[TRACK RECORD]

Signal performance, measured

Same Profit Factor math as the screener. 3,236 symbols, 1,038,304 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 2026-08-29.

Select a signal

EXHAUSTION BUY · Price move over 21 sessions after seller exhaustion triggers a BUY release.

Showing 18,946 scored Exh BUY events · 1997-2026

PROFIT FACTOR
1.41
gross wins / gross losses
AVG RETURN
+1.95%
winsorized to +/- (95/500)%
MEDIAN RETURN
+1.6%
typical trade (often negative on trend rules)
WIN RATE
55.4%
not the score when PF > 1
CLOSED TRADES
19k
0 open (excluded)
AVG HOLD
21 bars
trading days
56%'9714647%'9934371%'0133242%'036657%'0538854%'0791471%'0929939%'1141469%'1320645%'1575965%'1727267%'1941648%'2145353%'2329854%'2583459%'26513100%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)
REGIMEEXHAUSTION BUY
UNKNOWN-
BULLPF 0.9363%8
RECOVERYPF 1.2553%1.2k
BEARPF 1.3657%2.2k
CRISISPF 1.4255%15k
How the edge holds across market regimes. Color = profit factor.
BY ENTRY YEAR · PF · win rate · median · trades
YEAREXHAUSTION BUY
20261.8159%+3.1%513
20251.4554%+1.2%834
20240.9446%-0.8%301
20231.4253%+0.8%298
20221.0949%-0.2%1.0k
20210.8448%-0.6%453
20202.8067%+7.5%2.6k
20192.7867%+3.9%416
20181.6460%+2.3%1.5k
20173.1465%+3.0%272
20162.6166%+3.4%904
20150.8245%-1.2%759
20141.8764%+2.8%724
20133.0869%+2.7%206
20121.4456%+1.3%154
20110.7939%-2.0%414
20104.6463%+5.3%67
20092.8971%+10.4%299
20080.5241%-3.7%2.7k
20071.3654%+0.8%914
20061.3653%+0.6%473
20051.5857%+1.6%388
20042.4462%+3.2%278
20031.2642%-1.3%66
20023.0972%+7.5%350
20013.2571%+6.9%332
20001.5656%+3.1%524
19991.2947%-0.5%343
19981.1145%-1.6%775
19971.1456%+2.4%146
Color = profit factor (green ≥1). Win rate and median for context.
RETURN DISTRIBUTION · % per closed trade · Exh BUY
77<=-50434-50..-30763-30..-202.1k-20..-102.1k-10..-51.7k-5..-21.3k-2..01.3k0..21.9k2..52.6k5..102.9k10..201.1k20..3057730..5015550..10011>100median +1.6%
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. Fixed 21-session horizon after a release.
  • 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.