Market evidence
Completed multi-timeframe market data and derivatives context are transformed into causal state observations.
The commercial product explains an existing causal research system. It does not create signals or alter the Interpreter.
Completed multi-timeframe market data and derivatives context are transformed into causal state observations.
The Interpreter produces BUY, SELL, or WAIT while preserving the original evidence and market narrative.
An opposite directional verdict changes the carried trend and establishes the exact reversal time and reference price.
Future one-minute prices measure MFE and MAE only after the event; they never define the reversal itself.
Direction-adjusted percentage movement from the confirmed reversal reference price to the latest interpreted price. Favorable bearish movement is shown as positive.
The maximum favorable excursion reached anywhere in the one-minute path since reversal. It is not current profit.
T1 is +0.25%, T2 is +0.90%, and T3 is +2.00%. A target remains reached even if price later retraces because status is based on the complete observed path.
Active episodes remain observational and are excluded from finalized success statistics. The product does not invent confidence or probability scores.
The separate hypothetical ledger uses the first confirmed reversal price, full-position target settlement, a 1% stop, transaction fees, and the next opposite reversal as the alternative exit. Same-minute target/stop ambiguity is handled conservatively with the stop first.