ET Reddit Mentions | ChartExchange

The metrics tell a clearer story than I think you're giving them credit for. Your 55.54% confident accuracy is barely above coin flip, but your payoff ratio is 1.17 (avg win 0.018, avg loss 0.016) and your profit factor is 1.40. That means most of your edge isn't in being right about direction, it's in being slightly more right than wrong combined with the asymmetry of wins running a bit longer than losses. That's actually a fragile place to live. Small shifts in the avg-win or avg-loss assumption (a few extra basis points of slippage, a worse fill on the loser side) can collapse the expectancy quickly. Before live trading, I'd recompute the metrics with a punishing slippage assumption (say 10bp each way for a daily swing) and see what survives.
Looking at your charts, two things stand out. The equity curve has a near-vertical run from roughly 10 to 18 across late 2025 and early 2026, which is probably 40%+ of your total compounded return concentrated in maybe 4-5 months. Your monthly bar chart confirms this with November 2024 at +37% and January/February 2026 both at +29%. Three months alone could account for a substantial fraction of the 4-year result. The annual returns also show a soft pattern: 64%, 83%, 79%, then 43% in 2025, then 63% YTD in 2026. That could be variance, but it could also be edge decay with one good regime burst pulling the average back up. Worth running the bootstrap excluding those three best months and seeing what the curve looks like.
On your specific questions:
Before scaling: the gap between live and backtest will almost always be in execution rather than signal. Specifically the timing of "after the previous daily candle closes" matters a lot. US daily candles close at 4pm ET but the broker often won't accept the next order until 4:01-4:30 the next morning depending on session structure. Confirm your live agent uses the same close price the backtest does, otherwise you're trading on a different candle than you tested.
Common live-trading bugs that backtests miss: dividend/corporate action handling on the asset bridge (your backtest probably auto-adjusts but the live broker doesn't on the same schedule), data revisions (the closing price you see at 4:00:01 ET often gets revised between 4:01 and 4:15 by exchange data feeds, so your "live" decision differs from your "backtest" decision for the same calendar date), and look-ahead in feature computation (any feature that uses a windowed stat needs to be computed strictly from data available BEFORE the prediction timestamp, not at the prediction timestamp).
What to monitor first: live expectancy compared to backtest expectancy, computed on a rolling basis. Not Sharpe, not drawdown. Expectancy is the leanest signal of "is the edge still there." If your live expectancy stays within one standard error of your backtest expectancy after 50 trades, you're probably fine. If it drifts more than 2 SE down, the strategy didn't survive contact with live execution.
For transparency, the only thing that proves a live system is real is publishing predictions with timestamps BEFORE the outcome is known. GitHub with commit timestamps works. Twitter posts time-stamped before market open work. Anything that publishes results "after the fact" can be (and usually is) cherry-picked. A simple public CSV updated nightly with date, prediction, confidence, and outcome is the strongest transparency proof short of a verified broker account.

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