Sentinel is designed to help favourable trades go through and stop unfavourable ones. To test that behaviour consistently, this page lets Sentinel's historical decisions run as a standalone simulated system across every configured ticker, without relying on a user's personal strategy. It shows what those decisions captured and avoided, and what they lost or missed.
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This percentage asks two separate questions for every ticker: did following Sentinel's decisions do better than simply holding it, and did the standalone replay avoid finishing at a loss? Larger losses are penalised more heavily. It is not an accuracy percentage or a promised return.
A BUY requires a score of at least 50, so calibration begins at 50–59. Executed BUY-to-exit outcomes are grouped by the score shown when the BUY was issued. “Average outcome” is the historical net percentage change after costs. “Difference vs lower scores” compares each bucket with every trade carrying a lower valid BUY score. Positions still open at the end of a window are marked at its final close.
| Entry score | Trade outcomes | Average outcome | Difference vs lower scores |
|---|
Standalone replay outcome
Each ticker appears once. “Beat buy & hold” means Sentinel's standalone decisions produced a better outcome than holding the ticker over the same period. A replay can still lose money while beating buy-and-hold if holding lost more, so the full table also shows whether its result was positive or negative. No net change means the simulated account ended within rounding tolerance of its start.
| Ticker | Standalone replay | Buy & hold | Difference | Made / saved | Lost / missed | Max drawdown | Max upswing | Orders | Beat B&H? | Replay outcome |
|---|
To isolate Sentinel's contribution, the replay lets its decisions manage each simulated ticker account without adding an unknown user strategy. The rules and limitations below remain part of every result.
+2 beats buy & hold
+1 positive replay outcome · 0 no net change
−1 loss of 0–10%
−3 loss worse than 10%
Score = 100 × (mean points + 3) ÷ 6
At every point, Sentinel sees only information available through that completed H4 candle. Later price movement is never supplied to the decision.
Sentinel's historical BUY and SELL decisions manage the simulated position by themselves. This isolates whether favourable trades were allowed to continue and unfavourable trades were avoided; it does not assume or grade a user's personal strategy.
A decision executes at the following candle's open, with 5 basis points charged on each side. It is never filled retroactively at the price that produced the decision.
Every ticker starts with an independent $10,000 long-only, whole-share account. Buy-and-hold uses identical dates and costs so the comparison is consistent.
Saturday updates add newer causal evidence and discard the oldest point, retaining exactly 650 per ticker. New symbols build a full causal history once.
Made/lost is measured while the replay held a ticker. Saved/missed measures the movement after a SELL until the next BUY or window end. These normalized historical components explain what the decisions did; they are not forecasts.
Maximum drawdown is the largest peak-to-later-trough decline in simulated account equity. Maximum upswing is the largest trough-to-later-peak increase. Mean values average each ticker's own maximum; the largest values show the most extreme ticker.
Every executed entry is placed into the score bucket shown at its causal BUY decision. Its outcome runs from the following open to the eventual exit, with costs included; an unfinished position is marked at the selected window's final close.