The Cup & Handle is watch-only: listed, never a buy signal (#109) - #125
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…109) WATCH_ONLY_PATTERNS = ("Cup & Handle",): demote_watch_only marks the rows and reports a cup breakout as WATCHLIST with its age and a note, applied when the report is written so the detector and the replay keep measuring the pattern; the legacy profile has none. The page lists such a breakout under the stocks being watched with "broke out N sessions ago: watch-only" and explains why. Evidence: +0.03 R on 305 cup signals over eleven point-in-time years, 18 % reaching the target. Tests (156), wiki 01, 02 and 03 (constant, ledger), README, changelog. Co-Authored-By: Claude Fable 5.1 <noreply@anthropic.com>
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Summary
The Cup & Handle becomes watch-only: its rows are still detected and reported, but a cup breakout is never a buy signal.
Evidence (tuning page, the eleven yearly point-in-time runs): cups made +0.03 R per signal on 305 signals with 18 % reaching their target, against +0.23 R for the inverse head and shoulders and +0.43 R for the Wolfe. Two of the first three live losses (BIIB, VRTX) were cups.
How
WATCH_ONLY_PATTERNS = ("Cup & Handle",),legacyprofile: none.demote_watch_onlyruns when the report is written: every cup row getswatch_only, and a cup breakout keeps its levels andbars_since_breakbut is reported asWATCHLISTwith the note "breakout listed for information: watch-only pattern". With that status no consumer treats it as a trade: the evaluator does not track it, the listing rule does not count it, and the page lists it under the stocks being watched with "broke out N sessions ago: watch-only" instead of a distance to the trigger, plus one sentence saying why.tools/backtest.pykeeps measuring cups and the eleven-year figures, which include them, are unchanged; the decision can be revisited with the same tooling.meta.watch_only_patternslists the patterns.Tests (156): the demotion (a breakout listed with its age and note, an un-broken cup unchanged, other patterns untouched, the
legacyprofile without it), the end-to-end scan (the cup fixture now appears on the watchlist with its age,watch_only, and the header sentence), the second run closing it as aWATCHLISTrow, and the page's watch-only cell and glossary entry.Docs: wiki 01 (
watch_only,meta.watch_only_patterns), wiki 02 (the cup's section), wiki 03 (the constant's row and the ledger of adopted values), README, changelog.Closes #109.
Test plan
testsworkflow on this PR🤖 Generated with Claude Code