Three of the core factors ask the same underlying question from different angles: is this profit the kind you could repeat, or a one-off that happened to land? Windfall versus repeatable, holding time, and news timing each catch a different way a result can look better than the process behind it.
Windfall versus repeatable
This factor asks how repeatable your profit looks. A day built from a handful of ordinary, planned trades reads as repeatable. A day where nearly all the profit came from one enormous outlier trade reads as a windfall, because that trade is unlikely to recur on demand. The score is not calling a big winner bad. It is recognizing that a process which depends on catching a rare monster is fragile, and paying more for profit that came from a method you can run again tomorrow.
Holding time
The holding-time factor separates real trades from sub-minute noise. Profit made from positions held for a meaningful stretch reads as trading. Profit scraped from a flurry of trades each open for a few seconds reads as something closer to latency games or noise harvesting, which is not the durable skill the payout is meant to reward. You do not need to hold for hours. You need your trades to be actual decisions with time to work, not blinks.
News-event timing
The news factor looks at how much of your profit came from the seconds around scheduled high-impact releases. Trading an edge is rewarded. Loading up right before a number and getting paid by the random spike is not, because it is a coin flip dressed as a trade, and half the time it is a coin flip that breaches your account. The factor gently discounts profit that clustered in news windows, nudging you toward results that came from reading the market rather than gambling on a release.