroom··×0.07day at −0.2% of −3.0%
Engine reasoning
Range high reclaimed, retested, and held.
- 01
Higher-timeframe trend and the entry timeframe point the same way — the single condition most correlated with this strategy's winners.
- 02
The retest held above prior resistance rather than through it, which puts the invalidation somewhere tight and defensible.
- 03
Analogue recall found eleven similar setups averaging +0.8R. None of them are a guarantee; together they are a reason.
- 04
Correlated exposure is light, so the position is sized at 0.68% of equity rather than reduced.
One gate has no override
A high score is permission to be considered, not permission to trade. The risk envelope is checked after the threshold and its verdict is final — which is why the third example on this page scored well enough and still did not happen.
Rejections are written to the journal with the rule that produced them. Over a month that record is more useful than the trades: it is the only place you can see what the system nearly did.
SOL/USDT · 15m · trend · expanding volatility
- ✓
Candidate
SOL/USDT · 15m · trend · expanding volatility
- ✓
Nine checks
weighted to 84
- ✓
Threshold · 72
84 clears the bar
- ✓
Risk envelope
budget, exposure and correlation clear
- ✓
Routed
sized 0.68% equity · protective orders placed