What every verdict runs on

What a cost of 3bp means

Every simulated trade pays a round-trip toll in basis points of price (1bp = 0.01%). It bundles the spread, commission and the slippage a retail order typically eats, calibrated against real broker fills, not the tightest quote of the day. A position held past the session close also pays the per-night financing charge. The cost ladder on each verdict shows the same strategy at 0x to 2x this toll, so you can see exactly where an edge dies.

Rules the engine cannot bend

1. 01Signals are computed on closed bars only; a higher-timeframe value is never visible before its bar closes.
2. 02Entries fill at the next bar's open, never at the signal bar's close.
3. 03Stops and targets are checked minute by minute; when both are touched inside one minute the stop wins.
4. 04Gaps fill through: a stop inside a weekend gap fills at the open, not at the stop price.
5. 05Costs are round-trip basis points per instrument (spread, commission, typical slippage) plus a financing charge per night held.
6. 06Swings and pivots are confirmed after the fact; nothing repaints.

How the feeds are checked

Broker exports are not trusted as delivered. Each feed is compared week by week against exchange-stamped futures data: a whole-hour clock shift in daylight-saving weeks, flat bars where the market was moving, and broken bar structure all fail a week, and a failed week is never used. The recurring finding is a one-hour offset in the weeks when US and European clocks disagree. Those weeks are corrected or excluded before any strategy sees them.

Not in the estate: single stocks beyond the few listed, options, and most altcoins. A video about one of those gets an honest “no data” rather than a substitute market pretending to be it.