Audit a Day-Trading Signal's Exit Rule
Preserve the first stop, target and time limit, then test every update against its own timestamp and the subscriber's fills.
Freeze the starting instruction
Save the original call before opening the outcome chart. Record the entry condition, protective stop, target, maximum holding time and any instruction to flatten before a session ends. If one of those terms is missing, write missing. Do not infer a stop from a later recap or an attractive support level. A clear exit policy is needed before a published win rate can be reproduced.
For a claimed VR2 receipt, the documented SHA-256 preimage includes entry and grade but not stop or target. A matching digest therefore cannot show that either exit level was unchanged. Use contemporaneous messages or independent snapshots to test their versions. A pending timestamp proof has no confirmed Bitcoin block time.
Treat each adjustment as a new event
A provider may move a stop, take a partial exit or cancel a target for legitimate reasons. Record each update with its own message ID, time and receipt time. The later instruction cannot inherit the original alert's timestamp. If a subscriber had already been stopped before a correction arrived, do not rescore that account as though it received the new policy earlier.
For an illustrative call with entry 100, stop 98 and target 104, moving the stop to 99 later changes the policy from that later time only. It does not erase the earlier 2-unit planned risk. Whether a subscriber's execution followed either instruction depends on actual delivery and order records, not just on the provider's post-trade summary.
Do not mistake a stop price for a guaranteed fill
A stop order may become a market order when triggered, and its execution can differ from the stop price; a stop-limit order can fail to execute. The SEC's order-type bulletin explains that distinction. Your ledger should keep the planned stop, actual order type, trigger observation, fill and any slippage in separate fields.
If no trade filled, record no trade. If a position remained open after the promised same-session window, keep it open in the count until an actual exit or explicit valuation rule applies. Closing an unresolved position at the most favorable later print would turn a procedure into hindsight.
Reconcile the full sequence
At the end of a predeclared period, compare every publisher call with its exit events and your subscriber account ledger. Report original-policy outcomes, updated-policy outcomes and actual fills separately. Mark missing updates, ambiguous partial exits and disputed timestamps as unknown, not as wins. Pair this page with the execution log to decide whether a signal service supplied instructions your account could follow.