A signal system looked "positive" (+1.4% average 21-day forward return, 52% up) until compared with every ticker it draws from over the same weeks (+5.6%, 55% up): it underperformed its own source list. Separately, the human-facing summary board (the one the operator actually reads and would trade from) was rendered into HTML each day but never written to any table, so it could never be backtested even months later. And 96% of stored signals had no ticker attached, so they were counted as detections but could never be scored.