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Start›3 · Evidence & results›3.3 · Evidence map & claim limits
Content status: 24 August 2026Website 2.2.2
EVIDENCE MAP · VERSION 6.0

From a public statement to the evidence that actually supports it.

The Evidence Map connects the website's key statements to their current data, rule and test status. It shows not only what is documented today, but also what cannot be inferred from it and which next test would strengthen the evidence.

Status: 24 August 2026Public review layerNo return promise
Documented

Supported within the current project record under a defined data or source state.

Historical finding

Derived from a specific historical study or configuration and not automatically generalisable.

To be re-tested

Substance exists, but independent or more realistic revalidation is still outstanding.

Planned

Part of the development programme, but not presented as completed evidence today.

CORE REGISTER

Five statements – each with support, limitation and the next validation step

The map is deliberately stricter than a conventional marketing page. A number only becomes useful when its origin and its open questions remain visible at the same time.

A1Documented

Version 1 has a broad historical test base.

What is supported

Data from 2009–2025, 94 real instruments, 60 oscillators and 5,640 systematically executed individual tests. The project record contains approximately 11.3 million documented trade events.

What this means

The same underlying logic was examined across more than one market and more than one analysis method. This supports a cross-market consistency question.

What it does not prove

5,640 tests are not 5,640 statistically independent experiments and do not constitute a realistic simulation of actual execution.

Next evidence step

Independently reimplement the frozen reference state and compare the results one by one against the historical record.

A2DocumentedControl to be revalidated

Real markets and six parametrically different synthetic trend regimes separate clearly in the documented Version 1 record.

Documented values

Median hit ratio: 1.5725 for real markets versus 0.6012 for the control group. 0 of 5,640 real tests are below 1.0; 346 of 360 control tests are below 1.0.

Control-group design

94 real instruments were supplemented by six separately reported synthetic OHLC series. The six series come from the same generator family but use different trend and noise parameters, ranging from near-pure noise to very high trend persistence.

What remains open

Six different trend regimes from one generator family are still not a universal null hypothesis. Version 2 should make regeneration deterministic and reproducible and add differently constructed null models.

Next evidence step

Reproduce the controls and add alternative null models such as return permutations, block permutations or regime-preserving procedures.

HYPOTHETICAL / SIMULATED RESULTS

The quantitative values in the adjacent section are historical, simulated or backtest-derived research results unless expressly identified as realised live account results. They are therefore presented as hypothetical performance information for compliance purposes.

Material assumptions and classification: Version 1 is an end-of-day structural research test rather than a customer-account return simulation. Its hit-ratio metrics do not use an initial account balance or profit-reinvestment assumption. Unless a specific historical comparison states otherwise, the Version 1 baseline does not include commissions, slippage, market impact, intraday event ordering, complete stop/break-even/trailing logic or full APS integration; no management or incentive fees are modelled because no managed customer account is represented.

HYPOTHETICAL PERFORMANCE DISCLAIMER

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.

ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.

THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

A3Historical finding

A protected APS variant shows a higher terminal profit and a slightly lower maximum interim capital decline in one specific 81-trade path.

Specific comparison

Terminal profit: €3,391.96 conventionally versus €5,446.04 with the examined APS protection logic. Profit factor: 1.31569 versus 1.46985. Maximum interim capital decline: €1,867.54 versus €1,773.50.

What this shows

The path illustrates how a particular combination of progression and protection logic can change the outcome profile.

What it does not prove

APS exists in several historical development states and configurations. One path does not establish universal superiority across all APS variants, markets or sequences.

Next evidence step

Test APS and an unchanged comparison variant pairwise under identical intraday, cost and execution conditions.

A4To be re-tested

The Decision Core is documented as deterministic reference logic – independent reimplementation is the next decisive quality test.

Available today

A historical Excel reference state with traceable calculation and decision logic and documented inputs, parameters and result fields.

Purpose of reproduction

Identical data and rules must produce identical results in a new implementation. Deviations must be explained rather than silently corrected.

What is not yet complete

A completed independent comparison run that reproduces the full reference core and formally records deviations.

Next evidence step

Freeze the reference state, build the new implementation, run automated result comparison and maintain a deviation register.

A5Planned

Version 2 is intended to move from structural research towards a materially more realistic execution and validation environment.

Planned validation layers

Intraday sequence, stop-loss, break-even, trailing, commissions, slippage, APS integration, new data, out-of-sample and walk-forward testing.

Why this matters

Only these layers can show whether a structural finding remains economically meaningful under more realistic execution assumptions.

What is not claimed

These tests are not passed merely because they appear on a roadmap. Public status changes only after the relevant work has actually been completed.

Acceptance criterion

Every new result is tied to defined data, rules, test conditions, result files and documented limitations.

EVIDENCE CHAIN

No statement jumps directly from a number to a product claim.

Several review steps sit between a measured value and a defensible external statement. That chain is part of product quality.

01Public statementWhat is actually being claimed?
02Metric & definitionHow is the value calculated and what unit does it have?
03Data & rulesWhich period, instruments and system version?
04Test & reproductionUnder which conditions was it calculated and can it be repeated?
05Limit & next testWhat cannot be inferred and what evidence is still missing?
VALIDATION GATES

Project status advances only when a concrete acceptance criterion is met.

The gates below are not presented as completed reports. They define the work required to move the current research state to a stronger evidence level.

G1

Freeze the reference state

Data, parameters, formulas and results of the historical reference core are secured and versioned unambiguously.

Passed when the exact starting state can be identified reproducibly.
G2

Reproduce independently

A new implementation recalculates the reference state.

Passed when results match or every deviation is explained.
G3

Model intraday sequence

Entry, target, stop and other events are evaluated in their actual time order rather than inferred from daily high and low.

Passed when conflict days no longer depend on heuristic ordering.
G4

Add economic realism

Commissions, slippage, stop, break-even and trailing variants are introduced separately.

Passed when each effect is measurable and documented in isolation.
G5

Broaden control groups

The current control is reproduced and supplemented with alternative null models.

Passed when the conclusion does not depend on one synthetic construction.
G6

Isolate APS contribution

Identical trades and execution conditions are compared with and without APS.

Passed when the incremental contribution can be reported separately.
G7

Use new data

Rules are tested outside the development data and in successive walk-forward windows.

Passed when stability and deterioration on unseen periods are transparent.
QUESTIONS FOR A SERIOUS REVIEW

What a domain or institutional reviewer should actually ask

Due diligence should not start with an impressive chart. It should start with the reproducibility of the work behind the chart.

  1. Are data source, period and cleaning rules documented unambiguously?
  2. Was the tested rule version fixed and versioned before the result?
  3. How are look-ahead, leakage and later information prevented from entering the test?
  4. How is the intraday sequence of entry, target and stop determined?
  5. Which cost and slippage assumptions are used?
  6. How were control series generated and are generator, parameters and seeds reproducible?
  7. Can an independent calculation path reproduce the reference results?
  8. Which part of an outcome comes from the Decision Core and which from execution or APS?
  9. How does the system behave on data not used for development?
  10. Which statement still remains valid after all limitations are applied?
DOWNLOAD · VERSION 6.0

Evidence & Validation Brief

The new brief consolidates the public Evidence Map, methodological limitations and the Version 2 acceptance criteria. It complements the Executive Overview: less project introduction, more review logic.

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REVIEW PATH

A deeper review should make clear exactly which evidence is relevant next.

Documents & review pathProject status