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[TRACK RECORD]

Signal performance, measured

Same Profit Factor math as the screener. 3,178 symbols, 1,033,796 scored events since 1997. Pick a signal below (White Arrow BUY is the default). Judge Profit Factor first; win rate alone misleads on trend rules.

Universe. Liquid US common stocks. excludes ETF/crypto/index/commodity/preferred/CEF/BDC/REIT; price≥$5; dollar ADV≥$1,000,000.

Backtest: today's rules on today's universe (survivorship bias). Price-only and no dividends. Best Combo is net of 20 bps round-trip costs; other signal records do not model costs. Updated 2026-10-15.

Select a signal

BEST COMBO · Best Combo V5 stable-evidence state machine. Confirmed close-final decisions fill at the next session open; holding duration is determined only by evidence, with an immediate CRISIS risk override and no legacy fallback.

Showing 6,327 scored Best Combo events · 1997-2026 (36 still open, excluded)

PROFIT FACTOR
2.74
gross wins / gross losses
AVG RETURN
+5.91%
winsorized to +/- (95/500)%
MEDIAN RETURN
-0.6%
typical trade (often negative on trend rules)
WIN RATE
47.6%
not the score when PF > 1
CLOSED TRADES
6.3k
36 open (excluded)
AVG HOLD
50 bars
trading days

How to read. Trend rules often win about 35-45% of trades. Use profit factor and average return. A negative median with PF > 1 means a few large winners carry the edge.

'97'99'01'0362%'0515433%'0724056%'0939938%'1130061%'1325030%'1527560%'1724150%'1936744%'2129453%'2333848%'2532842%'26194100%50%0%
Grey bars = trades · amber line = win rate. Win rate is descriptive; profit factor is the edge. Dim 50% line is a coin-flip reference, not a target.
EDGE BY MARKET REGIME · color = profit factor (green ≥1)
REGIMEBEST COMBO
UNKNOWN-
BULLPF 2.5649%1.4k
RECOVERYPF 2.8648%4.7k
BEARPF 1.7836%107
CRISISPF 0.1925%83
How the edge holds across market regimes. Color = profit factor.
BY ENTRY YEAR · PF · win rate · median · trades
YEARBEST COMBO
20261.5642%-2.3%194
20253.1948%-0.6%328
20242.2248%-0.4%291
20233.2353%+1.2%338
20221.3540%-2.4%392
20211.7244%-1.3%294
20205.1557%+2.4%401
20192.7450%+0.1%367
20181.1633%-3.3%246
20175.7660%+3.4%241
20166.2160%+3.9%335
20150.7930%-3.2%275
20141.9338%-2.1%294
20135.9861%+3.8%250
20123.6053%+1.5%273
20111.4738%-2.4%300
20103.7653%+1.2%312
20093.9356%+2.5%399
20080.7329%-4.3%217
20071.0333%-2.8%240
20063.6053%+0.9%186
20055.9062%+3.5%154
2004-
2003-
2002-
2001-
2000-
1999-
1998-
1997-
Color = profit factor (green ≥1). Win rate and median for context.
RETURN DISTRIBUTION · % per closed trade · Best Combo
<=-503-50..-3022-30..-20629-20..-101.2k-10..-5896-5..-2520-2..03730..24162..55625..1069110..2039020..3032530..5019750..10056>100median -0.6%
Left of 0 = losers, right = winners. Left skew with PF > 1 is normal for trend rules (few large winners). Tails clipped at -95% / +500%.

[METHODOLOGY]

  • White Arrow BUY. Long round trips on White Arrow direction. Next-open entry and exit. 250-session warmup.
  • White Arrow SELL. Exit-timing score (move avoided until re-entry). Not a short. Often weak alone.
  • Exhaustion. The scored rule is a fixed 21-session horizon after a release. The EXH BUY tab also shows a descriptive stock-path table at the same calendar DTEs as /bull-spreads (median / P(up) / path −12%). That table is context, not a forecast and not a second Profit Factor.
  • Best Combo V5. One stable-evidence state-machine replay. Qualified point-in-time out-of-fold transitions, net of 20 bps round-trip costs, become published calls; otherwise the model abstains.
  • Regime. Hold BULL/RECOVERY; exit on BEAR/CRISIS (same as screener Regime Profit Factor). Next-open entry and exit, 250-session warmup.
  • Caps. Returns clipped to -95% / +500% before aggregates. Open trades excluded from closed stats.

Full model detail: Methodology · Docs · Signal performance

Research only. Not investment advice. Past backtests do not guarantee future results. Terms.