Direction balance snapshot

How balanced CandleDojo is between long and short calls

A first-party snapshot of long-versus-short balance across CandleDojo's current reporting set, including framework and asset-class splits.

Page Notes

Reviewed by

CandleDojo editorial team

Published

Apr 4, 2026

Last updated

Apr 4, 2026

Sources

Scenario snapshot JSON Scenario reporting metrics JSON Data sources Methodology

How this page was made

This insight page is first-party reporting from CandleDojo. It summarizes public reporting snapshots and scenario-library data rather than making promises about profitability or live trading outcomes.

Highlights

— 291 of the 544 scenarios in the current snapshot score long, while 253 score short.
— No framework exceeds the 65% direction guardrail in either direction.
— Scalp currently leans 54% short, while swing leans 58% long.

Long share

53%

Overall share of long-scored scenarios in the current reporting snapshot.

Short share

47%

Overall share of short-scored scenarios in the same snapshot.

Guardrail

65%

Maximum one-sided imbalance allowed by the scenario audit rules.

Direction balance matters because training libraries can drift

If a practice library gets too long-heavy or too short-heavy, traders start learning the bias of the dataset instead of improving the read itself.

That is why CandleDojo keeps a direction-imbalance guardrail in the scenario pipeline. The public reporting snapshot sits close to balanced overall instead of leaning too hard to one side.

The framework splits are close, but not artificially flat

Scalp currently comes in at 46% long and 54% short. Intraday lands at 56% long, while swing lands at 58% long.

That is close enough to avoid a structural bias without forcing every framework into a fake 50-50 split. The goal is realism with guardrails, not symmetry theater.

Asset-class splits still move, but stay inside the same discipline

Crypto currently skews 54% long, forex skews 48% short, and commodities skew 54% long.

Those pockets behave differently, but none of them are one-sided enough to overwhelm the practice loop.

Read the data. Then train the reps.

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Direction balance matters because training libraries can drift

If a practice library gets too long-heavy or too short-heavy, traders start learning the bias of the dataset instead of improving the read itself.

That is why CandleDojo keeps a direction-imbalance guardrail in the scenario pipeline. The public reporting snapshot sits close to balanced overall instead of leaning too hard to one side.