A signal is only as good as the way it is scored. These rules apply to every machine and every network.
The entry is the market cap at the moment of the call, not the best price of the hour. If there is no quote at that moment, the entry is unknown and the call is excluded from the statistics rather than backfilled.
Peak is the maximum after the signal. Now is the current cap relative to the entry. Neither is a trade result. Model results use a fixed exit plan (half at x2, trail −30%) and are shown separately, with slippage and missing quotes counted against the model.
Every rule is measured forward, in shadow before it can send a public alert. Missing quotes and late data count against a strategy, never for it. When the sample is small we say so instead of drawing a curve.
Same ticker, different token. We never merge by name. Every card shows the network and the contract address; the ticker is display only.
The journal is append-only. Corrections are added as notes; nothing is edited or removed. Misses sit next to hits on the journal.
Analytics only. No execution, no custody, no keys. Links go to public explorers and DEX terminals. Nothing here is financial advice.
Related: forward verification · roadmap.