What Signals Cannot Tell You
Momentum regimes, ranging markets, and why honest dashboards show their misses.
MarktBit publishes its misses. The performance page shows hits and misses with sample sizes, because a dashboard that only shows wins is marketing, not measurement.
Momentum-style signals are structurally weak in ranging or reversing markets. When price chops sideways, momentum oscillates across thresholds — the rules emit fewer signals, and the ones that fire degrade faster.
Every indicator on the card is backward-looking. RSI, MACD, moving averages — all summarize what already happened. They can describe trend quality; they cannot see the tweet, the hack, or the macro print arriving in five minutes.
Sizing discipline lives outside the dashboard. A signal says nothing about how much to risk, when to exit, or whether the position fits your portfolio — that is entirely your call.
The right mental model: signals are one measured input among many. Combine them with the context panels, your own validation in backtest, and position sizing that assumes any single signal can be wrong.