Build an Intraday Signal Execution Log
Compare each published day-trading call with the first price a subscriber could actually trade, including misses and costs.
Create two linked rows per call
The publisher row contains the original message ID, its timestamp and timezone, instrument, direction, entry condition, first stop, target, expiry and stated exit rule. Save the first version and any corrections separately. The subscriber row starts when the alert reached your device. Record your venue, the first tradable bid or ask, order type, quantity, fill time and price, or a reason no order was placed. One call ID links the two rows, but their outcomes must not be treated as the same measurement.
Capture the quote source as well as the number. A chart midpoint, a last trade and an executable offer are different observations. If only a screenshot is available, mark the quote as unverified rather than naming it a fill. Keep an unchanged copy of the source alert alongside the row so a later recap cannot silently change the starting terms.
Record missed and partial opportunities
A limit order that never filled is not a profitable trade. A call received after its entry range has passed is a missed alert, even when the chart later touches the target. Record partial fills with their own quantities and prices, and put cancellations and corrected calls in the same sequence. Do not delete an inconvenient row just because it never reached an account.
The SEC's online-investing guide explains the trade-off between a limit price and the chance that an order never executes. Your log should report both the publisher's theoretical result and what your actual order rules allowed, without moving the entry to the best print after the fact.
Reconcile results under frozen rules
Before a trial begins, decide how to score range entries, late notifications, partial exits, fees and open positions. At the end, report the count of all published calls, the count actionable at your venue, the number you attempted, the number filled and the number closed. Use separate denominators for each rate. A winning publisher call that you could not enter may still be a valid model observation; it is not evidence of your subscriber return.
Illustration only: an alert quotes an entry at 100 with a stop at 98. Your first available offer is 100.60. The planned reference risk is 2 units, but the subscriber risk to the same stop is 2.60 before costs. This calculation is a comparison of two possible entry points, not a historical result or advice to take the trade.
Use the log to make a buying decision
A useful conclusion names the period, your market hours and the missing evidence. For example, you may find a complete publisher archive but too many late alerts for your schedule, or prompt delivery but no defensible original exit rule. Either finding is more actionable than a five-star score. Read the opening-window check for session-specific timing and the exit audit before comparing net outcomes.