We publish what hurts.
This page is the opposite of marketing. It shows every loss, every drawdown, every regime where the engine has negative edge, and every failure mode we are still chasing. If a number on the dashboard looks better than what you see here, the dashboard is wrong — not this page.
Loss reporting
Every loss is recorded with its reason code before the P&L tile updates. The engine cannot delete or re-sort this list — overrides and stop hits get equal billing.
No closed losers in the live ledger yet. Sign in and trade to populate this table.
Drawdown analytics
Underwater curve and drawdown cohorts populate from reconciled fills once live trades exist.
Signal grade history
Grade histograms appear after closed live trades accumulate. Grades are assigned post-trade from realized R — not pre-trade marketing scores.
Performance breakdown
Playbook and time-of-day slices appear after reconciled live fills accumulate.
Confidence calibration
Reliability buckets populate once enough scored live trades exist. Connect Upstox and trade with signal scores enabled.
Risk-adjusted metrics
Sharpe, Sortino, and profit factor are computed from your closed-trade series once live fills exist.
Market condition attribution
CE / PE / EQ attribution fills in once enough tagged live trades accumulate.
When NOT to trade
These are not suggestions. Each rule is a server-side gate — the engine refuses to arm a signal, and the manual ticket is disabled, until the condition clears.
Implied vol regime invalidates intraday playbook win rates by ~14pts. Engine refuses to arm.
Theta decay and OI unwind dominate price; the playbooks have negative edge in this window.
Execution slippage eats > 0.3R on average. Hard veto, no override.
Tick noise > signal; classifier confidence falls below 55%. Wait for the opening-drive window.
Mandatory 60-second cool-off. Revenge-trade detection halts new entries.
Quote staleness invalidates stops. Engine pauses arming until probe recovers.
Failure transparency
Failure-mode counts aggregate from live fill patterns — slippage, fast stops, and F-grade outcomes.
Trust reinforcement
Order ID, timestamp, intended price, fill price, slippage — written to an append-only ledger before P&L is shown.
We do not curate the loss feed. Stop hits, time stops and manual overrides all appear with the same prominence as wins.
All published win rates are out-of-sample. In-sample numbers are watermarked and never used in marketing.
Worst-case drawdown history is permanent. We show DD-05 (-8.9%) on the home page, not just the recovered curve.
When the engine says 70%, it should win 70% of the time. Calibration error > 8pts triggers a model review.
Uncertainty bands are shown on every projection. No point estimates without a confidence interval.
Import a gate CSV from Terminal → Diagnostics to cross-check block rates, Kronos scores, and override counts against what we publish here.