METHOD PLAYBOOK/STATUS VOCABULARY

STATUS VOCABULARY, STATE TRANSITIONS, AND LEDGER IMPACT

Day Trade Edge setups transition across strict, deterministic status tokens—WATCHING, TRIGGERED, EXPIRED, STAND_DOWN, STOPPED, T1, T2, TIMED_EXIT, and AMBIGUOUS—defining exact accounting on the performance ledger.

WHEN IT APPLIES

Applies to live card telemetry states, intraday lifecycle state machines, post-market 1-minute execution tape audits, and strategy performance ledger statistics.

SECTION 01

Primary card status definitions

Status words in Day Trade Edge are not marketing tags. They are finite state machine tokens that dictate how setup data is tracked in real time and recorded on the historical performance ledger:

STAND_DOWNPRE-PUBLICATION

Assigned to an evaluated candidate that failed one of the qualification gates (liquidity, catalyst, trap, or geometry). No card publishes, no trade levels enter the active radar, and zero ledger entries are generated.

WATCHING // PUBLISHEDPRE-TRIGGER

Indicates a published card actively monitoring price action. The trade is not active. No capital is deployed, and no profit or loss can accrue until the cash tape touches or exceeds the Trigger Price.

TRIGGEREDACTIVE TRADE

Occurs when the regular-session market price prints at or above the Trigger Price. The 60-minute expiry clock terminates immediately. The position enters active management toward Target 1 and the Invalidation Stop.

EXPIREDVOIDED ENTRY

Triggered automatically when an intraday card reaches its 60-minute deadline without executing, or when an untriggered morning card reaches the session close. Settle as 0.00R [EXPIRED].

SECTION 02

Terminal outcome statuses

Once a setup triggers, it must resolve into exactly one terminal status. Out-of-market exits are audited against 1-minute OHLCV execution tape data:

TERMINAL TOKENTRIGGER CRITERIAREALIZED LEDGER RESULT
STOPPEDTape printed at or below Invalidation Stop before Target 1 was hit.−1.00R (Full Loss)
T1 (TARGET_1)Price reached Target 1. 50% partial exited; runner stop moved to entry.+1.25R minimum (+2.50R × 50%)
T2 (TARGET_2)Runner reached Target 2 expansion level.Blended Return (50% T1 + 50% T2)
BREAKEVEN_STOPPEDT1 realized; remaining runner was stopped out at entry price.+1.25R Blended Gain
TIMED_EXIT // CLOSED_EODTriggered position remained open at 15:55 ET session cutoff.Calculated from actual 15:55 ET tape exit price
SECTION 03

The ambiguous outcome protocol

In volatile market conditions, an equity's 1-minute execution candle may span a range so wide that both the invalidation stop and Target 1 are touched within the exact same 60-second bar:

1-Min Bar Low ≤ Invalidation Stop  AND  1-Min Bar High ≥ Target 1

Because unadjusted 1-minute OHLCV bars do not record sub-second tick sequences, the engine cannot mathematically verify whether the stop or target occurred first.

TREATMENT OF AMBIGUOUS PRINTS
  • Zero Assumption: The platform refuses to assume a favorable outcome. It will never mark a trade as a win if the stop was simultaneously hit.
  • Ledger Quarantine: The outcome is assigned the AMBIGUOUS status and flagged in the ledger with full transparency.
  • Adaptive Exclusion: AMBIGUOUS trades are strictly prohibited from feeding the adaptive learning engine, preventing noisy data from corrupting forward scoring models.
SECTION 04

Realized R accounting and ledger reconciliation

Performance across Day Trade Edge is denominated strictly in R (the initial risk unit per share). Evaluating performance in R normalizes volatility across $10 equities and $500 equities, allowing objective aggregation:

WIN-RATE CALCULATION STANDARD

Expired cards (0.00R [EXPIRED]) are non-events where zero capital was at risk. Including expired setups in win-rate denominators artificially deflates win rates; counting them as neutral wins falsely inflates them.

Win Rate (%) = Total Winning Trades ÷ (Total Triggered Trades) × 100

Only setups that print a confirmed TRIGGERED status enter the performance ledger calculation. Untriggered expiries and morning stand-downs remain documented in daily logs but have zero weighting in strategy expectancy.

IMMUTABILITY PROTOCOL

Frozen vs Changeable Status States

STATUS ELEMENTSESSION STATESETTLEMENT RULE
Card Status (Live)DYNAMICTransitions live: WATCHING → TRIGGERED → T1 → T2 → STOPPED → EXPIRED.
Post-Mortem StatusFROZENTerminal outcome locks permanently at 16:15 ET tape audit. Never recalculated.
Realized R ValueFROZENAudited against 1-minute unadjusted tape. Locked permanently into database ledger.
CROSS-REFERENCE DIRECTORY

What This Page Does Not Cover

SESSION CLOCK & TIMELINE

Timeline schedules, 60-minute expiry countdowns, and 15-minute intraday rescans.

STOPS AND TARGETS

Mathematical derivation of trigger levels, stops, and runner management.

EDGE SCORE MODEL

Algebraic catalyst and volume velocity conviction scoring.

PERFORMANCE RULES

1-minute tape post-mortem execution rules and accounting.

Updated 2026-09-04 // America/New_York
PLAYBOOK INDEXPERFORMANCE LEDGER // UPCOMING

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.