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Execution Efficiency · The Grading Stack

From excursions to a letter grade.

Layer 01The grading stack

From excursions to a letter grade.

The MAE/MFE Lab's output classifications turn raw excursion data into judgments: MAE quality (entry precision), MFE quality (opportunity generation), efficiency zone, a bounded Stop Efficiency Score built from MAE control and capture efficiency, an overall execution grade, and a branch-integrity flag that catches trades behaving outside their branch identity.

  • Weekly rollups surface high-MAE weeks, elite-MFE weeks, BE trigger rates, and week quality grades.
  • Timeframe analytics catch structural mismatches — a 5M trade carrying swap exposure means something is wrong.

Layer 02Where it lives

Inside Execution Efficiency.

This page expands one card of the Execution Efficiency page into its own reference. For orientation, the module's own framing: Execution-efficiency diagnostics grade the trade lifecycle itself: MAE quality, MFE quality, efficiency zones, stop efficiency scores, execution grades, and branch-integrity flags — the layer that decides whether results are clean or merely lucky.

Layer 03Grade boundaries

Letter thresholds are fixed in the standard, not curved.

An efficiency B means the same thing in a winning month and a losing one, because the grade boundaries live in the operating standard rather than floating on recent averages. Curved grading would let a deteriorating quarter re-norm its own report card — fixed thresholds are what make this month's B comparable to last year's.

The governing idea

CLEAN: low pain, high opportunitySURVIVORS: works, but absorbs painQUIET: low pain, low reachBLEEDERS: pain without payoffMAE (stop consumed) →MFE (opportunity) →

Reference

Each closed trade logs its worst adverse excursion and best favorable excursion. The lab plots them into quadrants and pairs the picture with capture efficiency, giveback, and fee drag - then the EV Driver Diagnostics rank which repair (entry location, coefficient, trail logic, cost avoidance) would move net expectancy most.

Every trade plotted by pain taken (MAE) versus opportunity generated (MFE). The four quadrants diagnose entry precision and exit management at a glance.

Connected inside MARS

This module doesn't work alone.

Go deeper

Operator briefs on this territory.

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