Input-Output Indeterminacy in Investment Analysis, Market Activity Screening, and Classification Discipline

The central dilemma of investment theory is that no deterministic causal relationship exists between analytical inputs and profit-loss outputs, yet the investor cannot bypass analytical frameworks to access results directly. Starting from this fundamental contradiction, this essay proposes market activity as the primary screening indicator, establishes a binary classification discipline for stock selection, discusses the application of various technical standards within this framework, and introduces the problem of false breakout filtration as the next critical challenge.