Audit My TradesThis is a sample built from made-up trades. Audit your own file →
You are making money, and the evidence of an edge is moderate
Over 619 trades (2024-10-03 to 2026-10-22) you kept ₹1,28,840 after ₹1,27,980 in estimated charges. The biggest leak below cost you ₹1,27,980.
Ahead on average, with gains steadier than chance usually gives, but not yet enough results to call the evidence strong.
The test behind it: probably skill, not yet proven: the gains are not steady enough yet to call it proven (steadiness 1.96 per day, where 2 counts as strong evidence).
Read it top to bottom: the verdict, then the fixes worth the most money, then where the money went. Everything after that is the detail behind those.
Weakest: Costs. How every point was lost →
If you had no edge at all, a per-day gain this large would still turn up by chance about 1 in 65 times. Take out what NIFTY did while each trade was open and the same trades average +0.100 % per day.
The whole book as one: 619 trades on 12 symbols (343 long, 276 short), Cash intraday. Read from a trade list. Each strategy is also graded on its own further down.
Charges are estimated: each trade's own turnover at today's statutory rates (2026-10 (STT per Budget 2026, eff 1-Apr-2026)) plus the brokerage you set and a modelled slippage. Your broker's contract notes are the actual figure; if the file carries them, the audit uses those instead.
Early access: this is the full audit. Sections marked Full audit will be paid later; the free report is everything else.
Fix these first
The rupee figures on these cards overlap: one trade can sit in a losing name, a big-loss day and the charges at once. They are the size of each leak, not savings that add up.
Costs take 50 % of what you make-₹1.28 L
Each trade makes +0.209 % before costs and pays 0.104 % in charges and slippage. If your real fills are a little worse than modelled -- twice the costs -- the average day loses money (-0.009 %).
Next: A trade should make at least two to three times its cost. Check the brokerage you entered, and if your fills are worse than the default slippage, believe the doubled-costs line. The fix is more profit per trade, not more trades: every extra trade pays the same charges.
8 days cost you 11 % of all your losses-₹41 k
A typical losing day costs ₹1,362; these lost at least three times that: 2026-07-09 (-₹6,144); 2026-06-12 (-₹5,996); 2025-11-21 (-₹5,533). The day after such a loss you averaged 2.5 trades against 2.0 on a normal day and made +₹1,332.
Next: The book is decided on a handful of days. A daily loss limit at about twice the typical losing day would have cut these; test it on the next month before trusting it.
Flip-flopping cost you ₹5,806-₹5806
On 14 name-days you were both long and short the same name. Those 28 trades lost ₹5,806 and won 39 %.
Next: Two opinions on one name in one day is usually no opinion. Pick the side before the open, or skip the name.
6 more findings
It worked before 2026-03-11, not after
Before 2026-03-11: +0.133 % per day, strong evidence of an edge. After: +0.008 % per day, no evidence either way.
Next: If the rules were tuned on this whole history, the early trades cannot test them. Enter the date you stopped tuning and re-audit; the trades after it are the test.
Not enough trades yet to tell
The result is positive, but with 311 days a run of luck could produce it (about about 1 in 65). At this rate you would need about 14 more days before it counts as evidence.
Next: Keep the record going without changing the rules and re-audit at about 325 days. Every rule change restarts the count.
Weekday: Friday trades drag the book
118 trades (19 % of the book) averaged -0.391 % and won 34 % of the time. Without them the rest average +0.222 % instead of +0.105 %. A random set of 118 trades would do this well only 0.1 % of the time.
Next: A lead, not a rule: 28 slices were tried, so a few will look bad by chance. Keep taking these trades for now and re-check on the next 50; if it holds there, it is a rule you can write down.
Symbol: BHARTIARTL trades drag the book
65 trades (10 % of the book) averaged -0.064 % and won 52 % of the time. Without them the rest average +0.125 % instead of +0.105 %. A random set of 65 trades would do this well only 4.9 % of the time.
Next: A lead, not a rule: 28 slices were tried, so a few will look bad by chance. Keep taking these trades for now and re-check on the next 50; if it holds there, it is a rule you can write down.
Your exits beat holding to the close by +0.119 % per trade
The same 619 trades, exited at the day's close instead: -0.014 % per trade against your +0.105 %. The close was better on 45 % of them, and the gap is too consistent to be luck.
Next: Keep the exit rule; it is doing work. The same comparison on the next 50 trades confirms it.
The drawdown was 19 % of capital
Deepest drawdown -₹22,892 against the peak margin the book needed (you gave no capital figure), ₹1,19,873. Return on that capital over the span: +107.5 %.
Next: If your real capital was larger than the peak margin, enter it on the upload page and this share falls. If it was not, a hole this deep will recur, and capital that cannot absorb it twice is too small for this book.
Where your money went
Costs ate 50 % of the gross profit.
Month by month
Running total
what you had kept, by exit day how far below your best point you were
More numbers
Where the points went Full audit
The rules are fixed and the same for everyone, so next month's score is comparable with this one. Confidence is high: it rests on 311 separate results (trades on the same day count as one), and a score on a few months of trading is a first read, not a verdict.
Edge 25 % of the score
Is the result better than luck, and is it yours rather than the market's
Starts at 79 from the steadiness of the gains (1.96, where 2 counts as strong evidence).
No points lost.
Discipline 20 % of the score
The habits: jumping back in after a loss, flipping sides, names that keep losing
Starts at 100.
- Long and short the same stock the same day: 2% of your losses−3 -₹5,806
Risk control 20 % of the score
How deep the holes get: big-loss days, the worst fall, losing runs
Starts at 100.
- 8 big-loss days: 11% of your losses−17 -₹40,594
- Worst fall 19% of capital−29 -₹22,892
Costs 15 % of the score
How much of what you make you keep after charges and slippage
Starts at 100.
- Costs took 50% of what you made before costs−50 -₹1,27,980
- At twice the modelled costs the result turns negative−10
Consistency 10 % of the score
Does it hold month to month, recently, and on trades it was not tuned on
Starts at 100.
- 8 of 25 months lost money−19
- Worked before 2026-03-11, not after−20
Sizing & holds 10 % of the score
Where the money sits: your biggest trades, how long you hold losers, overnight vs same-day
Starts at 100.
No points lost.
This month against last month Full audit
2026-10 against 2026-09: better on net result, trades won, flip-flop trades, big-loss days, names that lost last month.
| 2026-09 | 2026-10 | ||
|---|---|---|---|
| Net result | -₹3,129 | -₹991 | Better |
| Trades won | 45 % | 65 % | Better |
| Re-entries after a loss | 0 | 0 | No change |
| Flip-flop trades | 2 | 0 | Better |
| Big-loss days | 1 | 0 | Better |
| Names that lost last month none of them lost again | 4 names | 0 lost again | Better |
Every month
| Month | Trades | Net | Won | Re-entries | Flip-flops | Big-loss days |
|---|---|---|---|---|---|---|
| 2024-10 | 15 | -₹353 | 60 % | 0 | 0 | 0 |
| 2024-11 | 29 | -₹4,048 | 34 % | 0 | 2 | 0 |
| 2024-12 | 31 | +₹6,517 | 58 % | 2 | 6 | 0 |
| 2025-01 | 23 | -₹11,907 | 48 % | 0 | 0 | 2 |
| 2025-02 | 29 | +₹24,318 | 76 % | 0 | 2 | 0 |
| 2025-03 | 25 | +₹16,379 | 52 % | 1 | 2 | 0 |
| 2025-04 | 23 | +₹2,547 | 52 % | 0 | 0 | 0 |
| 2025-05 | 29 | +₹8,518 | 59 % | 0 | 2 | 0 |
| 2025-06 | 21 | +₹6,927 | 62 % | 0 | 0 | 0 |
| 2025-07 | 23 | +₹8,034 | 52 % | 0 | 2 | 1 |
| 2025-08 | 21 | +₹460 | 52 % | 0 | 2 | 0 |
| 2025-09 | 23 | +₹17,799 | 74 % | 0 | 0 | 0 |
| 2025-10 | 29 | +₹12,720 | 62 % | 0 | 0 | 0 |
| 2025-11 | 28 | +₹6,858 | 54 % | 1 | 4 | 1 |
| 2025-12 | 35 | +₹10,356 | 54 % | 0 | 0 | 0 |
| 2026-01 | 30 | +₹14,062 | 67 % | 0 | 4 | 0 |
| 2026-02 | 20 | -₹3,234 | 45 % | 0 | 0 | 0 |
| 2026-03 | 20 | +₹2,372 | 55 % | 0 | 0 | 0 |
| 2026-04 | 22 | +₹2,949 | 50 % | 0 | 0 | 0 |
| 2026-05 | 15 | -₹978 | 53 % | 0 | 0 | 0 |
| 2026-06 | 29 | -₹2,921 | 41 % | 0 | 0 | 2 |
| 2026-07 | 17 | +₹7,553 | 71 % | 0 | 0 | 1 |
| 2026-08 | 33 | +₹8,034 | 61 % | 0 | 0 | 0 |
| 2026-09 | 29 | -₹3,129 | 45 % | 0 | 2 | 1 |
| 2026-10 | 20 | -₹991 | 65 % | 0 | 0 | 0 |
Re-run the audit each month on your new trades; this section is how you see whether the habits named above actually stopped.
Your habits, in rupees Full audit
Your own trades, in rupees from your file. The fixes at the top name the ones that matter; these are the tables behind them.
Ten worst trades
| Date | Name | Strategy | Held | Net |
|---|---|---|---|---|
| 2024-12-30 | INFY | Opening range | 0d | -₹5,717 |
| 2026-07-09 | ITC | Opening range | 0d | -₹4,949 |
| 2026-06-02 | LT | Afternoon fade | 0d | -₹3,962 |
| 2026-02-09 | ICICIBANK | Afternoon fade | 0d | -₹3,724 |
| 2025-07-11 | TCS | Afternoon fade | 0d | -₹3,654 |
| 2025-12-24 | BHARTIARTL | Opening range | 0d | -₹3,630 |
| 2026-10-12 | BHARTIARTL | Opening range | 0d | -₹3,610 |
| 2025-07-04 | ITC | Opening range | 0d | -₹3,580 |
| 2025-08-01 | ICICIBANK | Afternoon fade | 0d | -₹3,307 |
| 2025-11-21 | RELIANCE | Opening range | 0d | -₹3,284 |
Ten best trades
| Date | Name | Strategy | Held | Net |
|---|---|---|---|---|
| 2025-07-07 | BHARTIARTL | Afternoon fade | 0d | +₹5,126 |
| 2026-06-08 | ITC | Afternoon fade | 0d | +₹5,055 |
| 2024-12-02 | AXISBANK | Afternoon fade | 0d | +₹4,931 |
| 2025-03-05 | AXISBANK | Opening range | 0d | +₹4,601 |
| 2025-10-20 | ITC | Opening range | 0d | +₹4,227 |
| 2025-03-24 | RELIANCE | Afternoon fade | 0d | +₹3,960 |
| 2025-11-04 | LT | Opening range | 0d | +₹3,912 |
| 2025-04-16 | KOTAKBANK | Afternoon fade | 0d | +₹3,877 |
| 2026-04-30 | KOTAKBANK | Afternoon fade | 0d | +₹3,864 |
| 2025-12-22 | KOTAKBANK | Afternoon fade | 0d | +₹3,780 |
Month by month
| Month | Trades | Net | Won |
|---|---|---|---|
| 2024-10 | 15 | -₹353 | 60 % |
| 2024-11 | 29 | -₹4,048 | 34 % |
| 2024-12 | 31 | +₹6,517 | 58 % |
| 2025-01 | 23 | -₹11,907 | 48 % |
| 2025-02 | 29 | +₹24,318 | 76 % |
| 2025-03 | 25 | +₹16,379 | 52 % |
| 2025-04 | 23 | +₹2,547 | 52 % |
| 2025-05 | 29 | +₹8,518 | 59 % |
| 2025-06 | 21 | +₹6,927 | 62 % |
| 2025-07 | 23 | +₹8,034 | 52 % |
| 2025-08 | 21 | +₹460 | 52 % |
| 2025-09 | 23 | +₹17,799 | 74 % |
| 2025-10 | 29 | +₹12,720 | 62 % |
| 2025-11 | 28 | +₹6,858 | 54 % |
| 2025-12 | 35 | +₹10,356 | 54 % |
| 2026-01 | 30 | +₹14,062 | 67 % |
| 2026-02 | 20 | -₹3,234 | 45 % |
| 2026-03 | 20 | +₹2,372 | 55 % |
| 2026-04 | 22 | +₹2,949 | 50 % |
| 2026-05 | 15 | -₹978 | 53 % |
| 2026-06 | 29 | -₹2,921 | 41 % |
| 2026-07 | 17 | +₹7,553 | 71 % |
| 2026-08 | 33 | +₹8,034 | 61 % |
| 2026-09 | 29 | -₹3,129 | 45 % |
| 2026-10 | 20 | -₹991 | 65 % |
What you keep doing
- Size: the largest tenth of trades by margin (62) made +₹19,623 and won 58 %; the rest made +₹1,09,216 and won 56 %.
- Flip-flops (long and short on one name in one day): 28 trades on 14 name-days, -₹5,806, won 39 %.
- Big-loss days (8): 2026-07-09 -₹6,144 on 3 trades; 2026-06-12 -₹5,996 on 3 trades; 2025-11-21 -₹5,533 on 3 trades; 2026-09-18 -₹4,970 on 3 trades; 2025-01-02 -₹4,869 on 3 trades; and 3 more.
- Most expensive strategies: Opening range +₹34,169 on 230 trades, won 55 %; Afternoon fade +₹94,671 on 389 trades, won 56 %. Best: Afternoon fade +₹94,671 on 389 trades, won 56 %; Opening range +₹34,169 on 230 trades, won 55 %.
By strategy Full audit
Each strategy is judged on its own trades and its own blocks; the verdict at the top is for the whole book. These groups are the file's own strategy column.
| Strategy | Skill or luck | Trades | Days / blocks | Net / unit | t | t neutral | Trades won | Net ₹ |
|---|---|---|---|---|---|---|---|---|
| Afternoon fade | Probably skill | 389 | 264 | +0.097 % | 2.16 | 1.61 | 56 % | +₹94,671 |
| Opening range | Unclear | 230 | 180 | +0.089 % | 1.45 | 0.82 | 55 % | +₹34,169 |
When you trade: entries, exits, holds Full audit
From the trade list alone. 14 slices were tried against the random-skip null, so about 1 could pass by luck; a flag is a lead to re-check on new trades, never a rule.
Entry hour
| Entered | Trades | Share | Average | Won | Kept trades' average | Change | Luck p |
|---|---|---|---|---|---|---|---|
| 09:15-09:59 | 88 | 14 % | +0.086 % | 55 % | +0.108 % | +3 % | 0.434 |
| 10:00-10:59 | 142 | 23 % | +0.068 % | 56 % | +0.116 % | +11 % | 0.274 |
| 11:00-11:59 | 154 | 25 % | +0.174 % | 63 % | +0.082 % | -22 % | 0.861 |
| 12:00-12:59 | 172 | 28 % | +0.047 % | 51 % | +0.127 % | +21 % | 0.153 |
| 13:00-13:59 | 63 | 10 % | +0.203 % | 56 % | +0.094 % | -11 % | 0.810 |
Next: no entries stand out against a random skip; nothing to change here.
Exit hour
| Exited | Trades | Share | Average | Won | Kept trades' average | Change | Luck p |
|---|---|---|---|---|---|---|---|
| 09:15-09:59 | 8 | 1 % | -0.059 % | 38 % | +0.107 % | +2 % | 0.299 |
| 10:00-10:59 | 71 | 11 % | +0.120 % | 52 % | +0.103 % | -2 % | 0.574 |
| 11:00-11:59 | 134 | 22 % | +0.102 % | 60 % | +0.106 % | +1 % | 0.500 |
| 12:00-12:59 | 163 | 26 % | +0.076 % | 56 % | +0.115 % | +10 % | 0.302 |
| 13:00-13:59 | 145 | 23 % | +0.120 % | 57 % | +0.100 % | -4 % | 0.588 |
| 14:00-14:59 | 90 | 15 % | +0.133 % | 53 % | +0.100 % | -5 % | 0.629 |
| 15:00-15:30 | 8 | 1 % | +0.170 % | 50 % | +0.104 % | -1 % | 0.590 |
Next: no exits stand out against a random skip; nothing to change here.
Hold length
| Held | Trades | Share | Average | Won | Kept trades' average | Change | Luck p |
|---|---|---|---|---|---|---|---|
| 15-60 min | 254 | 41 % | +0.124 % | 56 % | +0.091 % | -13 % | 0.693 |
| 1-3 hours | 365 | 59 % | +0.091 % | 56 % | +0.124 % | +19 % | 0.318 |
Next: no holds stand out against a random skip; nothing to change here.
Median hold: winners 66 minutes, losers 68 minutes (1.0x). The 312 trades held past the winners' median averaged +0.058 % and won 55 %.
Held to the close
The same trades exited at the exit day's close, same costs: -0.014 % per trade against your +0.105 %, a difference of -0.119 % (t -3.11 on 619 trades; the close was better on 45 %).
Next: keep the exit rule; it is doing work.
The numbers behind the verdict skill or luck, the untouched test, capital, charges, every slice
Skill or luck: the numbers Full audit
The whole book, all segments together. Each row is one slice of your trades; t per day treats each trading day as one result (trades on the same day move together) and is the score to quote. What the t columns mean: t is the steadiness score -- how many times bigger the average gain is than the swings around it. Under 1: could easily be luck. 1 to 2: maybe skill. Over 2: too steady to be luck. t per trade counts every trade; t neutral is the score after NIFTY's own move during each trade is taken out.
| Days | Trades | Gross / day | Net / day | t per day | t per trade | t neutral | Days won | |
|---|---|---|---|---|---|---|---|---|
| All trades | 311 | 619 | +0.199 % | +0.095 % | 2.43 | 2.95 | 1.96 | 56 % |
| Last 12 months | 154 | 301 | +0.165 % | +0.061 % | 1.09 | 1.43 | 1.16 | 57 % |
| Without best and worst day | 309 | 613 | +0.198 % | +0.094 % | 2.42 | 2.97 | 1.96 | 56 % |
| Half: 2024-10-03 .. 2025-10-21 | 156 | 317 | +0.224 % | +0.120 % | 2.20 | 2.67 | 1.56 | 54 % |
| Half: 2025-10-27 .. 2026-10-22 | 155 | 302 | +0.174 % | +0.070 % | 1.25 | 1.52 | 1.23 | 57 % |
Best day 2025-07-07 (+₹9,147), worst day 2026-07-09 (-₹6,144).
Return on your capital Full audit
Capital here is the peak margin the book needed -- the least capital that would have carried it. Enter your real capital on the upload page for the true percentages. Margin per trade is a modelled fraction of turnover (the fractions are in "How this was read"); an option position uses its own base.
| Segment | Margin assumed | Trades | Avg margin | Net ₹ | RoM / trade, mean | median | RoM / margin-day, median | Won |
|---|---|---|---|---|---|---|---|---|
| Cash intraday (MIS) | 20.0 % | 619 | ₹39,750 | +₹1,28,840 | +0.52 % | +0.38 % | +0.38 % | 56 % |
RoM per margin-day = net / (margin × days held, at least one): the unit that compares segments on capital rather than on turnover.
Did it keep working on untouched trades Full audit
No split date was given, so the last 30 % of trading days (from 2026-03-11) are held out and judged on their own. If you tuned the strategy on all of these trades, this is not a true out-of-sample test -- tell us the date you stopped tuning. PASS needs a positive net per day, a steadiness of 1.5 or more after the market's move is taken out, and a positive market-neutral average.
| Days | Trades | Gross / day | Net / day | t per day | t per trade | t neutral | Days won | |
|---|---|---|---|---|---|---|---|---|
| PASS Before | 217 | 438 | +0.237 % | +0.133 % | 2.89 | 3.16 | 2.54 | 57 % |
| FAIL After | 94 | 181 | +0.112 % | +0.008 % | 0.11 | 0.62 | 0.05 | 53 % |
Year by year Full audit
| Days | Trades | Gross / day | Net / day | t per day | t per trade | t neutral | Days won | |
|---|---|---|---|---|---|---|---|---|
| 2024 | 37 | 75 | +0.154 % | +0.050 % | 0.50 | 0.16 | 1.53 | 46 % |
| 2025 | 152 | 309 | +0.259 % | +0.155 % | 2.69 | 3.35 | 1.48 | 60 % |
| 2026 | 122 | 235 | +0.137 % | +0.033 % | 0.54 | 0.86 | 0.75 | 54 % |
What charges do to you Full audit
Average cost 0.104 % per trade against an average gross +0.209 %. If your real fills are worse than modelled, the 2x line is the one to believe.
| Net / day | t per day | Days won | |
|---|---|---|---|
| 0x costs | +0.199 % | 5.10 | 64 % |
| 1x costs | +0.095 % | 2.43 | 56 % |
| 2x costs | -0.009 % | -0.24 | 48 % |
Which trades to question Full audit
2 of 28 slices pass the bar (skipping them lifts the kept trades' average by 10 % or more, refuses no more than 40 % of trades, and beats a random skip of the same size at 5 %). 28 slices were tried, so about 1 could pass by luck alone: treat a flag as an idea to test on new trades, never a rule.
| Slice | Trades | Share | Its average | Won | Kept trades' average | Change | Luck p |
|---|---|---|---|---|---|---|---|
| Weekday: Friday | 118 | 19 % | -0.391 % | 34 % | +0.222 % | +112 % | 0.001 |
| Symbol: BHARTIARTL | 65 | 11 % | -0.064 % | 52 % | +0.125 % | +19 % | 0.049 |
| Entry hour: 12:00-12:59 | 172 | 28 % | +0.047 % | 51 % | +0.127 % | +21 % | 0.153 |
| After: a winning trading day | 340 | 55 % | +0.081 % | 53 % | +0.133 % | +27 % | 0.229 |
| Symbol: ICICIBANK | 43 | 7 % | +0.007 % | 58 % | +0.112 % | +7 % | 0.229 |
| Strategy: Opening range | 230 | 37 % | +0.075 % | 55 % | +0.123 % | +17 % | 0.258 |
| Weekday: Thursday | 130 | 21 % | +0.060 % | 58 % | +0.117 % | +11 % | 0.264 |
| Symbol: RELIANCE | 58 | 9 % | +0.044 % | 48 % | +0.111 % | +6 % | 0.272 |
| Entry hour: 10:00-10:59 | 142 | 23 % | +0.068 % | 56 % | +0.116 % | +11 % | 0.278 |
| Symbol: LT | 63 | 10 % | +0.051 % | 54 % | +0.111 % | +6 % | 0.298 |
| Symbol: ITC | 52 | 8 % | +0.041 % | 48 % | +0.111 % | +6 % | 0.300 |
| Symbol: INFY | 48 | 8 % | +0.061 % | 56 % | +0.108 % | +3 % | 0.363 |
| Entry hour: 09:00-09:59 | 88 | 14 % | +0.086 % | 55 % | +0.108 % | +3 % | 0.431 |
| Side: Short | 276 | 45 % | +0.099 % | 56 % | +0.109 % | +5 % | 0.453 |
How this was read
- strategies from column 'strategy': 2
- close from column 'close': the instrument's close on the exit day, used only for the held-to-close what-if
- costs in rupees from each trade's own turnover: statutory stack (2026-10 (STT per Budget 2026, eff 1-Apr-2026)) + brokerage Rs 20 per order + GST + slippage Cash intraday 0.045 % RT (measured defaults)
- MARKET-NEUTRAL: each trade minus the NIFTY move over its hold, signed for its side (a same-day trade uses the previous close -> close, a proxy for an intraday window)
- MARGIN per trade = Cash intraday (MIS) 20.0 % of turnover (echoing the measured fractions behind this audit) -- ASSUMED; your broker's margin statement is the truth
Not checked here
- Whether the rules used any information that was not available at the moment of the trade (look-ahead). Only you can confirm this.
- Whether these exact trades were chosen after trying many variants. A strategy picked as the best of 50 needs a far higher bar.
- Fills: limit orders that would not have filled, circuit limits, and impact on thin names are not modelled beyond the slippage line.
- Margin, leverage and position sizing: returns are per trade on its own turnover.
Your trades, as read
Every trade this audit counted, one row each, with a strategy column already filled in. Name your strategies in it, then upload it together with your trades file and each strategy gets its own grade.
Name your strategies
These are the strategies this report is graded with. Name your own: describe each strategy the way you think of it and every trade that fits attaches to it; a trade that fits two goes to the first one listed; the rest stay "not named". Then re-grade and each strategy gets its own skill-or-luck read, its own habits, its own rupees. Nothing is saved on our side: download the strategies and upload them with next month's trades to keep the same names.
Or tag a few trades and let the audit work out the rule
Type the strategy name against five or six trades of each kind below, press Work out the rules, and the audit says what those trades have in common and how many more fit. A name typed against a trade always wins over a rule.