IMMUTABLE REVISIONS POLICY: AUDIT INTEGRITY AND NON-RETROACTIVE SETTLEMENT
Once an Edge Card publishes, all trade levels, scoring weights, timestamps, and SEC filing citations freeze permanently in the immutable ledger, with zero retroactive modifications permitted under any market condition.
Governs all published cards from the exact timestamp of publication through post-market tape audits and permanent performance ledger archiving.
The Immutability Mandate: Eradicating Survivor Bias and Hindsight Tuning
The financial technology industry is riddled with retrospective curve-fitting. Vendors routinely alter historical entry levels, delete stopped-out calls from chatroom feeds, widen stops retroactively to convert losses into wins, or adjust scoring formulas after observing session outcomes.
Day Trade Edge operates on an unyielding principle of mathematical audit integrity: a published card is a binding historical record. Once written to the database, its parameters can never be rewritten.
If an invalidation stop is pierced by $0.01 on the 1-minute tape, the position is stopped out for -1.00R. The stop price is never widened, smoothed, or re-anchored after publication.
Every published setup—whether it yields +3.50R, stops out for -1.00R, or expires untriggered—remains permanently visible on the calendar archive and performance ledger.
The Strategy Version Snapshot: Machine Reproducibility
Quantitative rules evolve as market regimes shift. To ensure complete audit reproducibility, every published setup attaches an immutable StrategyVersionSnapshot capturing the exact software state at generation:
In addition to version strings, the snapshot records cryptographic configuration hashes of all active data providers. An independent auditor can feed the historical raw market feed into the versioned engine and reproduce identical trade levels to the penny.
The Strict Boundary Between Morning Briefing (8:35 ET) and Pre-Bell Calibration (9:25 ET)
The system permits exactly one scheduled calibration window between the initial morning briefing and the opening bell, governed by deterministic mathematical rules:
- 8:35 AM ET Publication: The morning candidate pool publishes with provisional trigger prices, invalidation stops, and score breakdowns.
- 9:25 AM ET Pre-Bell Calibration: The engine executes a single calibration pass. If pre-market volume created a higher pivot high between 8:35 and 9:25 AM ET, the trigger price recalculates upward to incorporate the new structural boundary. Stop losses and planned-R floors are re-verified.
- 9:25:01 AM ET Hard Freeze: All morning card levels lock permanently. Zero adjustments occur after 9:25 AM ET under any circumstance.
Post-Market Ledger Audit Protocol (16:15 ET Tape Evaluation)
Realized performance is never calculated live during volatile market hours. At 16:15 ET, after official exchange closing crosses settle, the Post-Mortem Evaluator processes the full unadjusted 1-minute consolidated execution tape.
The evaluator inspects bar-by-bar progression to determine whether the trigger price was printed, whether Target 1 or the invalidation stop was reached first, and the exact exit timestamp. Once audited, the outcome status (VERIFIED) is permanently recorded into the database ledger.
Erroneous Prints, Ticker Halts, and Data Outage Quarantines
Real-world market data occasionally contains bad ticks, exchange communication halts, or missing bars. When irregularities occur, Day Trade Edge does not fabricate synthetic fills or arbitrarily award profits:
If 1-minute tape data cannot be verified from exchange feeds, the setup is quarantined as DATA_UNAVAILABLE. It is excluded from cumulative strategy statistics and barred from the adaptive learning engine.
If both Target 1 and the invalidation stop are touched within the identical 1-minute candle, the sequence is unresolvable on public tape data. The trade is marked AMBIGUOUS and quarantined.
Immutability Lifecycle Across Platform Fields
| FIELD TYPE | FROZEN AT | IMMUTABILITY BEHAVIOR |
|---|---|---|
| Morning Briefing Levels | 09:25:00 AM ET | Locks post-calibration. Trigger, stop, and targets never move. |
| Intraday Discovery Levels | Publication Timestamp | Locks at microsecond of card creation; zero calibration pass. |
| Strategy Version Snapshot | Publication Timestamp | Full configuration snapshot locked into card metadata. |
| Realized Post-Mortem R | 16:15:00 PM ET | Locked permanently into SQL ledger upon verified tape evaluation. |
| Live Telemetry & Price Prints | Session Close | Updates dynamically during market hours; freezes at 16:00 ET. |
What This Page Does Not Cover
Post-market tape fill rules, scale-out execution, and cumulative R math.
The 8:35 ET morning brief vs 9:25 ET calibration lifecycle.
How scores freeze upon publication and prevent retrospective tuning.
Status vocabulary and exact accounting impact on the ledger.
DISCLAIMER: Day Trade Edge is an automated quantitative research and analytical software tool. It is not a registered broker-dealer or investment adviser. Method descriptions outline the operational algorithms applied to published cards. Past performance and historical ledger prints do not guarantee future returns.