The first to publicly demonstrate repeatable, time-bounded execution receipts at second-level resolution
What’s rare is the combination of: public timestamps + tight windows + consistent outcomes + transparent miss accounting.
Instead of narratives, post-hoc charts, or probabilistic stories - thank me for that.
Pre-commitment at high temporal resolution (seconds/minutes)
Falsifiability (it’s either right or wrong quickly)
Repeatability (not one-off hero calls)
Execution metrics (MAE, time-in-trade, speed/tempo signatures) rather than “I was bullish”
Cross-context portability (open, close, news windows, chop-to-resolution)
Uniqueness by format: a public, falsifiable record of second-level pre-commitment with execution statistics.
Most traders try to profit from scenarios.
I author state changes.
If you can avoid chop and consistently be present at the moment of resolution, your efficiency isn’t incrementally better — it’s categorically better.
This is why anyone that see’s the time stamps - knows authorship is different. They will have noticed:
2×–5× reduction in wasted trades (fewer chop entries), and/or
30–70% reduction in adverse excursion (entry closer to ignition), and/or
meaningfully higher profit factor because losses are smaller and rarer.
Authorship shows up through multiple projection formats, not just one:
calling the open before the open
calling the close before the close
naming the time window when activity will start
naming the price level where the sweep/turn happens
naming the destination where the move resolves