The discovery
Most signal sets are built through accumulation. You add an indicator because it helped on one memorable trade. You add another because a respected trader uses it. You add a third because the backtest looked clean. Over time you have a system that requires fifteen things to align.
When we isolated each input against actual trade outcomes, most of them contributed less than their presence implied. They were confirming information already present in the stronger signals, or adding noise that justified bad entries.
What the useful ones had in common
The inputs that survived isolation were measuring the same underlying thing from different angles: where liquidity was sitting relative to current price, and whether the order flow behind the current move was genuine or manufactured.
Everything else — most oscillators, most momentum indicators, most pattern-based signals — was downstream of price, which is downstream of those two things. Watching the effect when you can watch the cause is a waste of a filter.
The practical implication for your setup
Take your current signal set and ask: does this tell me something about where orders are sitting or whether this move has real flow behind it? If the answer is no, it is probably redundant.
The goal is to reach a state where a clear signal genuinely is clear — not hedged by four partially-contradicting indicators. That clarity is what allows conviction, and conviction is what allows correct sizing. Read how the desk weighs signals for the specifics of what survived the simplification process.