EXP-000002
Stop-loss share denominator — data-integrity check
Hypothesis
An observed stop-loss share above 100% indicates the denominator excludes some closed trades.
Controlled change
Closed-trade count switched from wins+losses to all closed trades including break-even; win/loss rates kept on decided trades only.
Dataset & conditions
Extracted deal lists, all 14 systems.
Before / After
Before
- SUPREMACY stop-loss share
- 100.05%
After
- After including 9 break-even trades in the denominator
- 100.00%
Validation
Out-of-sample, walk-forward, Monte Carlo and forward results are shown only where they exist as data. None exist for this entry.
Decision
Share can no longer exceed 100%; extracted totals now match each report header exactly.
AI involvement
- Model
- Claude (Anthropic)
- What AI did
- Traced the >100% share to break-even trades missing from the denominator and drafted the fix; totals were re-verified against every report header.
- Human review
- ✓ Reviewed and approved by a human
AI-assisted entries are published only after human review; entries generated by AI without that review are withheld by the build pipeline. AI does not predict markets, and no entry claims otherwise.
Backtest improvement does not imply future improvement. The more experiments run, the more likely some succeed by chance — this log exists partly so that multiple-testing risk stays visible instead of hidden.