In the creator’s backtest, some short decisions contradicted the accompanying execution fields, which said not to trade.
The creator reports that higher-confidence decisions did not produce higher returns in this sample.
The post-hoc subgroup without contradictory fields performed better than the contradictory subgroup; this is an observed split, not a validated trading rule.
Worth knowing
This historical-data backtest covers five tickers and small trade subgroups. It does not establish an out-of-sample trading edge, account for every live execution risk, or make high-confidence decisions safe for real capital.